# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-25-004286
**Filing Date:** 2025-11
**Character Count:** 3071439
**Document Hash:** e396a5f1af7db442fcf4e6ea0a5a90ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004286.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0002071691-25-004286

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

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

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

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

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

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $310738333017.32

- **Amortized Cost of Portfolio Securities:** $310664904516.34

- **Cash:** $10461583562.06

- **Total Other Assets:** $2384342148.07

- **Total Liabilities:** $8078038856.99

- **Net Assets of Series:** $315432791369.48

- **Number of Shares Outstanding (Series):** 315495897028.3800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $216664637694.81          | $258763532416.37           | 66.9900%                  | 80.0100%                   |
| 2025-10-02 | $213654138399.43          | $256453067621.97           | 66.5600%                  | 79.8900%                   |
| 2025-10-03 | $210800944995.89          | $253444908719.41           | 66.3900%                  | 79.8200%                   |
| 2025-10-06 | $218791466096.67          | $257685533323.14           | 67.9900%                  | 80.0700%                   |
| 2025-10-07 | $209853922399.20          | $255048024126.66           | 66.6700%                  | 81.0200%                   |
| 2025-10-08 | $214973267295.20          | $261517403523.62           | 67.5600%                  | 82.1900%                   |
| 2025-10-09 | $213828960819.90          | $260313131549.31           | 67.5100%                  | 82.1800%                   |
| 2025-10-10 | $214415811261.72          | $259925016492.09           | 67.8000%                  | 82.1900%                   |
| 2025-10-13 | $214476383669.85          | $259985692403.16           | 67.7900%                  | 82.1800%                   |
| 2025-10-14 | $218926357760.89          | $263135700995.20           | 68.6100%                  | 82.4600%                   |
| 2025-10-15 | $218041751977.52          | $260101129712.80           | 67.9300%                  | 81.0300%                   |
| 2025-10-16 | $209345071637.64          | $252864483873.90           | 65.6400%                  | 79.2800%                   |
| 2025-10-17 | $208379712278.60          | $253699159015.83           | 65.5600%                  | 79.8200%                   |
| 2025-10-20 | $216305492054.14          | $259505593125.42           | 67.2300%                  | 80.6500%                   |
| 2025-10-21 | $216472325581.16          | $259972624070.02           | 66.7700%                  | 80.1800%                   |
| 2025-10-22 | $210071000604.46          | $255421496511.10           | 65.7000%                  | 79.8800%                   |
| 2025-10-23 | $206787795322.77          | $253088488647.10           | 65.1900%                  | 79.7900%                   |
| 2025-10-24 | $208330869850.71          | $254741760592.60           | 65.3400%                  | 79.8900%                   |
| 2025-10-27 | $214403099866.20          | $259854582861.33           | 66.9300%                  | 81.1200%                   |
| 2025-10-28 | $219826012807.24          | $262477693219.87           | 67.7900%                  | 80.9400%                   |
| 2025-10-29 | $227157681059.88          | $264034558890.26           | 69.6000%                  | 80.9000%                   |
| 2025-10-30 | $211643653226.67          | $258625728474.85           | 65.6000%                  | 80.1600%                   |
| 2025-10-31 | $209355851061.90          | $261598112504.36           | 64.7100%                  | 80.8600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2000%             |
| 2025-10-02 | 4.2000%             |
| 2025-10-03 | 4.2000%             |
| 2025-10-06 | 4.1900%             |
| 2025-10-07 | 4.1800%             |
| 2025-10-08 | 4.1800%             |
| 2025-10-09 | 4.1700%             |
| 2025-10-10 | 4.1700%             |
| 2025-10-13 | 4.1600%             |
| 2025-10-14 | 4.1600%             |
| 2025-10-15 | 4.1600%             |
| 2025-10-16 | 4.1700%             |
| 2025-10-17 | 4.1800%             |
| 2025-10-20 | 4.1900%             |
| 2025-10-21 | 4.1900%             |
| 2025-10-22 | 4.1800%             |
| 2025-10-23 | 4.1800%             |
| 2025-10-24 | 4.1800%             |
| 2025-10-27 | 4.1900%             |
| 2025-10-28 | 4.1900%             |
| 2025-10-29 | 4.2000%             |
| 2025-10-30 | 4.1900%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0001                      |
|  |  |
| 2025-10-02 | 1.0000                      |
|  |  |
| 2025-10-03 | 1.0001                      |
|  |  |
| 2025-10-06 | 1.0000                      |
|  |  |
| 2025-10-07 | 1.0000                      |
|  |  |
| 2025-10-08 | 1.0000                      |
|  |  |
| 2025-10-09 | 1.0000                      |
|  |  |
| 2025-10-10 | 1.0001                      |
|  |  |
| 2025-10-13 | 1.0000                      |
|  |  |
| 2025-10-14 | 1.0000                      |
|  |  |
| 2025-10-15 | 1.0000                      |
|  |  |
| 2025-10-16 | 1.0000                      |
|  |  |
| 2025-10-17 | 1.0001                      |
|  |  |
| 2025-10-20 | 1.0000                      |
|  |  |
| 2025-10-21 | 1.0000                      |
|  |  |
| 2025-10-22 | 1.0000                      |
|  |  |
| 2025-10-23 | 1.0000                      |
|  |  |
| 2025-10-24 | 1.0001                      |
|  |  |
| 2025-10-27 | 1.0000                      |
|  |  |
| 2025-10-28 | 1.0000                      |
|  |  |
| 2025-10-29 | 1.0000                      |
|  |  |
| 2025-10-30 | 1.0000                      |
|  |  |
| 2025-10-31 | 1.0000                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $43689550410.80

- **Number of Shares Outstanding:** 43698290966.0300

- **Expense Reimbursement/Waiver:** 227059.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $5123565654.64            | $3808774110.76          |
| 2025-10-02 | $2086740081.86            | $3220366043.98          |
| 2025-10-03 | $2345680309.81            | $1945447613.72          |
| 2025-10-06 | $2088390666.99            | $2476131819.88          |
| 2025-10-07 | $1958918186.47            | $2094849021.85          |
| 2025-10-08 | $1868511965.27            | $1781763225.95          |
| 2025-10-09 | $1731718789.18            | $2054786275.87          |
| 2025-10-10 | $2329853192.81            | $2136804297.39          |
| 2025-10-13 | $0.00                     | $0.15                   |
| 2025-10-14 | $2407729854.93            | $2611616795.87          |
| 2025-10-15 | $3128817093.45            | $2260011026.13          |
| 2025-10-16 | $2335890892.22            | $2653026190.15          |
| 2025-10-17 | $2778306403.37            | $2600788085.85          |
| 2025-10-20 | $2195512760.16            | $2575701852.60          |
| 2025-10-21 | $1747673181.03            | $2466170418.40          |
| 2025-10-22 | $1809424550.55            | $1751878484.94          |
| 2025-10-23 | $1627474220.11            | $2375612073.05          |
| 2025-10-24 | $3204453790.00            | $1670299155.54          |
| 2025-10-27 | $2083037773.02            | $1878808336.10          |
| 2025-10-28 | $1967504141.10            | $1990410835.37          |
| 2025-10-29 | $2271881337.31            | $2062625051.98          |
| 2025-10-30 | $1474759646.29            | $2799929864.94          |
| 2025-10-31 | $3249745587.73            | $2187235281.84          |

**Total Gross Subscriptions (Month):** $51815590078.30

**Total Gross Redemptions (Month):** $51403035862.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9900%           |
| 2025-10-02 | 3.9900%           |
| 2025-10-03 | 3.9900%           |
| 2025-10-06 | 3.9800%           |
| 2025-10-07 | 3.9700%           |
| 2025-10-08 | 3.9700%           |
| 2025-10-09 | 3.9600%           |
| 2025-10-10 | 3.9600%           |
| 2025-10-13 | 3.9500%           |
| 2025-10-14 | 3.9500%           |
| 2025-10-15 | 3.9600%           |
| 2025-10-16 | 3.9600%           |
| 2025-10-17 | 3.9700%           |
| 2025-10-20 | 3.9800%           |
| 2025-10-21 | 3.9800%           |
| 2025-10-22 | 3.9800%           |
| 2025-10-23 | 3.9700%           |
| 2025-10-24 | 3.9700%           |
| 2025-10-27 | 3.9800%           |
| 2025-10-28 | 3.9800%           |
| 2025-10-29 | 3.9900%           |
| 2025-10-30 | 3.9800%           |
| 2025-10-31 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.0200%         | 0.0000%              |
| Broker-dealer                                       |  | 16.0200%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.5400%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $188113319372.76

- **Number of Shares Outstanding:** 188150953427.9700

- **Expense Reimbursement/Waiver:** 329009.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $11036263177.95           | $8898449657.13          |
| 2025-10-02 | $7441652169.09            | $7740681748.55          |
| 2025-10-03 | $5646420152.96            | $8659765699.06          |
| 2025-10-06 | $8262592981.08            | $5140595720.89          |
| 2025-10-07 | $5743053412.67            | $7574709150.77          |
| 2025-10-08 | $5837683955.64            | $5407424974.34          |
| 2025-10-09 | $6489774134.02            | $5242585424.34          |
| 2025-10-10 | $6599838945.12            | $6981733284.07          |
| 2025-10-13 | $0.04                     | $0.00                   |
| 2025-10-14 | $7979861184.83            | $8523368111.32          |
| 2025-10-15 | $7029217138.50            | $7932165805.52          |
| 2025-10-16 | $7687788690.68            | $6672589960.59          |
| 2025-10-17 | $5862509244.81            | $7659726517.13          |
| 2025-10-20 | $9361583220.02            | $6292589663.33          |
| 2025-10-21 | $7840520832.31            | $6034678975.64          |
| 2025-10-22 | $5691848721.18            | $7932962618.00          |
| 2025-10-23 | $6319095478.27            | $6984809095.68          |
| 2025-10-24 | $7008641530.49            | $6820047185.17          |
| 2025-10-27 | $8566707178.99            | $5409216923.62          |
| 2025-10-28 | $7479600960.44            | $6927626060.80          |
| 2025-10-29 | $6501962392.15            | $8203313984.54          |
| 2025-10-30 | $9257303433.66            | $10897646926.08         |
| 2025-10-31 | $9736827823.09            | $10961635373.40         |

**Total Gross Subscriptions (Month):** $163380746757.99

**Total Gross Redemptions (Month):** $162898322859.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0400%           |
| 2025-10-02 | 4.0400%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-13 | 4.0000%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0300%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0300%           |
| 2025-10-31 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3400%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.9400%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $15560854404.57

- **Number of Shares Outstanding:** 15563967517.6500

- **Expense Reimbursement/Waiver:** 26758.21

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $11630968711.13           | $11322284569.21         |
| 2025-10-02 | $11578036482.60           | $11617223551.44         |
| 2025-10-03 | $11529804825.62           | $11570481382.17         |
| 2025-10-06 | $11611799513.67           | $11519494958.58         |
| 2025-10-07 | $11594846687.20           | $11592716001.02         |
| 2025-10-08 | $11641489974.85           | $11550627203.33         |
| 2025-10-09 | $11709944581.04           | $11661496115.37         |
| 2025-10-10 | $11642364585.85           | $11691413277.71         |
| 2025-10-13 | $0.06                     | $0.00                   |
| 2025-10-14 | $11688737527.13           | $11636857380.07         |
| 2025-10-15 | $11729188473.89           | $11703776048.67         |
| 2025-10-16 | $11714628220.99           | $11724330116.07         |
| 2025-10-17 | $11726987515.44           | $11692533373.55         |
| 2025-10-20 | $11685932449.43           | $11722294186.78         |
| 2025-10-21 | $11664383058.05           | $11690489305.84         |
| 2025-10-22 | $11692054456.35           | $11699611507.87         |
| 2025-10-23 | $11914236335.45           | $11693740317.01         |
| 2025-10-24 | $11831535189.08           | $11901383621.13         |
| 2025-10-27 | $11891575129.10           | $11825789100.65         |
| 2025-10-28 | $12528597335.99           | $11900965298.36         |
| 2025-10-29 | $13489156011.00           | $12530634477.33         |
| 2025-10-30 | $11997099186.56           | $13512218413.27         |
| 2025-10-31 | $12033346718.61           | $12014680496.92         |

**Total Gross Subscriptions (Month):** $260526712969.09

**Total Gross Redemptions (Month):** $259775040702.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.6400%           |
| 2025-10-02 | 3.6400%           |
| 2025-10-03 | 3.6300%           |
| 2025-10-06 | 3.6300%           |
| 2025-10-07 | 3.6200%           |
| 2025-10-08 | 3.6100%           |
| 2025-10-09 | 3.6100%           |
| 2025-10-10 | 3.6100%           |
| 2025-10-13 | 3.6000%           |
| 2025-10-14 | 3.6000%           |
| 2025-10-15 | 3.6000%           |
| 2025-10-16 | 3.6100%           |
| 2025-10-17 | 3.6100%           |
| 2025-10-20 | 3.6200%           |
| 2025-10-21 | 3.6200%           |
| 2025-10-22 | 3.6200%           |
| 2025-10-23 | 3.6200%           |
| 2025-10-24 | 3.6200%           |
| 2025-10-27 | 3.6300%           |
| 2025-10-28 | 3.6300%           |
| 2025-10-29 | 3.6300%           |
| 2025-10-30 | 3.6300%           |
| 2025-10-31 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.0300%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.1700%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.0200%          | 0.0000%              |
| Depository institution or other banking institution |  | 22.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.2900%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $19343134173.71

- **Number of Shares Outstanding:** 19347003972.0100

- **Expense Reimbursement/Waiver:** 34195.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1213645637.45            | $1475191167.57          |
| 2025-10-02 | $1069742368.04            | $724211228.04           |
| 2025-10-03 | $922384444.41             | $509081200.88           |
| 2025-10-06 | $1067408744.17            | $846939185.95           |
| 2025-10-07 | $504020661.83             | $805480992.54           |
| 2025-10-08 | $688154594.28             | $570022492.71           |
| 2025-10-09 | $585157406.50             | $687324019.26           |
| 2025-10-10 | $619100062.37             | $649013038.53           |
| 2025-10-13 | $0.01                     | $0.00                   |
| 2025-10-14 | $1694723669.53            | $620400093.99           |
| 2025-10-15 | $512517706.43             | $2052520604.88          |
| 2025-10-16 | $1670984240.55            | $1693106599.10          |
| 2025-10-17 | $666514696.32             | $425247593.30           |
| 2025-10-20 | $459834946.11             | $442693823.56           |
| 2025-10-21 | $644008992.55             | $398113471.86           |
| 2025-10-22 | $800236167.02             | $1695053173.43          |
| 2025-10-23 | $949249806.37             | $443486943.31           |
| 2025-10-24 | $1411852322.58            | $1017727322.03          |
| 2025-10-27 | $543605418.17             | $1669838046.69          |
| 2025-10-28 | $1580095566.48            | $542657796.79           |
| 2025-10-29 | $561245192.31             | $779208209.54           |
| 2025-10-30 | $555464671.23             | $586878897.24           |
| 2025-10-31 | $565471201.03             | $684814320.35           |

**Total Gross Subscriptions (Month):** $19285418515.74

**Total Gross Redemptions (Month):** $19319010221.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7900%           |
| 2025-10-02 | 3.7900%           |
| 2025-10-03 | 3.7800%           |
| 2025-10-06 | 3.7800%           |
| 2025-10-07 | 3.7700%           |
| 2025-10-08 | 3.7600%           |
| 2025-10-09 | 3.7600%           |
| 2025-10-10 | 3.7600%           |
| 2025-10-13 | 3.7500%           |
| 2025-10-14 | 3.7500%           |
| 2025-10-15 | 3.7500%           |
| 2025-10-16 | 3.7600%           |
| 2025-10-17 | 3.7600%           |
| 2025-10-20 | 3.7700%           |
| 2025-10-21 | 3.7700%           |
| 2025-10-22 | 3.7700%           |
| 2025-10-23 | 3.7700%           |
| 2025-10-24 | 3.7700%           |
| 2025-10-27 | 3.7800%           |
| 2025-10-28 | 3.7800%           |
| 2025-10-29 | 3.7800%           |
| 2025-10-30 | 3.7800%           |
| 2025-10-31 | 3.7700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 24.9700%         | 0.0000%              |
| Broker-dealer                                       |  | 45.6300%         | 0.0000%              |
| Broker-dealer                                       |  | 6.4100%          | 0.0000%              |
| Broker-dealer                                       |  | 9.0400%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.0500%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $33545386.55

- **Number of Shares Outstanding:** 33552097.6600

- **Expense Reimbursement/Waiver:** 58.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $110153.50                | $49714.63               |
| 2025-10-02 | $6927.13                  | $1197.40                |
| 2025-10-03 | $5151.28                  | $936.34                 |
| 2025-10-06 | $67192.29                 | $1102131.49             |
| 2025-10-07 | $24171.06                 | $776.48                 |
| 2025-10-08 | $10183.98                 | $4394.84                |
| 2025-10-09 | $3229.25                  | $61298.04               |
| 2025-10-10 | $510.06                   | $3276.78                |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $4772.84                  | $668.54                 |
| 2025-10-15 | $586960.09                | $2311.64                |
| 2025-10-16 | $7614.06                  | $8124.57                |
| 2025-10-17 | $400103.71                | $139338.34              |
| 2025-10-20 | $4862.15                  | $4315.67                |
| 2025-10-21 | $3450.93                  | $7141.32                |
| 2025-10-22 | $62086.45                 | $302.48                 |
| 2025-10-23 | $10389.96                 | $10225.25               |
| 2025-10-24 | $4196.83                  | $183.74                 |
| 2025-10-27 | $21579.72                 | $98.46                  |
| 2025-10-28 | $2618.56                  | $592856.20              |
| 2025-10-29 | $4375.23                  | $842.75                 |
| 2025-10-30 | $956.58                   | $2571.90                |
| 2025-10-31 | $7934.54                  | $109.62                 |

**Total Gross Subscriptions (Month):** $1349420.20

**Total Gross Redemptions (Month):** $1992816.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5400%           |
| 2025-10-02 | 3.5400%           |
| 2025-10-03 | 3.5400%           |
| 2025-10-06 | 3.5300%           |
| 2025-10-07 | 3.5200%           |
| 2025-10-08 | 3.5200%           |
| 2025-10-09 | 3.5100%           |
| 2025-10-10 | 3.5100%           |
| 2025-10-13 | 3.5000%           |
| 2025-10-14 | 3.5000%           |
| 2025-10-15 | 3.5000%           |
| 2025-10-16 | 3.5100%           |
| 2025-10-17 | 3.5200%           |
| 2025-10-20 | 3.5200%           |
| 2025-10-21 | 3.5200%           |
| 2025-10-22 | 3.5200%           |
| 2025-10-23 | 3.5200%           |
| 2025-10-24 | 3.5200%           |
| 2025-10-27 | 3.5300%           |
| 2025-10-28 | 3.5300%           |
| 2025-10-29 | 3.5400%           |
| 2025-10-30 | 3.5300%           |
| 2025-10-31 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.6200%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.7400%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.9000%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.4800%          | 0.0000%              |
| Retail investor                                     |  | 17.8800%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16940905488.38

- **Number of Shares Outstanding:** 16944294695.3800

- **Expense Reimbursement/Waiver:** 82577.98

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $7404487286.85            | $7163719811.79          |
| 2025-10-02 | $7183650513.22            | $7356399247.01          |
| 2025-10-03 | $7302911423.92            | $7410114461.93          |
| 2025-10-06 | $7360705151.18            | $7238528317.62          |
| 2025-10-07 | $7355852247.78            | $7234120622.91          |
| 2025-10-08 | $7307925127.52            | $7336939546.47          |
| 2025-10-09 | $7624769308.88            | $7270468376.06          |
| 2025-10-10 | $7316604380.28            | $7293358340.74          |
| 2025-10-13 | $0.00                     | $0.04                   |
| 2025-10-14 | $7566032455.73            | $7564597824.18          |
| 2025-10-15 | $7673562685.03            | $7602417605.02          |
| 2025-10-16 | $7509638410.88            | $7578406997.68          |
| 2025-10-17 | $7655283088.21            | $7547072851.27          |
| 2025-10-20 | $8118185536.49            | $7716945234.50          |
| 2025-10-21 | $7876116356.94            | $7876323830.25          |
| 2025-10-22 | $7622647625.43            | $7816139403.08          |
| 2025-10-23 | $8155227993.29            | $7615558130.05          |
| 2025-10-24 | $8175098666.78            | $8047613965.45          |
| 2025-10-27 | $8617911337.78            | $8168298043.21          |
| 2025-10-28 | $8075476724.44            | $7887873500.96          |
| 2025-10-29 | $8352865151.04            | $8657395992.65          |
| 2025-10-30 | $8312325540.37            | $8369857992.54          |
| 2025-10-31 | $8247798871.46            | $8354677534.54          |

**Total Gross Subscriptions (Month):** $170815075883.50

**Total Gross Redemptions (Month):** $169106827629.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9400%           |
| 2025-10-02 | 3.9400%           |
| 2025-10-03 | 3.9400%           |
| 2025-10-06 | 3.9300%           |
| 2025-10-07 | 3.9200%           |
| 2025-10-08 | 3.9200%           |
| 2025-10-09 | 3.9100%           |
| 2025-10-10 | 3.9100%           |
| 2025-10-13 | 3.9000%           |
| 2025-10-14 | 3.9000%           |
| 2025-10-15 | 3.9100%           |
| 2025-10-16 | 3.9100%           |
| 2025-10-17 | 3.9200%           |
| 2025-10-20 | 3.9300%           |
| 2025-10-21 | 3.9300%           |
| 2025-10-22 | 3.9300%           |
| 2025-10-23 | 3.9200%           |
| 2025-10-24 | 3.9200%           |
| 2025-10-27 | 3.9300%           |
| 2025-10-28 | 3.9300%           |
| 2025-10-29 | 3.9400%           |
| 2025-10-30 | 3.9300%           |
| 2025-10-31 | 3.9200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.2600%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.8200%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.7200%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.5600%         | 0.0000%              |
| Depository institution or other banking institution |  | 28.5300%         | 0.0000%              |
| Non-financial corporation                           |  | 5.0000%          | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $99014789.91

- **Number of Shares Outstanding:** 99034598.8600

- **Expense Reimbursement/Waiver:** 173.48

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $409471.43                | $80854.88               |
| 2025-10-02 | $533120.80                | $158961.49              |
| 2025-10-03 | $117461.75                | $6610.81                |
| 2025-10-06 | $42152.03                 | $283272.48              |
| 2025-10-07 | $78792.32                 | $16394.50               |
| 2025-10-08 | $257000.50                | $16924.21               |
| 2025-10-09 | $72259.15                 | $19222.63               |
| 2025-10-10 | $58835.61                 | $73296.04               |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $333941.86                | $108989.19              |
| 2025-10-15 | $156505.18                | $455212.34              |
| 2025-10-16 | $166817.56                | $213262.53              |
| 2025-10-17 | $13450.15                 | $12866.39               |
| 2025-10-20 | $50136.72                 | $289123.83              |
| 2025-10-21 | $10488.22                 | $28155.97               |
| 2025-10-22 | $46265.48                 | $299419.24              |
| 2025-10-23 | $10157.44                 | $35357.22               |
| 2025-10-24 | $229186.77                | $3812.88                |
| 2025-10-27 | $70601.82                 | $16451.40               |
| 2025-10-28 | $9726.89                  | $648302.57              |
| 2025-10-29 | $16974.51                 | $89990.77               |
| 2025-10-30 | $113228.26                | $34733.62               |
| 2025-10-31 | $140639.91                | $42689.26               |

**Total Gross Subscriptions (Month):** $2937214.36

**Total Gross Redemptions (Month):** $2933904.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.1900%           |
| 2025-10-02 | 3.1900%           |
| 2025-10-03 | 3.1800%           |
| 2025-10-06 | 3.1800%           |
| 2025-10-07 | 3.1700%           |
| 2025-10-08 | 3.1600%           |
| 2025-10-09 | 3.1600%           |
| 2025-10-10 | 3.1600%           |
| 2025-10-13 | 3.1500%           |
| 2025-10-14 | 3.1500%           |
| 2025-10-15 | 3.1500%           |
| 2025-10-16 | 3.1600%           |
| 2025-10-17 | 3.1600%           |
| 2025-10-20 | 3.1700%           |
| 2025-10-21 | 3.1700%           |
| 2025-10-22 | 3.1700%           |
| 2025-10-23 | 3.1700%           |
| 2025-10-24 | 3.1700%           |
| 2025-10-27 | 3.1700%           |
| 2025-10-28 | 3.1800%           |
| 2025-10-29 | 3.1800%           |
| 2025-10-30 | 3.1800%           |
| 2025-10-31 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6900%          | 0.0000%              |
| Retail investor                                     |  | 78.4200%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3656836509.58

- **Number of Shares Outstanding:** 3657568098.3300

- **Expense Reimbursement/Waiver:** 6452.20

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $11718936.38              | $8925076.91             |
| 2025-10-02 | $21958743.11              | $6330.46                |
| 2025-10-03 | $30756267.25              | $13954.30               |
| 2025-10-06 | $16633.00                 | $43482644.65            |
| 2025-10-07 | $62235873.77              | $17504.64               |
| 2025-10-08 | $16677.26                 | $71662402.64            |
| 2025-10-09 | $19149.56                 | $83247275.55            |
| 2025-10-10 | $4218.88                  | $27113608.52            |
| 2025-10-13 | $0.04                     | $0.00                   |
| 2025-10-14 | $32380829.45              | $5109.25                |
| 2025-10-15 | $2575.62                  | $20148766.52            |
| 2025-10-16 | $30051631.34              | $5132.43                |
| 2025-10-17 | $2913.59                  | $16367046.62            |
| 2025-10-20 | $11370.72                 | $19838696.20            |
| 2025-10-21 | $48723692.04              | $5815.64                |
| 2025-10-22 | $1928.71                  | $58398589.62            |
| 2025-10-23 | $45601600.63              | $10109.67               |
| 2025-10-24 | $15502.10                 | $52441268.47            |
| 2025-10-27 | $1200942.70               | $0.00                   |
| 2025-10-28 | $34024102.64              | $0.00                   |
| 2025-10-29 | $7759.91                  | $56906441.37            |
| 2025-10-30 | $43114045.06              | $17427.62               |
| 2025-10-31 | $1913.63                  | $14716572.01            |

**Total Gross Subscriptions (Month):** $361867307.39

**Total Gross Redemptions (Month):** $473329773.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7400%           |
| 2025-10-02 | 3.7400%           |
| 2025-10-03 | 3.7300%           |
| 2025-10-06 | 3.7300%           |
| 2025-10-07 | 3.7200%           |
| 2025-10-08 | 3.7100%           |
| 2025-10-09 | 3.7100%           |
| 2025-10-10 | 3.7100%           |
| 2025-10-13 | 3.7000%           |
| 2025-10-14 | 3.7000%           |
| 2025-10-15 | 3.7000%           |
| 2025-10-16 | 3.7100%           |
| 2025-10-17 | 3.7100%           |
| 2025-10-20 | 3.7200%           |
| 2025-10-21 | 3.7200%           |
| 2025-10-22 | 3.7200%           |
| 2025-10-23 | 3.7200%           |
| 2025-10-24 | 3.7200%           |
| 2025-10-27 | 3.7300%           |
| 2025-10-28 | 3.7300%           |
| 2025-10-29 | 3.7300%           |
| 2025-10-30 | 3.7300%           |
| 2025-10-31 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $13146246379.80

- **Number of Shares Outstanding:** 13148876425.0700

- **Expense Reimbursement/Waiver:** 23520.42

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $390479147.36             | $603484054.08           |
| 2025-10-02 | $677239587.35             | $265745930.98           |
| 2025-10-03 | $162824724.21             | $958156557.23           |
| 2025-10-06 | $294082617.05             | $293427506.15           |
| 2025-10-07 | $353602852.33             | $221001927.95           |
| 2025-10-08 | $299419241.14             | $562761977.15           |
| 2025-10-09 | $567552608.23             | $340142078.14           |
| 2025-10-10 | $148135612.83             | $278040883.14           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $325598309.10             | $284326792.84           |
| 2025-10-15 | $735908968.10             | $107308863.22           |
| 2025-10-16 | $187957143.86             | $484045968.01           |
| 2025-10-17 | $444979456.28             | $269376541.58           |
| 2025-10-20 | $111006710.93             | $159996749.88           |
| 2025-10-21 | $631689552.99             | $178895731.81           |
| 2025-10-22 | $280698863.47             | $502708775.37           |
| 2025-10-23 | $283792060.90             | $515045278.82           |
| 2025-10-24 | $487360210.37             | $345285443.69           |
| 2025-10-27 | $490204926.03             | $294692005.78           |
| 2025-10-28 | $438967063.64             | $113215543.78           |
| 2025-10-29 | $117280838.49             | $435422900.82           |
| 2025-10-30 | $202237937.21             | $331290226.91           |
| 2025-10-31 | $435143958.81             | $1097609351.78          |

**Total Gross Subscriptions (Month):** $8066162390.68

**Total Gross Redemptions (Month):** $8641981089.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0900%           |
| 2025-10-02 | 4.0900%           |
| 2025-10-03 | 4.0800%           |
| 2025-10-06 | 4.0800%           |
| 2025-10-07 | 4.0700%           |
| 2025-10-08 | 4.0600%           |
| 2025-10-09 | 4.0600%           |
| 2025-10-10 | 4.0600%           |
| 2025-10-13 | 4.0500%           |
| 2025-10-14 | 4.0500%           |
| 2025-10-15 | 4.0500%           |
| 2025-10-16 | 4.0600%           |
| 2025-10-17 | 4.0700%           |
| 2025-10-20 | 4.0700%           |
| 2025-10-21 | 4.0700%           |
| 2025-10-22 | 4.0700%           |
| 2025-10-23 | 4.0700%           |
| 2025-10-24 | 4.0700%           |
| 2025-10-27 | 4.0800%           |
| 2025-10-28 | 4.0800%           |
| 2025-10-29 | 4.0900%           |
| 2025-10-30 | 4.0800%           |
| 2025-10-31 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 36.8500%         | 0.0000%              |
| Non-financial corporation                           |  | 26.7900%         | 0.0000%              |
| Non-financial corporation                           |  | 14.0600%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $5715409370.99

- **Number of Shares Outstanding:** 5716552798.9500

- **Expense Reimbursement/Waiver:** 7117.84

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $41034934.28              | $88244348.68            |
| 2025-10-02 | $88294390.79              | $12767421.52            |
| 2025-10-03 | $59620348.24              | $115436000.00           |
| 2025-10-06 | $98513848.02              | $45484871.92            |
| 2025-10-07 | $61702969.84              | $89055800.00            |
| 2025-10-08 | $410404056.79             | $1171864.19             |
| 2025-10-09 | $98001008.99              | $994970.08              |
| 2025-10-10 | $43563459.58              | $242567326.86           |
| 2025-10-13 | $0.06                     | $0.00                   |
| 2025-10-14 | $301029812.41             | $141369854.45           |
| 2025-10-15 | $300678202.99             | $149032401.49           |
| 2025-10-16 | $100922182.99             | $55330821.76            |
| 2025-10-17 | $228914004.51             | $170688351.72           |
| 2025-10-20 | $214111922.39             | $94015635.69            |
| 2025-10-21 | $102223765.54             | $177956520.50           |
| 2025-10-22 | $43400370.91              | $221956139.85           |
| 2025-10-23 | $6935187.00               | $1881812.04             |
| 2025-10-24 | $154404666.60             | $216684922.84           |
| 2025-10-27 | $791946804.97             | $345038458.46           |
| 2025-10-28 | $397111541.92             | $64934414.72            |
| 2025-10-29 | $151753787.38             | $62279335.55            |
| 2025-10-30 | $854357926.19             | $34774397.78            |
| 2025-10-31 | $219234752.40             | $202321385.28           |

**Total Gross Subscriptions (Month):** $4768159944.79

**Total Gross Redemptions (Month):** $2533987055.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0400%           |
| 2025-10-02 | 4.0400%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-13 | 4.0000%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0300%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0300%           |
| 2025-10-31 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 8.7700%          | 0.0000%              |
| Non-financial corporation                                                   |  | 15.0700%         | 0.0000%              |
| Non-financial corporation                                                   |  | 11.6200%         | 0.0000%              |
| Non-financial corporation                                                   |  | 10.8000%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.9900%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 19.4700%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $9133955086.43

- **Number of Shares Outstanding:** 9135782430.4700

- **Expense Reimbursement/Waiver:** 16892.03

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $402004990.02             | $285375109.65           |
| 2025-10-02 | $311400103.97             | $194128329.68           |
| 2025-10-03 | $634379750.00             | $563355457.73           |
| 2025-10-06 | $277105884.89             | $320119163.57           |
| 2025-10-07 | $377796505.00             | $357818339.28           |
| 2025-10-08 | $249926628.18             | $208778351.44           |
| 2025-10-09 | $223174758.99             | $753498182.54           |
| 2025-10-10 | $388976909.00             | $326786636.26           |
| 2025-10-13 | $0.00                     | $0.02                   |
| 2025-10-14 | $273994391.52             | $275281298.00           |
| 2025-10-15 | $380675629.89             | $297484171.60           |
| 2025-10-16 | $272341219.00             | $246547098.54           |
| 2025-10-17 | $1087359269.00            | $236130205.31           |
| 2025-10-20 | $437254849.85             | $419585414.82           |
| 2025-10-21 | $305162949.83             | $350025993.93           |
| 2025-10-22 | $264033702.72             | $862804810.99           |
| 2025-10-23 | $242039423.56             | $299311516.00           |
| 2025-10-24 | $249676379.27             | $341472865.92           |
| 2025-10-27 | $259531731.26             | $1318027023.24          |
| 2025-10-28 | $387893672.57             | $263420147.71           |
| 2025-10-29 | $301381471.55             | $502457090.08           |
| 2025-10-30 | $339971851.00             | $371018085.45           |
| 2025-10-31 | $888727486.36             | $304078673.97           |

**Total Gross Subscriptions (Month):** $8554809557.43

**Total Gross Redemptions (Month):** $9097503965.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0400%           |
| 2025-10-02 | 4.0400%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-13 | 4.0000%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0300%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0300%           |
| 2025-10-31 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.7800%          | 0.0000%              |
| Non-financial corporation                           |  | 5.7100%          | 0.0000%              |
| Non-financial corporation                           |  | 5.6300%          | 0.0000%              |
| Non-financial corporation                           |  | 7.0600%          | 0.0000%              |
| Non-financial corporation                           |  | 6.6600%          | 0.0000%              |

### Class: Digital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $19996.00

- **Number of Shares Outstanding:** 20000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-30 | $20000.00                 | $4.01                   |
| 2025-10-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $20000.00

**Total Gross Redemptions (Month):** $4.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-30 | 0.5600%           |
| 2025-10-31 | 1.1200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001EE6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $38725312.00       | $29557583.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $1000.00           | $74.34             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1024.00           | $1035.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $52995178.00       | $40655612.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1032.00           | $697.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $44216448.00       | $40487206.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $107171762.00      | $26850422.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $7183232.00        | $1830989.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1000.00           | $711.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $999.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2981124.00        | $2852053.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1008.00           | $952.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $182649870.00      | $113123799.62      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $39480592.00       | $27728691.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $36134336.00       | $6067786.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25099221.00       | $17383043.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1801112.00        | $1435813.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1711524.00        | $947451.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $10512243.00       | $5753788.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $10303.00          | $7601.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1024.00           | $280.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $6786997.00        | $2008724.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $1004.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $5046120.00        | $3845453.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $78032256.00       | $61393913.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $846.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $6867888.00        | $6647107.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1024.00           | $1043.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $593320.00         | $450391.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $2254284.00        | $1075101.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $696.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1024.00           | $998.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $7074192.00        | $5282431.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1000.00           | $814.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $7496342.00        | $6373853.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $44195875.00       | $11095614.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $5238324.00        | $1163961.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1050.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | N/A      | N/A     | $635326.00         | $50739.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $19357507.00       | $17175070.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $452077.00         | $430148.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $1018.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25675000.00       | $17123201.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $8569838.00        | $6262138.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $10748256.00       | $9028436.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $11872076.00       | $9297466.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2908791.00        | $2460368.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $36642973.00       | $16130766.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $5522936.00        | $3717844.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1040.00           | $931.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $187105967.00      | $152115036.21      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $83183785.00       | $63063827.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $945.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $146.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1000.00           | $891.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3861316.00        | $3870297.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1000.00           | $986.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $676.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $45683214.00       | $38157625.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $50059473.00       | $42355021.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $29030731.00       | $22150080.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1323945.00        | $1367027.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $757.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1000.00           | $962.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1157516.00        | $1202431.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2216752.00        | $2296828.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2549868.00        | $1772840.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $5639486.00        | $5779513.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1572157.00        | $1613583.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $892.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2546990.00        | $1827147.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1067.00           | $865.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $7850330.00        | $6433466.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $14563520.00       | $10111182.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1024.00           | $603.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4247420.00        | $4261681.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2209134.00        | $2270270.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1000.00           | $221.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1024.00           | $810.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $1000.00           | $478.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1183976.00        | $1229120.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2184000.00        | $1762624.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5182068.00        | $5404200.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $18198368.00       | $15423378.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $60430720.00       | $12714657.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $28168118.00       | $8578891.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1915820.00        | $1966653.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $203.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2113108.00        | $2041307.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $38564100.00       | $37275614.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $24240736.00       | $12000231.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $657.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | N/A      | N/A     | $38588480.00       | $11419478.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1210.00           | $1225.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1008.00           | $924.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $664816.00         | $469763.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $37982347.00       | $26084118.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $3249172.00        | $975902.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2016667.00        | $2083681.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1008.00           | $969.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $54606400.00       | $44377967.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $683986.00         | $723031.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1205756.00        | $1239070.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1024.00           | $1019.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1482243.00        | $1538817.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $27346000.00       | $20055633.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $6672528.00        | $1046260.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $966.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1000.00           | $181.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $65118976.00       | $15913381.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $23931104.00       | $15745766.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1066478.00        | $1115572.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1619000.00        | $1390918.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1052000.00        | $781434.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1112.00           | $992.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $794.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $489.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1033.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $20494592.00       | $14460355.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1024.00           | $887.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $4592.00           | $4058.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $14203.00          | $14149.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1224.00           | $74.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $14842864.00       | $13796115.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1674750.00        | $1737482.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $62713536.00       | $20393618.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $965.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1881430.00        | $1405805.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3254085.00        | $2404080.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1024.00           | $925.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1040.00           | $998.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2201190.00        | $1727166.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-09-01      | N/A      | N/A     | $1000.00           | $358.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1024.00           | $296.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1054.00           | $795.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1024.00           | $438.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1008.00           | $333.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $67358803.00       | $22828923.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $10357992.00       | $8327069.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $150.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $16898000.00       | $2599567.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1024.00           | $825.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $7092000.00        | $1410418.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1012188.00        | $1057689.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $911.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $3084768.00        | $1950144.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $61858458.00       | $60857615.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1000.00           | $470.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1000.00           | $908.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1008.00           | $732.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1096387.00        | $1101105.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1008.00           | $884.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $12766448.00       | $11483885.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1024.00           | $1011.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $14778755.00       | $7755315.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1401842.00        | $1454716.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1319630.00        | $1353986.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1140230.00        | $1178689.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $40000.00          | $4898.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $53000.00          | $5654.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | N/A      | N/A     | $983389.00         | $1026499.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $677748.00         | $126853.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $1884460.00        | $1982924.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-03-15      | N/A      | N/A     | $24117.00          | $24477.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1993760.00        | $66206.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $428987.00         | $161299.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1905990.00        | $180117.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $43000.00          | $7019.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $1000.00           | $82.32             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $221090126.00      | $15097618.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $6765174.00        | $443861.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1099002.00        | $84958.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $4808008.00        | $2693939.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $88000.00          | $12756.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $26475174.00       | $2658236.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $288346.00         | $29766.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $1135884.00        | $149830.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $230384.00         | $16155.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $292219.00         | $38739.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $6389042.00        | $3661207.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $48000.00          | $28430.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $1000.00           | $1033.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $359345.00         | $22526.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $12830639.00       | $1413582.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $1958491.00        | $178258.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $86000.00          | $10109.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $119000.00         | $78966.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $25708463.00       | $24023073.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1414998.00        | $193535.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $1000.00           | $85.86             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $2904503.00        | $3138479.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-15      | N/A      | N/A     | $1000.00           | $1052.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $14000.00          | $5882.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1695958.00        | $131001.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $757257.00         | $810692.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $411058.00         | $30836.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $6704474.00        | $6535751.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1000.00           | $111.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $111336567.00      | $59902847.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $1490998.00        | $117812.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $8520152.00        | $5033691.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $176471.00         | $7171.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $208000.00         | $18003.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $340532.00         | $44090.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $26431552.00       | $9878111.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4090482.00        | $4037683.51        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $6382200.00        | $6430972.77        | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03KA5
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $250000000.00      | $29459195.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $139220054.00      | $29124921.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $1501000000.00     | $154740964.82      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $268152931.00      | $35835625.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $1947411409.00     | $263603048.07      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $171858218.00      | $27291217.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $249602710.00      | $44051057.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $147583387.00      | $28990694.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $266128723.00      | $54325146.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $1180000000.00     | $185162016.32      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1005842781.00     | $80086784.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $141592688.00      | $28300870.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $175000000.00      | $37913852.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $135073503.00      | $28109809.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $275200729.00      | $42347658.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $969168325.00      | $63291372.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $132853019.00      | $25941539.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $300000000.00      | $43339028.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $208729809.00      | $18914495.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1542797.00        | $24193.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2150.00           | $654.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $2471.00           | $185.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2765.00           | $185.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1263.00           | $197.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1609509.00        | $198553.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $2040678.00        | $506415.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $6000.00           | $537.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $3940.00           | $1269.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10530664.00       | $1083196.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $2000.00           | $319.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $29391.00          | $2250.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $13448.00          | $1203.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3412.00           | $268.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $3926.00           | $692.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1269.00           | $108.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $100000.00         | $7925.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1280.00           | $149.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $3257.00           | $229.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $2000.00           | $235.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $1359.00           | $86.03             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1889863.00        | $232319.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1928169.00        | $556490.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1451.00           | $107.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $15091.00          | $8700.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $4928919.00        | $544223.95         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004R99
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1152975.00        | $1211802.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1068342.00        | $1126707.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1549752.00        | $1604128.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1062565.00        | $997366.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1042648.00        | $948586.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $60000000.00       | $61217160.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1257750.00        | $1323008.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $3851649.00        | $1504482.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1403899.00        | $1381456.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1502000.00        | $1511569.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1868014.00        | $1805709.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1754257.00        | $1573942.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1001427.00        | $1049721.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1782319.00        | $1477498.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1334800.00        | $1370339.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1257000.00        | $1321095.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1082154.00        | $1137565.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1175871.00        | $1173657.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1450000.00        | $1047372.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $1515777.00        | $850339.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1357572.00        | $1099714.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $3034067.00        | $1565049.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $1828144.00        | $1806541.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1559918.00        | $1652043.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1031806.00        | $1088149.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1005000.00        | $1066467.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1688000.00        | $1524663.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $13040507.00       | $1221042.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1305491.00        | $1367678.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $858092.00         | $833731.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1353514.00        | $1371634.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1456877.00        | $1543787.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1459729.00        | $1526453.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1004642.00        | $1055030.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $3366698.00        | $1270050.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1515860.00        | $1593743.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1769450.00        | $1079887.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1142295.00        | $1202688.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1043195.00        | $1099504.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-25      | N/A      | N/A     | $11226780.00       | $10370311.41       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1167084.00        | $1229471.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1780496.00        | $1697048.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1380055.00        | $1302051.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1260639.00        | $1326218.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1559150.00        | $1565934.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1106856.00        | $1128459.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $656627.00         | $550553.92         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1147764.00        | $1207540.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1690337.00        | $1423377.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1279827.00        | $1329242.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1283627.00        | $1332901.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1424791.00        | $1481963.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1259150.00        | $1080552.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1040268.00        | $1096468.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1619278.00        | $1714251.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1028190.00        | $1079522.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1008850.00        | $1044980.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1036532.00        | $1072920.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1146406.00        | $1186218.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2182110.00        | $818239.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1186704.00        | $1124945.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1376500.00        | $1462645.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1431219.00        | $1251210.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1378773.00        | $960225.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1093146.00        | $1153455.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1671646.00        | $1759206.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1253150.00        | $1240356.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1264424.00        | $1328993.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1326500.00        | $1336431.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $2007433.00        | $1565273.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1057985.00        | $1117467.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1671648.00        | $1683628.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1022445.00        | $1073604.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1755862.00        | $1741696.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $142956000.00      | $120357658.48      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1200000.00        | $867656.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1790046.00        | $1809099.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $6275000.00        | $994278.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1104905.00        | $1162384.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1157311.00        | $901717.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1694677.00        | $986043.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1131894.00        | $1149064.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $999900.00         | $1026516.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $1186626.00        | $1031987.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1151784.00        | $1212581.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2123309.00        | $1584723.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1346390.00        | $1258118.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1103559.00        | $1162335.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1131163.00        | $1052828.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $1040778.00        | $1040402.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $5000000.00        | $6406123.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $4686000.00        | $4079440.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1100000.00        | $870921.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1146000.00        | $861420.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1319910.00        | $1385734.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1397966.00        | $1470488.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1500821.00        | $1297077.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1346920.00        | $1413127.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $2000000.00        | $1506726.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1150250.00        | $1192105.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $2000000.00        | $1669688.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1672995.00        | $1755785.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1056270.00        | $1114142.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1002448.00        | $953248.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1742174.00        | $991882.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1597549.00        | $1570968.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1054275.00        | $996897.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1344736.00        | $1412427.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1018000.00        | $1067232.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1644789.00        | $1398944.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $72361000.00       | $71546094.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $837076.00         | $774078.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1014201.00        | $1063353.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1249050.00        | $1203061.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1010899.00        | $853026.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1411356.00        | $1489394.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1115025.00        | $1179172.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1180008.00        | $928734.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1354347.00        | $1438898.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1124202.00        | $1166537.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2862070.00        | $923521.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1161320.00        | $1220764.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1320571.00        | $1122471.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1123820.00        | $1191726.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1491623.00        | $1293292.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1076924.00        | $1135057.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1151919.00        | $1192359.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1383782.00        | $1411640.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $250000.00         | $192262.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1490269.00        | $963353.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1432655.00        | $1506644.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1302500.00        | $1332843.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $1444006.00        | $1447816.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1419472.00        | $1498447.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1127701.00        | $1036460.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1655696.00        | $1741096.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1461005.00        | $1529744.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1078060.00        | $1141667.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1276217.00        | $1323344.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1443447.00        | $1526833.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $810584.00         | $795225.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1225869.00        | $1254194.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1517691.00        | $1545425.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1053042.00        | $877368.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1435000.00        | $1338775.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $921444.00         | $823656.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1115000.00        | $867319.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1027998.00        | $953253.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1764000.00        | $1396512.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1136278.00        | $922022.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1411760.00        | $1404161.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $896961.00         | $910017.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1719156.00        | $1743598.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $298056.00         | $253928.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1259329.00        | $1322898.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1407375.00        | $1300856.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1245750.00        | $775130.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1977424.00        | $1026347.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1230426.00        | $1132984.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $980945.00         | $922692.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1211000.00        | $1255655.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1159286.00        | $947306.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1689225.00        | $1589268.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1011950.00        | $1047475.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1551702.00        | $1579890.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1161750.00        | $1182853.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1544848.00        | $1430551.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1419113.00        | $1512961.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000000.00        | $815490.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1367665.00        | $1430064.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1384850.00        | $1453186.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1198019.00        | $1256222.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1138900.00        | $1178883.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $15735593.00       | $16055203.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1635100.00        | $1635121.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1458675.00        | $1536433.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1097514.00        | $1155958.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1187339.00        | $1222963.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1186435.00        | $1254252.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1385038.00        | $1474711.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1183614.00        | $1201473.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $2342944.00        | $1223052.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1458919.00        | $1549494.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1017200.00        | $1063223.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1545572.00        | $1281033.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1179996.00        | $1249720.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $747705.00         | $772353.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1061655.00        | $1059635.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1163045.00        | $1169243.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1042850.00        | $1106693.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1440000.00        | $1513664.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1311278.00        | $1338179.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $1740870.00        | $1592661.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1336000.00        | $833628.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $2086250.00        | $1771588.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1085250.00        | $1141276.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1350736.00        | $1351441.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1183534.00        | $1208000.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1021450.00        | $1040006.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1004380.00        | $1058227.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000000.00        | $902670.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1331973.00        | $1408337.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $777509.00         | $823943.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1026846.00        | $1090510.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1686000.00        | $1219198.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1098817.00        | $1123653.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2290782.00        | $1441122.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1345658.00        | $1430414.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1305774.00        | $1341733.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1085573.00        | $1137879.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1126457.00        | $1202660.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1551911.00        | $1643349.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $2500000.00        | $1487823.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1093000.00        | $1133629.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1100000.00        | $823342.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1025629.00        | $1075047.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1053347.00        | $1083183.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1390911.00        | $1230313.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1157537.00        | $1206546.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3512228.00        | $1286431.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1229738.00        | $1275773.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2940070.00        | $1173651.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1060218.00        | $1121302.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1583156.00        | $1579845.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1241055.00        | $1285927.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1260855.00        | $1325464.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1018050.00        | $1038936.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1345997.00        | $881634.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2261816.00        | $1535725.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1300000.00        | $907552.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1740172.00        | $1643777.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1228412.00        | $1294673.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1661999.00        | $1468477.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1441910.00        | $1468102.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1551457.00        | $868574.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1053274.00        | $1096333.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1485704.00        | $1563084.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $926589.00         | $876399.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1038650.00        | $966863.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1640000.00        | $1276402.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1219750.00        | $1283203.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1164712.00        | $1205161.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1015519.00        | $1041123.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1029000.00        | $1085016.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1702420.00        | $1770247.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $974145.00         | $926998.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1102250.00        | $1161144.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1029192.00        | $1090054.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000000.00        | $949791.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1155990.00        | $794830.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1549313.00        | $1559810.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1359820.00        | $1429434.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1383902.00        | $1460187.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1206000.00        | $1007217.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1585500.00        | $1643177.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $2570285.00        | $1712081.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $60937000.00       | $61409221.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2320000.00        | $1820078.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $1022759.00        | $927364.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1041735.00        | $1082666.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1012716.00        | $1013829.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1234661.00        | $1255406.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1397925.00        | $1479385.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1500000.00        | $1014613.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1330000.00        | $1004699.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1089123.00        | $1088423.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $214348.00         | $119588.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1033127.00        | $1083884.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2253802.00        | $1519897.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1051731.00        | $1108512.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1006000.00        | $864273.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1089261.00        | $1106422.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1313406.00        | $1392744.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $8100736.00        | $1011856.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1686001.00        | $1500313.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1771000.00        | $1629316.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1122375.00        | $897608.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1017156.00        | $1074512.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1265106.00        | $1331476.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $823000.00         | $822767.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $866991.00         | $890605.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1846769.00        | $1747158.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1191379.00        | $1251730.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1159262.00        | $1171077.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1012833.00        | $1035791.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $870128.00         | $917968.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1080128.00        | $1138850.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $30001019.00       | $3654324.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $41000000.00       | $11632395.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $98000000.00       | $76269909.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $9308962.00        | $2518456.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $29426005.00       | $8395176.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $7569437.00        | $674643.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $29000000.00       | $12021597.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $100000000.00      | $37572647.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $10060000.00       | $4516147.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | N/A      | N/A     | $18402207.00       | $3900860.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $30300228.00       | $13889292.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | N/A      | N/A     | $35241929.00       | $9496841.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $30000000.00       | $22539559.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $59175000.00       | $50662740.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $100821000.00      | $8658220.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $40000000.00       | $22697785.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $18281000.00       | $14395528.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $35000000.00       | $3260892.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $30000000.00       | $27983439.68       | Agency Collateralized Mortgage Obligation |

### Security 4: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC001Z99
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $114443662.00      | $116155548.41      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $240662051.00      | $138932639.50      | Agency Mortgage-Backed Securities |

### Security 5: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010OR5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $841.90            | $493.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $92000.00          | $89884.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $7700.00           | $7818.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-05      | N/A      | N/A     | $277900.00         | $275087.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $3872300.00        | $3872656.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $10700.00          | $10913.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $999700.00         | $895983.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $200.00            | $158.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $100.00            | $75.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $6612.34           | $2409.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $15000.00          | $15495.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $60020700.00       | $77690128.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $107.65            | $39.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $100.00            | $75.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $200.00            | $161.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $10000.00          | $10131.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $103000.00         | $104407.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $255000.00         | $152690.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $100.00            | $107.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $6500.00           | $6894.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $500.00            | $495.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $6900.00           | $2001.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1000.00           | $397.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $351400.00         | $360606.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $138.02            | $52.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $686225.67         | $354327.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $6.00              | $3.80              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $156900.00         | $51610.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $10584954.71       | $7243919.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-02      | N/A      | N/A     | $44500.00          | $44347.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $3.88              | $1.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $26229733.19       | $22770923.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $1049125.00        | $450173.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $30.22             | $29.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $86.18             | $86.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $561759.95         | $477659.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $4202.55           | $1828.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $20100.00          | $20458.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $77433600.00       | $39800718.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $101.94            | $41.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $136200.00         | $178700.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $12227345.34       | $6881525.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $43300.00          | $16565.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $36689875.28       | $19513253.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $1270600.00        | $1303815.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $106004100.00      | $78062174.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $206500.00         | $202645.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $16200.00          | $16603.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $286.34            | $103.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $90556.43          | $61214.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-12      | N/A      | N/A     | $200.00            | $197.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $17800.00          | $6640.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $200.00            | $50.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $52406000.00       | $20327029.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $375454.59         | $185656.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $25700.00          | $26685.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $3300.00           | $3256.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $6582299.53        | $5482324.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $31300.00          | $33500.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $1823028.48        | $1533899.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1990181.00        | $770936.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $1158900.00        | $1174806.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $400.00            | $399.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $601805800.00      | $610432064.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $106500.00         | $100514.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $2306300.00        | $2355402.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $57.39             | $20.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $99900.00          | $99973.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $2700.00           | $1783.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $700.00            | $707.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $680800.00         | $700693.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $7100.00           | $7363.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $607200.00         | $617206.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $6277400.00        | $2464312.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $1354100.00        | $727228.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $4730700.00        | $4760025.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $107900.00         | $101476.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $104528729.29      | $64546072.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $100.00            | $39.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $9.60              | $5.78              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $200.00            | $146.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $280600.00         | $281535.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $700.00            | $690.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $948000.00         | $998960.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $17994141.08       | $12006014.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $295800.00         | $119087.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $6224271.63        | $3599608.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $382400.00         | $386672.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $11735800.00       | $11994809.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1100.00           | $334.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $203800.00         | $57907.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $200.00            | $68.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $200.00            | $199.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $800.00            | $810.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $2830.48           | $936.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $2260800.00        | $4598073.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $100.00            | $92.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $200.00            | $176.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | N/A      | N/A     | $117666100.00      | $113744288.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $107100.00         | $106106.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | N/A      | N/A     | $783000.00         | $799542.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $223.25            | $91.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $100.00            | $82.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $481045.06         | $151641.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $800.00            | $234.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $7.66              | $5.91              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $1500.00           | $784.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $31502.65          | $9689.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $2954788.60        | $1946682.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $312300.00         | $318211.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $25000.00          | $24535.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $100.00            | $53.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $1000.00           | $1032.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $49100.00          | $22213.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $500.00            | $153.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $8881900.00        | $8939547.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $200.00            | $110.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $493700.00         | $461359.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $1000.00           | $1033.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $624000.00         | $486700.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $21500.00          | $29276.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $737600.00         | $761085.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $689500.00         | $1131553.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $6681774.14        | $4289371.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $78348.57          | $47809.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | N/A      | N/A     | $91600.00          | $94414.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $924046.43         | $548985.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $11600.00          | $11573.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $112.55            | $38.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $311600.00         | $308911.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $23000.00          | $8147.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $0.20              | $0.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $7396.76           | $4045.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $400.00            | $415.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $15800.00          | $18401.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $200.00            | $154.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $700.00            | $695.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $176573.87         | $125498.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $10000.00          | $9920.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $40482700.00       | $37889522.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $3616999.53        | $2539965.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $25999700.00       | $34526503.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $28.71             | $18.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $262.17            | $232.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $134900.00         | $135063.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $3100.00           | $3074.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $500.00            | $143.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $12170136.90       | $4072237.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $313600.00         | $327346.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $6937300.00        | $7125387.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $100.00            | $80.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $970700.00         | $983969.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $38390000.00       | $39205160.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $11324870.53       | $7850558.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $1714100.00        | $1734521.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $200.00            | $190.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $52.31             | $29.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $4100.00           | $3877.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $347600.00         | $131367.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $3100.00           | $3100.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $3798700.00        | $978662.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $9.94              | $3.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $29318167.71       | $13117270.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $2400.00           | $2443.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $64712019.27       | $33889619.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $2823.25           | $1245.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $2000.00           | $2001.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $151.75            | $69.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $420400.00         | $274115.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $55.59             | $20.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $0.73              | $0.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $302.98            | $137.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $110.13            | $38.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | N/A      | N/A     | $14100.00          | $13670.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $143.21            | $77.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $1000.00           | $995.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $3000.00           | $2956.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $48.52             | $15.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $903200.00         | $849304.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $71231200.00       | $72664568.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $71500.00          | $72995.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $5900.00           | $6418.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $76513100.00       | $72545400.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $241700.00         | $169652.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | N/A      | N/A     | $16156800.00       | $15970350.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $57455900.00       | $59740859.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | N/A      | N/A     | $816700.00         | $802660.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $26.43             | $25.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $2607500.00        | $937114.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $100.00            | $88.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $68700.00          | $71079.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $1016.81           | $481.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $9827664.75        | $4792106.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $13765734.71       | $10256725.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $304.12            | $89.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $300.00            | $154.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $94456.25          | $59093.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $1956649.71        | $941952.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $5.13              | $1.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $147016.23         | $105770.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $1815.16           | $520.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $43252000.00       | $19309206.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $500.00            | $512.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $100.00            | $79.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | N/A      | N/A     | $119700.00         | $121828.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $3299080.75        | $1161154.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $300.00            | $301.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $30700.00          | $31357.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $300.00            | $302.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $200.00            | $194.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $300.00            | $83.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-20      | N/A      | N/A     | $1000.00           | $991.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $4249500.00        | $4443087.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $145.91            | $40.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $308000.00         | $467574.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $97800.00          | $99489.62          | U.S. Treasuries (including strips) |

### Security 6: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010P03
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $18309300.00       | $18151305.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $4835600.00        | $4962010.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $44970308.37       | $30399343.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $317900.00         | $306223.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $21987800.00       | $23736823.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $200.00            | $54.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $30871000.00       | $45889954.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $100.00            | $61.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $69.29             | $48.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $42649000.00       | $40379841.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $245.72            | $109.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $17195100.00       | $16799681.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $10000800.00       | $9792863.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $66.24             | $44.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | N/A      | N/A     | $400.00            | $408.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $29285700.00       | $27409762.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $298600.00         | $115819.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $1136100.00        | $349542.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $39445857.11       | $33189823.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $59293900.00       | $59672983.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $528343100.00      | $526553610.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | N/A      | N/A     | $146000.00         | $142363.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $60.77             | $32.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $1994831.17        | $960333.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $14149700.00       | $10419939.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $1732717.78        | $1336890.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $100.00            | $35.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $7172100.00        | $7538646.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $9577771.26        | $5538997.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $847938.55         | $801479.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $7720800.00        | $7848945.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $200.00            | $132.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1100.00           | $437.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $100.00            | $30.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $204047.13         | $122863.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $6.96              | $4.95              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $133603600.00      | $143257258.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $52000.00          | $56022.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $496683000.00      | $506397508.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $3556500.00        | $3663574.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $154589650.68      | $63647650.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $500.00            | $500.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $4966100.00        | $5274485.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $2239123.11        | $1382649.56        | U.S. Treasuries (including strips) |

### Security 7: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 FARM CREDIT B | 2036-04-14      | N/A      | N/A     | $386000.00         | $322619.01         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2042-02-24      | N/A      | N/A     | $2159000.00        | $1744757.47        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2036-08-12      | N/A      | N/A     | $6000.00           | $4838.17           | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2042-01-24      | N/A      | N/A     | $812000.00         | $621430.37         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2036-02-25      | N/A      | N/A     | $2030000.00        | $1607976.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $730.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $300000.00         | $88.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2024.00           | $1853.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $2986653.00        | $50865.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1120703.00        | $1116603.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $1035.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $1000.00           | $756.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $811.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $29498.00          | $259.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $24968844.00       | $13977.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1407848.00        | $775218.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1963.00           | $1776.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $720.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2975388.00        | $2958884.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1854336.00        | $1932774.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1000.00           | $856.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1024.00           | $1027.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2267607.00        | $2182907.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $1215.00           | $14.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $11619.00          | $17.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $684889.00         | $40105.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $841.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1008.00           | $1048.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1360174.00        | $1243108.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000.00           | $698.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $3681384.00        | $3165853.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $413518.00         | $305026.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $1919.00           | $14.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1448.00           | $160.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $200000.00         | $135438.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $86984.00          | $31320.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $72073.00          | $65635.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $2588.00           | $2.69              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $1628.00           | $8.80              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $200000.00         | $13301.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2000.00           | $1609.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $191983.00         | $178207.40         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $5795824.00        | $5861086.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $8000.00           | $6567.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1016.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $7108.00           | $120.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $31294.00          | $83.00             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $268862.00         | $50.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $1015.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-25      | N/A      | N/A     | $127902.00         | $116418.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $460000.00         | $43030.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $16000.00          | $9898.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $33166756.00       | $30486275.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $26564.00          | $149.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $12407918.00       | $11127551.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $15484.00          | $69.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3641760.00        | $3498510.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $450839.00         | $168307.68         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-12-25      | N/A      | N/A     | $14288434.00       | $13576506.05       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $703350.00         | $665005.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $4408.00           | $70.99             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1100.00           | $1117.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4355896.00        | $4414178.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $1000.00           | $7.53              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $868966.00         | $561211.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $879269.00         | $908230.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3000.00           | $3041.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $18228.00          | $30.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $22494.00          | $21106.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1000.00           | $745.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1024.00           | $1026.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $89836.00          | $88990.13          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $93857392.00       | $980674.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $672681.00         | $101051.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $5544.00           | $3608.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $1843.00           | $63.29             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3440847.00        | $3506383.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | N/A      | N/A     | $343314.00         | $232696.60         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $8772.00           | $8271.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $1000.00           | $975.33            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-07-25      | N/A      | N/A     | $1000.00           | $997.45            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $85850.00          | $47.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $524.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $921.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1008.00           | $975.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $625.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $835587.00         | $529445.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $320402.00         | $264720.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $6096216.00        | $6273025.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1865225.00        | $1689430.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1194849.00        | $1223637.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $104978.00         | $18147.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $19777912.00       | $18512464.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1000.00           | $1022.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-15      | N/A      | N/A     | $1000000.00        | $807759.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $2352.00           | $16.80             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1450000.00        | $658212.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $135434.00         | $100292.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $9153.00           | $32.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1036.00           | $889.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1001.00           | $527.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $3360.00           | $520.68            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $282858.00         | $191924.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1024.00           | $1008.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $638.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $997.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $771.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2032.00           | $1722.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1242560.00        | $1222586.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $17469.00          | $231.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $569.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $1020.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $7576275.00        | $871305.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1436164.00        | $1349498.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $557.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $1400000.00        | $5553.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1000.00           | $434.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $184834.00         | $53.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8720394.00        | $8616969.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $4766420.00        | $4460307.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4208328.00        | $4208733.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $6000.00           | $5671.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $500000.00         | $60173.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $24551.00          | $4285.57           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $45560193.00       | $41707926.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $67937.00          | $1552.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1360014.00        | $1426909.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2428750.00        | $376177.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1000000.00        | $27451.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $1000.00           | $90.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $84025.00          | $50711.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1540280.00        | $1566308.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $376998.00         | $71672.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $843554.00         | $789359.07         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1500.00           | $1158.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $345000.00         | $241642.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $8130.00           | $396.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2152.00           | $1725.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $256994.00         | $172015.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $250000.00         | $15470.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $509274.00         | $68039.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $7641.00           | $2.43              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $212392.00         | $0.12              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $58000.00          | $38790.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1000.00           | $887.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $835578.00         | $533210.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $8241.00           | $1.12              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $387812.00         | $310561.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $6110.00           | $61.55             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $5000.00           | $519.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $11711244.00       | $11094587.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $192424.00         | $12389.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $745.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $12000.00          | $8029.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2176603.00        | $2251991.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1000.00           | $615.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $10147411.00       | $1860816.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $27972924.00       | $25663132.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1003.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $15809840.00       | $12381170.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1024.00           | $662.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $6718554.00        | $1227721.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $762192.00         | $1251.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1003.00           | $790.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $5744327.00        | $5653283.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $823.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1192.00           | $715.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $502996.00         | $29315.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $915.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1000.00           | $963.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $1450000.00        | $7197.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $344.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $31608585.00       | $29250244.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1344960.00        | $1224398.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1200000.00        | $972453.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $47035.00          | $37493.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9059753.00        | $8525046.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $670233.00         | $460196.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $53745848.00       | $2977294.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $685440.00         | $704046.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $371.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $400000.00         | $346613.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $22995747.00       | $191807.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1050000.00        | $861058.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | N/A      | N/A     | $1137802.00        | $11774.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $1000.00           | $831.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $1658.00           | $52.95             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $14866656.00       | $13921171.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $2041719.00        | $211963.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $4991974.00        | $64544.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $60000.00          | $11727.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1173617.00        | $196417.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1008.00           | $1027.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $877828.00         | $16456.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $514286.00         | $5513.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $178975.00         | $107952.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $473084.00         | $480742.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11443393.00       | $8599528.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $2636916.00        | $1072.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1034.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1024.00           | $1058.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $3264.00           | $0.42              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $24372.00          | $1201.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $968.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $182.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1003.00           | $178.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $125000.00         | $100105.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $3303681.00        | $3301017.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1344938.00        | $601306.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $24000.00          | $1563.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1000.00           | $503.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $670.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1065.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1291000.00        | $281856.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1791192.00        | $1581725.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2089592.00        | $2110375.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1862855.00        | $1505045.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $194691071.00      | $11074.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $951.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1024.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4592432.00        | $12622.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1000.00           | $1013.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $1000.00           | $156.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1526188.00        | $413547.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $915060.00         | $944478.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1450000.00        | $19329.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $494000.00         | $398013.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1156.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1003.00           | $4.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $1000.00           | $78.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $700000.00         | $138.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $9000.00           | $6103.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $5140.00           | $151.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $3000000.00        | $16605.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $7041862.00        | $44763.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $64314185.00       | $5818.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1211546.00        | $1213478.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1975677.00        | $577683.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $678.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1370.00           | $153.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $9621727.00        | $9799719.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $14000.00          | $1758.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $4000.00           | $482.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1078274.00        | $1082043.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1434.00           | $66.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1000.00           | $858.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $100000.00         | $62229.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $837.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1049.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $12720000.00       | $678663.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $85000.00          | $33943.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $30000.00          | $27500.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $27188.00          | $3.27              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $1046.00           | $24.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $1850000.00        | $2414.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1000.00           | $761.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3748107.00        | $3145990.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7931760.00        | $8138771.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3088.00           | $7.24              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $190911.00         | $164926.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $2411.00           | $1.05              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | N/A      | N/A     | $510000.00         | $450393.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $1017.00           | $0.85              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1104.00           | $917.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $81369.00          | $326.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $170000.00         | $174359.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $90000.00          | $90123.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1024.00           | $1031.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3425.00           | $29.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $33000.00          | $14551.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $62.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1368232.00        | $692163.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $43000.00          | $4024.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $88000.00          | $61901.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1520000.00        | $1194702.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $477621.00         | $16326.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $7180312.00        | $114984.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1000.00           | $897.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $1024.00           | $296.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1004.00           | $639.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2231620.00        | $391903.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1008.00           | $797.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3634267.00        | $2746457.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $300000.00         | $61136.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $811.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $467.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $497049.00         | $7842.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $668.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $5806.00           | $5010.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $722848.00         | $733007.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $1018.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $9584085.00        | $7582319.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1003.00           | $1050.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $641022.00         | $634171.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $248972.00         | $1138.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $95999.00          | $77899.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1007.00           | $72.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $459219.00         | $303080.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1030390.00        | $342353.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $13263413.00       | $578300.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $6679010.00        | $654209.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $354658.00         | $37696.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2517900.00        | $2344652.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1051.00           | $2.17              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $125011.00         | $147.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $175000.00         | $63177.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $424743.00         | $3416.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | N/A      | N/A     | $50000.00          | $42244.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $200000.00         | $56890.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $99000.00          | $94515.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2000.00           | $138.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $4018.00           | $185.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $28993.00          | $30405.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1687.00           | $2.16              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $16145.00          | $11174.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3032053.00        | $3078450.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $898574.00         | $275287.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $632000.00         | $328106.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $924.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1000.00           | $843.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1000.00           | $128.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $1008.00           | $289.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $23124301.00       | $16467219.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $192483.00         | $15593.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $910013.00         | $928904.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1001.00           | $1063.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $112001.00         | $34854.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1001.00           | $1013.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $4000.00           | $192.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $230510.00         | $179397.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-25      | N/A      | N/A     | $1008.00           | $1019.31           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $451000.00         | $337763.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $972.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1127999.00        | $1163167.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $350505.00         | $266191.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $54342.00          | $43059.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $4108893.00        | $291282.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1024.00           | $1066.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $982340.00         | $788926.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1750000.00        | $36955.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $90828059.00       | $7217971.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $400000.00         | $37501.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5000000.00        | $31559.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-25      | N/A      | N/A     | $5050000.00        | $241106.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $79503.00          | $79662.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $34000.00          | $4014.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $150000.00         | $150084.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $1000.00           | $298.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $133.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000.00           | $992.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1047.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $400978.00         | $247311.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $279.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $13040.00          | $12.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4534264.00        | $3076183.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2300.00           | $2300.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $35000.00          | $11128.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1000.00           | $194.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $900000.00         | $713181.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $96989.00          | $6801.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $924.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $792.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $49132.00          | $6462.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $22521005.00       | $651354.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1001.00           | $731.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $8740193.00        | $121120.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $12094.00          | $465.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $50013319.00       | $83603.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1500000.00        | $42202.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $391998.00         | $61615.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $629.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $11542723.00       | $39096.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1478.00           | $0.94              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $18000000.00       | $107386.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $488560.00         | $362453.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2330.00           | $2280.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $464976.00         | $481723.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $948997.00         | $7328.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2964573.00        | $2990574.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1021.00           | $1.47              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $766.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $3000.00           | $200.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $523496.00         | $494040.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1024.00           | $1068.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $673.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $1000.00           | $1050.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2005760.00        | $1395141.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1052.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $696.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $1024.00           | $36.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $778.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $182258.00         | $50772.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $15389700.00       | $14262834.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $74000.00          | $64581.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1000.00           | $1021.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $2362.00           | $46.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $1178020.00        | $929432.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $271448.00         | $239286.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $249000.00         | $175687.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19687.00          | $20308.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $881.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1003.00           | $256.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000.00           | $791.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1013.00           | $7.08              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $250000.00         | $776.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2000.00           | $1959.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-25      | N/A      | N/A     | $1250000.00        | $82350.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $198018.00         | $8366.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $1000.00           | $257.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $930.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $79900000.00       | $690235.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1008.00           | $966.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $50000.00          | $49975.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $1148.00           | $1030.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $800000.00         | $94348.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1000.00           | $170.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1024.00           | $1051.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $45443.00          | $47262.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $45000.00          | $46360.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $6683024.00        | $5144303.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3304124.00        | $3420943.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1017.00           | $63.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $3420.00           | $386.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $419931.00         | $249.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1841812.00        | $1880907.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $19999000.00       | $29424.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1024.00           | $1071.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $1821.00           | $1868.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $38338.00          | $5926.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $13473.00          | $186.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1008.00           | $837.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $1530867.00        | $35559.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $208930.00         | $214802.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $24413.00          | $25055.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1008.00           | $811.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000.00           | $76.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1760000.00        | $9705.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3279242.00        | $3069496.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1818132.00        | $195993.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $96002.00          | $59498.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $1032.00           | $49.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $702164.00         | $457220.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1849.00           | $219.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $150000.00         | $140173.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $341.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1483050.00        | $1446510.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $750.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3000.00           | $2846.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1742698.00        | $1773365.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $2959000.00        | $767143.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $17274.00          | $136.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $7660978.00        | $8760.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $826.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1009.00           | $26.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $658.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $951.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1694352.00        | $5396.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1009.00           | $823.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $89265.00          | $4497.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1000.00           | $69.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $558.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1000.00           | $817.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $444.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1541684.00        | $623048.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $41858.00          | $3313.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $404129.00         | $303035.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1173.00           | $17.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $11858.00          | $10386.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $255000.00         | $42753.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $748881.00         | $784221.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $6749999.00        | $1495983.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $500000.00         | $347325.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $736.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $7024085.00        | $5691570.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $986.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $775000.00         | $58322.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $25469312.00       | $24046891.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $254.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $16633.00          | $70.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1000.00           | $30.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $395013.00         | $337806.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $50000.00          | $51032.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $48322957.00       | $243957.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1339.00           | $4.77              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $4499000.00        | $1820427.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3538476.00        | $3568997.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1037758.00        | $254054.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $3341.00           | $3.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $700000.00         | $8873.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $11000.00          | $1765.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $444366.00         | $7022.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $6011.00           | $50.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3097587.00        | $2792915.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $155.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $434216.00         | $447842.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $913.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $113636193.00      | $67259.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $840.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $5073.00           | $26.38             | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M      | 2042-09-20      | N/A      | N/A     | $2710.00           | $452.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $51549866.00       | $51154296.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $7899.00           | $63.20             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $2334.00           | $439.57            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $212244.00         | $192470.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3024.00           | $3117.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $1004.00           | $336.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $1024.00           | $817.77            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $11275222.00       | $11181199.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1024.00           | $923.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1068.00           | $620.86            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $2006.00           | $1149.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1040.00           | $217.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2222464.00        | $2226358.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1038.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $99995908.00       | $99999427.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1024.00           | $921.66            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $2409.00           | $65.07             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $1000000.00        | $33985.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $4517.00           | $2683.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $479999.00         | $436586.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1000.00           | $701.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $19244413.00       | $15550109.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1024.00           | $756.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $526628.00         | $496012.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $1044.00           | $21.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2048.00           | $2171.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1024.00           | $1030.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1000.00           | $697.87            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $3780.00           | $137.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | N/A      | N/A     | $2144.00           | $2211.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2000.00           | $1954.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $1276.00           | $780.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2536844.00        | $2617058.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $796845.00         | $600742.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $392550.00         | $241126.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $46018066.00       | $35880157.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1221096.00        | $1200404.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $134256.00         | $158163.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $1955332.00        | $921592.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $250000.00         | $2163.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7253088.00        | $7179641.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1024.00           | $1026.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $2993.00           | $2129.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1686.00           | $1739.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1024.00           | $82.25             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $4427.00           | $58.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1280.00           | $118.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $68812000.00       | $40867754.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2048.00           | $2047.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $1760.00           | $68.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1000.00           | $104.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $1831412.00        | $29165.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1000.00           | $691.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $373000.00         | $278826.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $38893.00          | $1279.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2024.00           | $2038.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $943104.00         | $945935.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $991.90            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $3575582.00        | $2699458.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1235401.00        | $870853.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1049.00           | $1067.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1405.00           | $914.49            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $497628.00         | $433560.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $1300000.00        | $54103.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $688191.00         | $642691.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1094.00           | $121.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $1000000.00        | $48173.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1024.00           | $1024.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $994.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3698230.00        | $3543136.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $2336.00           | $1918.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1055.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $6420679.00        | $5154538.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $47240717.00       | $46411107.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1008.00           | $998.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1100.00           | $865.64            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1016080.00        | $1054371.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $505342.00         | $471963.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $5939655.00        | $3382400.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $87282.00          | $1978.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1000.00           | $881.43            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $1008.00           | $1033.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1008.00           | $949.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1000.00           | $1067.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $26804534.00       | $15750304.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000.00           | $67.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $16124.00          | $14547.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $11666.00          | $2381.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $2016.00           | $1945.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $100000000.00      | $99881920.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $980.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1000.00           | $749.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1024.00           | $1049.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $1047.00           | $80.35             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $204459.00         | $211010.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $1024.00           | $591.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1999.00           | $1228.85           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1011.00           | $278.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1024.00           | $821.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $7288529.00        | $5259455.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $2240.00           | $19.44             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $734862.00         | $792707.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $19948165.00       | $12454389.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $129196.00         | $128124.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $2467779.00        | $1313384.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $1200.00           | $167.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $5479704.00        | $4591211.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $1000.00           | $473.42            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $3610.00           | $78.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1001.00           | $119.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $508787.00         | $479722.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $40010039.00       | $19949184.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $726068.00         | $682713.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $12334067.00       | $132606.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1290760.00        | $1393751.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $219252.00         | $98114.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $2000.00           | $758.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $1004.00           | $563.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1278395.00        | $900745.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $2736.00           | $2130.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $7980272.00        | $8050900.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $2117824.00        | $1367051.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1088.00           | $1086.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $1550000.00        | $433437.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $1074.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1024.00           | $980.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $192271.00         | $196743.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $1008.00           | $756.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $3900.00           | $3497.01           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1036.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1000.00           | $778.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4269.00           | $4171.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $10456312.00       | $8364110.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $2467.00           | $182.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $3048.00           | $2365.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2971100.00        | $2868868.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $18462600.00       | $17717767.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $11344.00          | $153.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1893.00           | $1920.43           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $800.00            | $528.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $2100.00           | $793.64            | U.S. Treasuries (including strips)        |

### Security 8: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YV5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $61000.00          | $50031.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $32022.00          | $19447.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $64000.00          | $46689.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $111184.00         | $91092.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2135276.00        | $1675888.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $399000.00         | $324092.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $25000.00          | $8396.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $96999.00          | $67993.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $22835200.00       | $4784273.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $37761638.00       | $4440635.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $100000.00         | $10192.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $75000.00          | $49306.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $197000.00         | $55373.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $270709.00         | $215686.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1000.00           | $615.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $710.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $4232264.00        | $2779362.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $6367000.00        | $794671.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $33260.00          | $25093.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $995000.00         | $714639.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $647.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $879.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1191950.00        | $1180810.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $46385.00          | $6741.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $14631832.00       | $11149391.82       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $5700000.00        | $269902.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $243764.00         | $256940.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $962.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $75000.00          | $60645.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $14996014.00       | $1300892.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $410000.00         | $39282.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2000.00           | $1367.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $11967680.00       | $11942916.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $514948.00         | $531406.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $524.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3873289.00        | $3859883.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $3062775.00        | $73988.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $33000.00          | $27574.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1017128.00        | $1037357.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $675975.00         | $664763.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1149.00           | $958.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $91660.00          | $57512.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $6783022.00        | $5652081.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $137000.00         | $66141.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $997799.00         | $241274.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $99000.00          | $64945.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5730870.00        | $5315810.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $3025533.00        | $2254014.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3000000.00        | $482951.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $898721.00         | $632241.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $1938370.00        | $9651.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1005.00           | $967.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $187317.00         | $162127.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $50595332.00       | $37467303.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $3061.00           | $2159.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1407561.00        | $1308378.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2001.00           | $2075.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $715.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $1505000.00        | $157103.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1001.00           | $842.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $561.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1864212.00        | $1939562.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $11248127.00       | $11262456.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $178728.00         | $133023.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $78204.00          | $50277.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2622882.00        | $2348757.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $28929.00          | $26716.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $17000000.00       | $659732.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $80785.00          | $73957.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $481000.00         | $412158.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $100000.00         | $68578.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $346099.00         | $351150.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2000.00           | $2057.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $8340290.00        | $3737862.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3190684.00        | $781399.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $384708.00         | $401698.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $36955018.00       | $32815409.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1276368.00        | $1119646.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $510891.00         | $502932.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $604236.00         | $601808.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $3618865.00        | $3584925.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $14350868.00       | $13428882.79       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $99000.00          | $81728.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | N/A      | N/A     | $32520181.00       | $22042024.39       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $30694.00          | $27268.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $131855.00         | $1568.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $400695.00         | $360088.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $253891.00         | $218336.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $2028.00           | $0.59              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $18000.00          | $5506.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $119874.00         | $66047.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $9226738.00        | $493535.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6999.00           | $7329.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1715451.00        | $217472.07         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $7842530.00        | $6567193.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3523245.00        | $3642759.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3164770.00        | $2928717.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $811.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $1053.00           | $12.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2001.00           | $2071.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1025000.00        | $786264.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1059.00           | $1059.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $169105.00         | $146534.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $41353.00          | $1468.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1251626.00        | $1159248.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1866616.00        | $1959706.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1006000.00        | $642122.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $1415234.00        | $6023.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $17240.00          | $17235.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $60527000.00       | $48708687.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5530000.00        | $3841717.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $3287644.00        | $2554045.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $200000.00         | $149480.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1024.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $1011.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $59008.00          | $37359.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1426977.00        | $788167.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $14374984.00       | $11868258.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $624.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $24390.00          | $18561.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2395327.00        | $2126465.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3197870.00        | $3266614.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1188126.00        | $828716.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1556080.00        | $1144646.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1000.00           | $839.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $23659310.00       | $23656705.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $42560.00          | $34770.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $196466.00         | $200493.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1316596.00        | $1390914.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2944000.00        | $1583040.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $497130.00         | $492670.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1008.00           | $851.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $976.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $5653264.00        | $5267086.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $2419476.00        | $286672.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1680530.00        | $1627689.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1008.00           | $975.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $494914.00         | $335709.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $7991734.00        | $5768911.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1394862.00        | $1441442.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4678.00           | $4482.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $85948.00          | $42450.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $37392600.00       | $21832712.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $42.00             | $1.44              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $432219.00         | $271237.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $37920.00          | $30096.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $150056.00         | $107530.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $551904.00         | $560448.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $10554099.00       | $9996626.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $6990215.00        | $7338809.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $541178.00         | $556674.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $496735.00         | $60426.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $148684.00         | $28558.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $1393334.00        | $195583.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $11463336.00       | $11610559.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $22796017.00       | $13287140.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $65126.00          | $68268.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $974053.00         | $752406.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8361040.00        | $8678657.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $221599.00         | $63651.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4096512.00        | $3848961.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $81668.00          | $77566.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $41000.00          | $26519.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2321680.00        | $2146410.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $8065.00           | $7999.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1552374.00        | $1565892.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $1546994.00        | $146208.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $387990.00         | $311772.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $283854.00         | $24022.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $3128301.00        | $604218.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $1587657.00        | $157896.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-15      | N/A      | N/A     | $848840.00         | $189938.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $15031.00          | $208.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $402090.00         | $326764.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1800483.00        | $495517.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $654.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $200000.00         | $130296.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $16176320.00       | $15158258.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1243722.00        | $1274854.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1882719.00        | $1903919.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1082550.00        | $1086554.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $226297.00         | $220815.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $14999020.00       | $1357301.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1352013.00        | $1421273.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $5000000.00        | $29885.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $4657056.00        | $2909983.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $526000.00         | $470282.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $23602285.00       | $17438562.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $364692.00         | $246172.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1203158.00        | $746802.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $161795.00         | $6335.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $3623456.00        | $3363457.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $4251107.00        | $980836.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $284315.00         | $238596.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $505952.00         | $421573.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1343770.00        | $1336993.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1031.00           | $713.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4985337.00        | $3930022.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4949370.00        | $4700415.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $6455208.00        | $4075170.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1421945.00        | $1198126.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $718.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1219000.00        | $730557.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1068000.00        | $881243.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $13948056.00       | $13306229.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $90000.00          | $48055.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-15      | N/A      | N/A     | $2007.00           | $199.98            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2254760.00        | $2279301.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | N/A      | N/A     | $3145.00           | $3033.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $1027.00           | $4.02              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $1000.00           | $133.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $7000.00           | $5238.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1011.00           | $1012.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1000.00           | $811.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $827.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $13000.00          | $6259.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1091.00           | $1106.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $815.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $5161853.00        | $1139798.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $749350.00         | $633327.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $64000.00          | $26008.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $84770.00          | $30436.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $5032821.00        | $3797417.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1081810.00        | $1082900.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-25      | N/A      | N/A     | $1415.00           | $1410.64           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $4616496.00        | $2981511.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $157259.00         | $159688.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2297240.00        | $2402759.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2088330.00        | $1650017.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1157231.00        | $1037680.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1049.00           | $23.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1012010.00        | $986002.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $516555.00         | $505308.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $12784080.00       | $11263747.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $926.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $443953.00         | $294469.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $9979000.00        | $7218912.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2760373.00        | $2669123.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $5574592.00        | $5719092.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1025.00           | $541.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $10985968.00       | $9212161.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $12000.00          | $11406.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $809930.00         | $59953.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $9000.00           | $8251.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $1002.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $9969633.00        | $1800811.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4795788.00        | $4778246.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $5422.00           | $946.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $123729.00         | $86619.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $790200.00         | $582971.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $543000.00         | $380323.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $321000.00         | $144109.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1001.00           | $263.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5560796.00        | $5082483.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1000.00           | $785.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5728023.00        | $5673426.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $8215828.00        | $8506423.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1239000.00        | $1193670.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $6902111.00        | $5611338.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3948039.00        | $3831066.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1024841.00        | $1043985.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $7325.00           | $7423.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $912699.00         | $945281.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $224999.00         | $37277.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $2444000.00        | $1557852.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1001.00           | $471.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $6543808.00        | $814264.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $24116770.00       | $20443360.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $629618.00         | $595121.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $525.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $5200002.00        | $3980407.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $800000.00         | $537073.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $1436197.00        | $113954.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1266054.00        | $1073269.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2469593.00        | $2053053.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1400691.00        | $774955.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $2351000.00        | $2013303.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $64039.00          | $58751.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $42000.00          | $31558.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $883.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $1186.00           | $950.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10097200.00       | $10482933.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $4296072.00        | $3933793.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $966.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $1127.00           | $3.62              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5238974.00        | $5245723.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $427000.00         | $46566.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $4002935.00        | $419758.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $5570000.00        | $4495004.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $586599.00         | $503333.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1764826.00        | $1367453.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $97999.00          | $34218.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $643.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $5931992.00        | $5626229.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $76380.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1562284.00        | $1588071.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $243929.00         | $247286.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $5000000.00        | $6406123.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2000.00           | $1686.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $953.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $10303957.00       | $10577090.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $1005.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $893000.00         | $697975.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $1017.00           | $128.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $200000.00         | $36030.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $1040.00           | $4.63              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $997.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $232339.00         | $230645.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $145000.00         | $53427.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $5422488.00        | $4868545.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $847.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $50000.00          | $26289.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $206000.00         | $128029.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $303476.00         | $251390.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $7037153.00        | $6925618.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $95000.00          | $33519.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $10960100.00       | $8778485.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $830888.00         | $722420.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $480982.00         | $405253.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $180955.00         | $182311.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $28167751.00       | $25786073.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $2440840.00        | $2247925.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $114929.00         | $85975.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1998000.00        | $1110822.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2566319.00        | $1718058.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $22358.00          | $15146.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $419000.00         | $222995.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2698970.00        | $2739688.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1008.00           | $821.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $558.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $31000.00          | $11323.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $225000.00         | $146431.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $417324.00         | $412163.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $1345000.00        | $1025177.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $148943.00         | $27902.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $2016.00           | $223.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1008.00           | $1003.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $784.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $5343.00           | $5292.69           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $11000.00          | $5858.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $349044.00         | $300350.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-25      | N/A      | N/A     | $1389.00           | $1329.04           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $2049.00           | $1660.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $82204.00          | $52271.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $200000.00         | $145525.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $606394.00         | $604445.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $24704197.00       | $49869.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $985.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1935708.00        | $1735874.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $4594752.00        | $3095828.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $497285.00         | $489497.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2458868.00        | $2171321.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1341536.00        | $968882.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $60389.00          | $30872.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $999.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1023.00           | $995.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1294.00           | $558.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1052.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2422000.00        | $1741596.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $39153900.00       | $26725525.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5408375.00        | $4504892.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1087859.00        | $1097670.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3086100.00        | $2292927.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $133348.00         | $133614.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $23031100.00       | $20998359.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $200000.00         | $34690.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2434443.00        | $2296597.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $485000.00         | $249441.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $35000.00          | $26275.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1210230.00        | $5747.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1016700.00        | $1016076.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $1736414.00        | $212717.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6075200.00        | $5824344.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $162637.00         | $25282.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $1100000.00        | $196685.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $394999.00         | $266483.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $16147000.00       | $126820.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $14428520.00       | $14164969.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $494999.00         | $332254.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $769.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $821000.00         | $494117.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $968.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $119629.00         | $118369.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $219219.00         | $8055.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1690000.00        | $1102247.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3812616.00        | $3937847.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $236078.00         | $242113.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $490476.00         | $333022.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1002.00           | $135.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $2434000.00        | $855001.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $813170.00         | $118757.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $14768966.00       | $4738699.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $10594927.00       | $10655846.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $100000.00         | $27390.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000.00          | $37538.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $2723.00           | $0.33              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $499950.00         | $5494.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1089.00           | $877.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $500000.00         | $509532.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $726.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $978.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $26574.00          | $6205.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $45733544.00       | $38071595.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $112000.00         | $19112.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $5469472.00        | $617430.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1896056.00        | $1964831.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $245.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | N/A      | N/A     | $1151910.00        | $1116677.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $253805.00         | $804.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5045000.00        | $3598785.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $9544256.00        | $1767045.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-25      | N/A      | N/A     | $3645400.00        | $3732147.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1118232.00        | $1137936.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $1545227.00        | $73474.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $68676.00          | $23024.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $11298002.00       | $9047893.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $863899.00         | $5669.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1000.00           | $16.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $17016.00          | $13058.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1570990.00        | $1604043.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $119891.00         | $40884.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $491753.00         | $49302.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1360000.00        | $291858.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1615149.00        | $1014885.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $11731940.00       | $7890871.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $106000.00         | $17793.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $40541.00          | $25045.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1506682.00        | $840413.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $557500.00         | $130081.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $2998307.00        | $19338.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $34402242.00       | $131497.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3506000.00        | $362200.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $590000.00         | $419839.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $3271.00           | $88.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4052465.00        | $4157278.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $825020.00         | $674648.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $336537.00         | $277846.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $4275000.00        | $4356240.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $100000.00         | $77954.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2303600.00        | $433720.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3987746.00        | $2753635.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $121000.00         | $92468.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $18630000.00       | $15746549.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $19614993.00       | $17318223.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $100000.00         | $18077.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1000.00           | $902.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $132000.00         | $22899.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1000.00           | $725.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $2133396.00        | $93150.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5000000.00        | $3459555.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $6918381.00        | $6622505.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $9066.00           | $7128.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1095788.00        | $919535.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1000.00           | $760.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $4000000.00        | $571420.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20341.00          | $19347.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $100000.00         | $69052.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $544.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $588.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $8332810.00        | $7651590.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $7506944.00        | $7688827.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000.00          | $34664.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $4202490.00        | $695691.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $1023.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1068718.00        | $771809.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $6098978.00        | $4300770.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $1000.00           | $105.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $9279419.00        | $13361.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1008.00           | $232.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $696.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $25000.00          | $21782.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $260609.00         | $47259.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1021.00           | $15.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1000.00           | $844.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1167700.00        | $1196877.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1600453.00        | $884960.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5747464.00        | $5683031.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $157672.00         | $143383.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $5937871.00        | $4113263.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1663998.00        | $59028.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1058.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $204883.00         | $28050.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $944.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $228279.00         | $178354.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1313000.00        | $653297.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $996.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $3377938.00        | $477881.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $797.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1026.00           | $1015.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $13330000.00       | $10802156.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $2500000.00        | $331722.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $14107999.00       | $934084.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $1176000.00        | $113193.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1000.00           | $285.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $66000.00          | $49052.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $30000.00          | $26340.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2000.00           | $1191.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1055.00           | $0.77              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $3783479.00        | $2480490.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $1022.00           | $925.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1040.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2477818.00        | $2163998.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $2720000.00        | $19441.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1000.00           | $537.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $160000.00         | $47235.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $9999.00           | $5930.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1134593.00        | $1150639.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $16254802.00       | $11948508.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $7240324.00        | $7306910.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $369765.00         | $77292.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $3010001.00        | $17791.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $4232000.00        | $2172421.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $15447.00          | $15286.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $14726546.00       | $6369671.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $59987.00          | $51299.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3936380.00        | $3400760.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $595000.00         | $403749.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-25      | N/A      | N/A     | $8130580.00        | $8221834.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $15621453.00       | $194022.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2000.00           | $1277.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1370840.00        | $1405751.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $40400.00          | $32951.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $14325280.00       | $12689345.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1333353.00        | $821100.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $644.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $538.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $499000.00         | $525437.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $245000.00         | $5058.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $495000.00         | $344716.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $55000.00          | $7921.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $3791892.00        | $32986.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $23743796.00       | $20020048.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $750000.00         | $647321.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $2021288.00        | $429589.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $797.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1250000.00        | $128797.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $900000.00         | $5501.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $670.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5360535.00        | $4418759.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $10000.00          | $9055.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $327726.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $65177.00          | $14172.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $150000.00         | $122505.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $52000.00          | $6399.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $41000.00          | $38378.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1158613.00        | $1206748.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $61393.00          | $342.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1041.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $78000.00          | $79983.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $23224300.00       | $2626042.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $200295.00         | $58882.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $277097.00         | $28473.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $14000000.00       | $12803318.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1001.00           | $679.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $1000000.00        | $77332.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1367075.00        | $8697.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1631919.00        | $1395632.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $65006336.00       | $20741079.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $272000.00         | $45112.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $39000.00          | $32940.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5900872.00        | $5018208.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $29709.00          | $25256.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2348807.00        | $389039.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1589324.00        | $1404626.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $919.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $10493968.00       | $6098274.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $99000.00          | $12125.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $200000.00         | $31733.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $158504.00         | $12776.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5059010.00        | $5214429.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7054.00           | $7099.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1001.00           | $153.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3753836.00        | $2973684.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1665635.00        | $1681535.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $27000.00          | $20873.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $665771.00         | $370918.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $86940.00          | $84124.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2740000.00        | $12553.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $4000000.00        | $35291.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2111740.00        | $2141491.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $338991.00         | $57298.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $17516372.00       | $17199040.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1000.00           | $586.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $1000000.00        | $10556.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2596424.00        | $2624704.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $14369252.00       | $663913.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3912299.00        | $3762305.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $11004.00          | $6653.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $300000.00         | $42866.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $1001.00           | $25.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $840.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5662656.00        | $4683549.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1262821.00        | $855436.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $111574.00         | $111394.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $28324277.00       | $29019844.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $665.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1088.00           | $1109.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $34915424.00       | $20951.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $1789000.00        | $25469.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $125000.00         | $22047.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $15220985.00       | $15090775.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1630000.00        | $1291202.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $726239.00         | $644344.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $48949000.00       | $8452376.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $616.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $527000.00         | $56700.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $5852384.00        | $1488873.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1282950.00        | $1253686.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1686193.00        | $11284.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $32714.00          | $9529.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $298000.00         | $283888.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1000.00           | $1001.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $51000.00          | $33811.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $6587920.00        | $6238454.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3500000.00        | $20676.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2000.00           | $1934.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1548791.00        | $497064.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $50000.00          | $35612.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2604546.00        | $2645045.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $400000.00         | $88583.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $30000000.00       | $19146579.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $831.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $13587.00          | $13497.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $2650000.00        | $88716.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $188469.00         | $35084.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $161088.00         | $23004.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1024.00           | $1068.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1024.00           | $816.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $700000.00         | $377507.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $20099641.00       | $12742888.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $1000.00           | $702.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $13920.00          | $14483.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $77127.00          | $77804.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $5057440.00        | $4632425.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $27413680.00       | $8799961.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $777.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $7173331.00        | $6025562.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1209537.00        | $63101.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $867449.00         | $860937.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $43056.00          | $22235.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $70000.00          | $10917.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $3343398.00        | $2708820.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1354666.00        | $1422501.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $634615.00         | $644894.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $22787114.00       | $19779172.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $45893.00          | $23557.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $22598.00          | $22082.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $26045.00          | $20093.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $25835035.00       | $20420038.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $845528.00         | $874450.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $802.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2431593.00        | $1731537.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $49357755.00       | $1410438.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $4454043.00        | $858160.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $12756103.00       | $12855093.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $3300000.00        | $9685.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1584174.00        | $1591156.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5600000.00        | $1778227.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $90000.00          | $10860.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1233161.00        | $1245489.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $658.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $19380369.00       | $17400511.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $963380.00         | $15780.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $120000.00         | $111431.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $503853.00         | $348740.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $14610000.00       | $254105.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $8581969.00        | $8890136.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $984984.00         | $993901.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1500000.00        | $1145438.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $2171200.00        | $1197183.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $4000000.00        | $54375.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $398477.00         | $101719.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $9032871.00        | $1603708.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1145000.00        | $969910.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $14399981.00       | $136740.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $123260.00         | $38937.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7535362.00        | $7571087.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $15483.00          | $12430.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $573996.00         | $578273.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $700000.00         | $439720.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-25      | N/A      | N/A     | $21220449.00       | $21689420.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $659.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $418848.00         | $120298.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $75000.00          | $9003.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $3798704.00        | $3800096.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5547472.00        | $5224447.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1300024.00        | $122149.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $42280.00          | $193.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $159999.00         | $126991.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $5357940.00        | $5277163.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2663360.00        | $2615902.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $12123328.00       | $5622140.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $2780854.00        | $1810013.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $3887715.00        | $1415914.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $19636340.00       | $16487428.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $1008.00           | $1033.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1000.00           | $665.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $190893.00         | $144040.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2001.00           | $2132.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $22466456.00       | $15829668.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1584.00           | $1233.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1024.00           | $819.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1001.00           | $975.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $1058458.00        | $1129077.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $1000.00           | $376.65            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $11580420.00       | $11615183.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1010.00           | $120.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $11916464.00       | $8950340.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $30001813.00       | $29751630.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2427920.00        | $1022952.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1032.00           | $727.47            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $9341708.00        | $7548403.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $46639000.00       | $27699110.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $305779.00         | $308485.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $18892325.00       | $13984374.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $494408.00         | $422312.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1000.53           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $3464.00           | $321.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | N/A      | N/A     | $1000.00           | $1015.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $8299824.00        | $4824895.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-15      | N/A      | N/A     | $3204961.00        | $3161530.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $2922741.00        | $2247888.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $11368140.00       | $11388063.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10095172.00       | $9541734.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $1000.00           | $373.12            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $2144.00           | $2052.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1283107.00        | $978324.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $9968553.00        | $6128013.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $31887228.00       | $19908395.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2026.00           | $2005.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $1035.00           | $133.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2141.00           | $2013.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1280.00           | $760.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $2000.00           | $2017.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2441777.00        | $2302291.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1000.00           | $871.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $755256.00         | $401957.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $26860579.00       | $26228037.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $2312002.00        | $1728275.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1276840.00        | $1376919.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $12344926.00       | $12531158.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $66157.00          | $17204.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $1045087.00        | $983966.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2024.00           | $2175.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1037.00           | $1013.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1877298.00        | $2025070.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1000.00           | $763.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $17461286.00       | $17939038.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $13009424.00       | $6486557.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2068996.00        | $1943856.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $24442604.00       | $18414739.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1509718.00        | $1139091.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1002.00           | $1002.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1000.00           | $656.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $19225767.00       | $17312757.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $17504445.00       | $16889017.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2349664.00        | $1773926.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $94610.00          | $92781.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1007.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5183552.00        | $5095714.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1000.00           | $909.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $2277319.00        | $672531.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1002.00           | $935.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $2066390.00        | $978273.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $7010.00           | $568.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $49775808.00       | $34921797.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $185888076.00      | $9999416.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $1000.00           | $573.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $43845248.00       | $35015136.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $14093206.00       | $6092905.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $1000000.00        | $19854.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1024.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1008.00           | $782.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2064623.00        | $2189941.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1045780.00        | $269499.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | N/A      | N/A     | $1449.00           | $1498.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7288518.00        | $7640014.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $1024.00           | $626.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $16056094.00       | $15774127.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $4653030.00        | $3622503.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1223440.00        | $1305780.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1012.00           | $222.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1000.00           | $801.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1088.00           | $1037.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7218080.00        | $7175816.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1056.00           | $952.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $1000.00           | $54.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $379763.00         | $401892.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2029.00           | $1910.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000.00           | $208.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3399476.00        | $3505191.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $16728.00          | $3150.46           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $622981.00         | $567393.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $44870512.00       | $25166326.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1626118.00        | $1240444.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $2068.00           | $2105.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $23513705.00       | $16967661.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $21560512.00       | $20656323.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $1131.00           | $1210.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1000.00           | $200.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $1000.00           | $471.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $1000.00           | $273.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $1086745.00        | $28408.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $21238209.00       | $15499667.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $39986700.00       | $15040039.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1000.00           | $581.01            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $3546.00           | $976.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $24902000.00       | $17548413.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $36159435.00       | $228348.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $3527919.00        | $3609986.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1409.00           | $1409.05           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1063.00           | $872.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7035803.00        | $6570630.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-16      | N/A      | N/A     | $975738.00         | $964674.32         | Agency Collateralized Mortgage Obligation |

### Security 9: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011AA5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $111.23            | $79.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $26.72             | $14.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $1880374.80        | $1401050.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $1000.00           | $1045.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $9038972.54        | $3583328.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $200.00            | $79.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $200.00            | $76.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $56.82             | $46.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $600.00            | $531.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $400.00            | $378.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $4038400.00        | $1159000.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $28682.75          | $13206.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $6115000.00        | $2335893.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $7439900.00        | $7823523.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $800.00            | $826.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $68.27             | $58.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $501700.00         | $154357.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-03      | N/A      | N/A     | $7100.00           | $7029.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $20.48             | $10.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $3.84              | $1.49              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $4289200.00        | $2244594.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $88292700.00       | $89666233.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $29.24             | $9.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $268.90            | $265.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $200.00            | $212.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $100.00            | $94.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $26.57             | $15.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $43312.59          | $25732.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $700.00            | $271.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $53.90             | $16.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $2792800.00        | $741463.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $800.00            | $812.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $100.00            | $35.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $960300.00         | $966545.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $8778514.79        | $4226073.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $400.00            | $401.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $122000000.00      | $128582550.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $135.25            | $55.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $528600.00         | $519673.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $300.00            | $107.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $116.67            | $37.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $13.20             | $7.53              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $183492000.00      | $183644439.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $0.50              | $0.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $306547200.00      | $305875861.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $31400.00          | $31108.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $24.17             | $16.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $64000.00          | $64655.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $7347200.00        | $7601689.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-02      | N/A      | N/A     | $22944400.00       | $22790443.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $8414500.00        | $10691062.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $1955100.00        | $1980724.62        | U.S. Treasuries (including strips) |

### Security 10: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011BG1
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $100.00            | $40.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $13657700.00       | $5361589.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $10344236.43       | $5115069.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $186588400.00      | $200070526.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $200.00            | $212.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $400.00            | $221.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $100.00            | $95.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $86100.00          | $46240.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $617900.00         | $637573.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $200.00            | $215.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $6861700.00        | $7324075.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $20394745.48       | $14321802.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $1129814500.00     | $1215850295.29     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $8933400.00        | $4674964.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $1200.00           | $1256.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $322816.30         | $132909.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $29828400.00       | $17860881.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $111209800.00      | $112534753.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $68.72             | $53.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $862575.48         | $445383.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $55613000.00       | $59032539.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $42.84             | $25.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $10466565.80       | $6053003.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $112.47            | $68.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $209.98            | $96.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-08      | N/A      | N/A     | $286900.00         | $284817.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $100.00            | $95.44             | U.S. Treasuries (including strips) |

### Security 11: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011FQ5
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BAN | 2033-05-25      | N/A      | N/A     | $125000.00         | $123565.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $22218762.00       | $22765767.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $524.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $6255937.00        | $5941721.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $12741440.00       | $9654548.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $10000.00          | $5958.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $26868438.00       | $22775900.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $110.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1296823.00        | $1339690.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1833684.00        | $1875487.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1561104.00        | $1582707.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $6183824.00        | $6178457.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $48607141.00       | $36527494.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $200000.00         | $177772.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1064478.00        | $1080015.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $7596712.00        | $7738218.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1710064.00        | $1593248.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $3142000.00        | $2588187.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $5228920.00        | $5423890.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2664512.00        | $2692392.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $9000.00           | $9233.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $4054384.00        | $3182116.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $2003.00           | $356.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $8088040.00        | $7094930.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | N/A      | N/A     | $140678.00         | $135683.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $389185.00         | $299302.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $17556.00          | $14452.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $205049.00         | $198661.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $5498900.00        | $3225369.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $35644.00          | $26914.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $8972722.00        | $9345732.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $14000.00          | $11061.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1127575.00        | $1152145.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $482176.00         | $474178.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $7250000.00        | $5203686.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $5716536.00        | $5722152.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $2813.00           | $491.03            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $33955008.00       | $3590536.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1446618.00        | $1489226.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1097536.00        | $1146008.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $2016.00           | $2006.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $49885300.00       | $47007682.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $500000.00         | $25258.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2030.00           | $1742.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1832175.00        | $1888777.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4688816.00        | $4268513.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $14957608.00       | $73510.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $809.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1008.00           | $975.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1442594.00        | $1463612.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1024.00           | $662.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $23474522.00       | $23137261.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1194946.00        | $159876.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2061400.00        | $2009710.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $173998.00         | $142836.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $2157.00           | $1496.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $3184575.00        | $1991627.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $989.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $41795.00          | $27911.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-25      | N/A      | N/A     | $1448076.00        | $339828.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $70000000.00       | $66428027.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $18212546.00       | $10370617.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1043864.00        | $1103598.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1438722.00        | $1478281.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | N/A      | N/A     | $9871719.00        | $10250299.42       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1700000.00        | $1298467.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2268048.00        | $2076276.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $565097.00         | $407155.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $76000.00          | $53559.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $1059.00           | $0.53              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $225716.00         | $202424.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $104758.00         | $106841.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $252777.00         | $178321.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1770000.00        | $461386.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $14486048.00       | $14761957.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9555120.00        | $9556040.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4239340.00        | $4024290.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $758000.00         | $570590.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1240018.00        | $1249125.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $1196871.00        | $13449.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1081086.00        | $768424.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $27043648.00       | $25734292.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3608877.00        | $3802859.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1066213.00        | $1138645.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $600000.00         | $104504.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $2403762.00        | $15148.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2000.00           | $2032.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $10781.00          | $1445.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $15000.00          | $11107.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $251765.00         | $246967.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $1000.00           | $274.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $2477870.00        | $1386718.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1269556.00        | $959727.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | N/A      | N/A     | $1002.00           | $974.06            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $998.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $117089708.00      | $92446233.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $457662.00         | $430697.89         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $1003.00           | $122.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $3915000.00        | $1520840.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $2190000.00        | $1337298.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1172751.00        | $1013750.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1897676.00        | $1811538.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $16885408.00       | $16883206.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $13931256.00       | $11156446.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2336877.00        | $2378340.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $3225010.00        | $2579427.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2835542.00        | $2669932.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2674.00           | $2656.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2442522.00        | $2510414.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $5302208.00        | $5257689.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $9204247.00        | $9605001.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $13491.00          | $12097.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $6204136.00        | $2643179.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $1021.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $8855463.00        | $8955178.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $466007.00         | $375999.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $3506500.00        | $2254346.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $10433.00          | $7804.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $5466744.00        | $5399139.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $424.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3277246.00        | $3379666.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $10378293.00       | $9521332.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $53994912.00       | $48868941.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1568340.00        | $1570750.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $100000.00         | $64305.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $366319.00         | $355092.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2701657.00        | $2509722.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2756505.00        | $2786388.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1050.00           | $1111.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $746242.00         | $691165.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $300000.00         | $225045.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $2075000.00        | $398796.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $29741537.00       | $29752442.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2502370.00        | $2591274.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $14730572.00       | $15091758.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1007.00           | $222.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $4484000.00        | $21518.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1000000.00        | $110273.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2793674.00        | $2919401.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1008408.00        | $1029631.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $9800000.00        | $126406.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $2006000.00        | $1101259.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1024.00           | $1021.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $2086493.00        | $516803.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $280000.00         | $50037.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $40982974.00       | $36991255.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $6362317.00        | $49812.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2243172.00        | $2183370.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1008.00           | $807.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $990000.00         | $159628.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $10999.00          | $7465.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1649944.00        | $1751884.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $2072535.00        | $399101.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $13000.00          | $10036.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1591000.00        | $1043368.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1060782.00        | $1111523.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $7155213.00        | $6318463.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $225832.00         | $38171.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $992612.00         | $989651.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1117956.00        | $232479.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $27866.00          | $25273.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1130.00           | $694.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $33403226.00       | $19670606.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1108303.00        | $1144501.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $2910000.00        | $1565372.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $3000000.00        | $16823.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1024.00           | $956.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1450000.00        | $304700.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $4000000.00        | $15125.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | N/A      | N/A     | $25000.00          | $22240.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1298.00           | $1151.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1011570.00        | $477877.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $19500965.00       | $15238449.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $73000.00          | $8280.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-25      | N/A      | N/A     | $4998506.00        | $4098596.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $50000.00          | $36915.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $509835.00         | $429387.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3348522.00        | $3379576.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $1385583.00        | $91622.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $6621000.00        | $17060.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $53000.00          | $28906.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $159149.00         | $13527.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $32000.00          | $23877.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3917395.00        | $2918547.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1634000.00        | $31407.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $926.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $769.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $195952.00         | $44104.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2485802.00        | $2529195.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3431241.00        | $3167793.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $3220679.00        | $2684194.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $29000.00          | $20292.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | N/A      | N/A     | $634123.00         | $529169.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $309214.00         | $326339.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2360862.00        | $2459999.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $697000.00         | $131979.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $12360736.00       | $9641488.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $171122301.00      | $14883222.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $8871808.00        | $7272331.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1600000.00        | $9785.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $10067104.00       | $8157308.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1674153.00        | $1747650.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1004.00           | $75.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $30000.00          | $30803.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $777660.00         | $567361.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1009.00           | $941.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $250029.00         | $176994.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2000.00           | $1937.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $2773210.00        | $1031943.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $179000.00         | $131366.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1056.00           | $1082.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $8038714.00        | $8060691.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $6969184.00        | $2782468.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $3950000.00        | $39577.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | N/A      | N/A     | $270000.00         | $210829.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $108000.00         | $19024.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $250000.00         | $215786.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $996.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1000000.00        | $15152.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2294740.00        | $2233926.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $489.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1000.00           | $885.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2704173.00        | $2713925.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3744727.00        | $2523102.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $99000.00          | $65807.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $470.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2023970.00        | $1164015.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $445114.00         | $441548.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $972.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2657552.00        | $2712715.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1438.00           | $262.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $25257689.00       | $25916588.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $590875.00         | $556226.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $67000.00          | $34523.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $1045.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $6834053.00        | $4244.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2869816.00        | $2860592.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1740302.00        | $1391949.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $100000.00         | $67783.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $46081000.00       | $6911402.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $613713.00         | $147165.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $4485664.00        | $4147489.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2579786.00        | $1854241.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2847291.00        | $2883627.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1068.00           | $1062.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1044495.00        | $1019152.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-25      | N/A      | N/A     | $16500000.00       | $2914729.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $854.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1075.00           | $966.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $29875417.00       | $645677.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $838733.00         | $422454.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $9294621.00        | $8770562.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $1082.00           | $105.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $643983.00         | $47800.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $3449000.00        | $1921530.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2685365.00        | $2562550.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $25939.00          | $16456.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $4905968.00        | $4806828.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $87482900.00       | $64794326.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $999.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $324988.00         | $176982.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1994000.00        | $1823363.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1008.00           | $822.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $658.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $105573.00         | $69050.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $456000.00         | $44932.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $311.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $21362144.00       | $17636710.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $1296000.00        | $21204.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $53599.00          | $48365.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $9000.00           | $6517.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $2266000.00        | $1977392.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $2986000.00        | $3034799.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $178000.00         | $72280.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $24542016.00       | $22236568.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $21293792.00       | $20535015.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1500000.00        | $792136.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | N/A      | N/A     | $129304.00         | $125338.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000000.00        | $710957.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $40739378.00       | $25705500.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $17676228.00       | $14807486.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1000.00           | $230.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $38721897.00       | $38354206.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1807000.00        | $1117243.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $550000.00         | $349345.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $197265.00         | $113343.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $2393010.00        | $637619.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $1550000.00        | $1584924.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5079424.00        | $3852216.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1024.00           | $1031.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $21144607.00       | $39713.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $8834547.00        | $7041270.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $573552.00         | $505596.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2918159.00        | $2240381.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $18190840.00       | $16559445.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3296861.00        | $2990318.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $670424.00         | $505725.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $949187.00         | $982780.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $38289100.00       | $26135233.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $1012.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1000.00           | $159.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $10427000.00       | $9454918.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $994000.00         | $787166.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $45000.00          | $38283.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2240706.00        | $1427209.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $3000000.00        | $41122.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $892425.00         | $870437.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1475288.00        | $997549.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $13961000.00       | $13897579.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $7999.00           | $6129.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $937209.00         | $821507.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3982296.00        | $2907899.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $5845520.00        | $4896711.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1088845.00        | $839956.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $91354024.00       | $91387520.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1000.00           | $725.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $53961024.00       | $43457024.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $641944.00         | $681909.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1000.00           | $783.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2933503.00        | $2318643.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | N/A      | N/A     | $5488000.00        | $4707483.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1200000.00        | $801838.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1551091.00        | $8000.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $41209.00          | $29935.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $12654349.00       | $1005622.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $356785.00         | $375169.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $200000.00         | $146862.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $305638.00         | $321381.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $67081.00          | $752.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1923400.00        | $2023888.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $674757.00         | $702093.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $310957.00         | $290939.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1044.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $1800000.00        | $174714.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $200036.00         | $197898.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $929.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5250000.00        | $23811.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $1038.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $911985.00         | $752866.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2302852.00        | $1534210.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $425204.00         | $297211.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $150000.00         | $127249.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $438490.00         | $430750.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $5266783.00        | $4268013.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $14146496.00       | $13562363.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1410198.00        | $1375612.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1141970.00        | $753690.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $8916443.00        | $8853108.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $13071112.00       | $10341033.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $65000.00          | $56634.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $4000000.00        | $20779.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $51333183.00       | $6448015.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $7983300.00        | $43831.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2753584.00        | $2049963.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $431.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $44999.00          | $38011.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $2889160.00        | $335237.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $10073720.00       | $6116269.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $57586.00          | $38491.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2249997.00        | $1536901.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $24000.00          | $20368.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $1062.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $3481832.00        | $2147494.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $54677032.00       | $53524986.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $360112.00         | $372025.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $478288.00         | $481252.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2140511.00        | $2211235.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $773134.00         | $567091.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $198656.00         | $145471.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $9939343.00        | $137795.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $3400000.00        | $3497449.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $7031648.00        | $5709612.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1217.00           | $1194.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $13000.00          | $10104.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $28430208.00       | $29093001.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $866592.00         | $853525.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $14682422.00       | $24589.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $9162217.00        | $7567307.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $14300266.00       | $15441207.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $471095.00         | $356156.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $6656870.00        | $78059.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $797998.00         | $611805.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $135515.00         | $121669.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $106008.00         | $83016.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $50000.00          | $38784.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3194024.00        | $3341703.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $71808352.00       | $255975.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1921534.00        | $1918142.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $2451200.00        | $1456074.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $1468000.00        | $1482592.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $14052224.00       | $14488677.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $40000000.00       | $27091670.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $49939320.00       | $28034093.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $580425.00         | $584270.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $306626.00         | $188346.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1001.00           | $99.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $25231552.00       | $19204935.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1052.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $36214784.00       | $21052561.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $18000.00          | $16953.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1952142.00        | $1519792.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1827558.00        | $1964615.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $49998000.00       | $21102465.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $39856897.00       | $25942222.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1008.00           | $1074.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $10000000.00       | $7449871.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $906537.00         | $1067968.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $7430680.00        | $5553243.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $6862076.00        | $3932111.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $68879000.00       | $51488663.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $63165698.00       | $51616857.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2313982.00        | $2498610.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $143038.00         | $151460.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1073.00           | $1113.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $57343000.00       | $5305836.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5047.00           | $5233.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $10588899.00       | $10347674.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $240514972.00      | $22337095.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $58032.00          | $35479.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1030923.00        | $1091876.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $486815.00         | $495589.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $1026.00           | $56.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $506078.00         | $493285.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $60435.00          | $45921.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $768112.00         | $430807.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $133572.00         | $125768.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $66266.00          | $49753.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $2200.00           | $1950.97           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $105108.00         | $111438.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1015.00           | $967.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $27920925.00       | $27969857.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $3999991.00        | $1893682.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $2024.00           | $1420.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $57311823.00       | $26578109.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1007.00           | $743.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $2000.00           | $1527.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1397.00           | $72.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1500.00           | $1180.42           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $9054560.00        | $9134695.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $12681486.00       | $4791684.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $56879.00          | $57284.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $192634.00         | $72557.50          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1300.00           | $1165.67           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $204669.00         | $202836.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $1000.00           | $376.65            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $39798080.00       | $31030451.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $5418750.00        | $4787641.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $3420774.00        | $2110925.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $100000000.00      | $102144333.30      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1065.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $287521.00         | $295584.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $7968.00           | $8220.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $185992.00         | $140332.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $100000000.00      | $99579003.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $31819904.00       | $23989052.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1024.00           | $980.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $796096.00         | $748559.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $790091.00         | $770811.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $25083.00          | $21853.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2769356.00        | $2090781.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $25662816.00       | $9301661.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $126272.00         | $123963.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1366900.00        | $1010291.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6121.00           | $6209.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $19850871.00       | $19002486.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4999.00           | $5321.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1000000.00        | $601773.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $683185.00         | $625915.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $473015.00         | $474434.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $11569.00          | $11841.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $95671.00          | $89351.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $2048.00           | $1567.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $2180.00           | $260.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $50000000.00       | $22433756.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $647110.00         | $397800.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $6743.00           | $261.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $1000000.00        | $68919.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $21310282.00       | $21679425.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $40000000.00       | $22961662.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $175860.00         | $159954.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $21954162.00       | $21010985.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $86970000.00       | $51651871.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $198683.00         | $197558.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $1017.00           | $1043.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3680100.00        | $3553472.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $26312.00          | $23192.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $1032.00           | $824.16            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1019.00           | $816.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $338393.00         | $303155.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $8357232.00        | $8983909.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $338642.00         | $349441.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $2562872.00        | $2659456.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $4204623.00        | $3363320.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $23045.00          | $22517.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $1895778.00        | $1508903.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $53082.00          | $41333.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $49998000.00       | $49593030.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $1210822.00        | $330711.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1178197.00        | $674234.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $2140.00           | $2158.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $23699680.00       | $24234005.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $35622.00          | $35615.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1000.00           | $309.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $48754017.00       | $29592717.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $21491808.00       | $19353322.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $496211.00         | $495274.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $95000000.00       | $94443311.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $9996920.00        | $7585863.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1000.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1024.00           | $921.66            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $50000000.00       | $20200903.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $1039.00           | $1111.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1004.00           | $693.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $2917129.00        | $2814567.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $9769279.00        | $6883348.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $8607000.00        | $3626377.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $20387618.00       | $12728756.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $3024.00           | $2347.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $293713000.00      | $170649263.96      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $2966276.00        | $541636.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $22003.00          | $1204.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $1000.00           | $772.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $50000000.00       | $22494845.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $1126758.00        | $521629.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $22633664.00       | $16210271.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $100000000.00      | $42088332.59       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $3500.00           | $1322.74           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $21.74             | $13.27             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $68.42             | $43.92             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $122695000.00      | $122167043.42      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $1776.07           | $999.57            | U.S. Treasuries (including strips)        |

### Security 12: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011G92
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $67564000.00       | $66307309.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $60501500.00       | $91847256.88       | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011GA9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $16160.00          | $17153.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $7202826.14        | $4107447.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $7187400.00        | $6869380.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $8983800.00        | $8448976.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $1091071.66        | $673732.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $944940.59         | $356716.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $27700.00          | $27637.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $25.00             | $11.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $32620.00          | $33312.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $271700.00         | $278013.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $1015300.00        | $1019755.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $10004160.00       | $2730105.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $574280.00         | $564894.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $10007160.00       | $10187411.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $1405165.97        | $506229.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $90565.00          | $67479.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $2239225.00        | $2021693.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $9124000.00        | $2735895.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | N/A      | N/A     | $280.00            | $293.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $57825.00          | $56159.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $33831960.00       | $34949452.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $6436520.00        | $7733150.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $3529314.73        | $2446570.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $25.00             | $10.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $20.00             | $5.80              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $4471920.00        | $2023181.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1030800.00        | $409957.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $486820.00         | $496341.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $713234.76         | $282748.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $1112347.18        | $550039.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $154980.00         | $160312.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $19260.00          | $20749.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $2152180.00        | $2250223.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $510737.21         | $336485.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $31957.18          | $15148.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $6567740.00        | $1866157.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $678520.00         | $690242.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $9.68              | $2.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $69.54             | $28.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $232625.00         | $78882.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $4240.00           | $4376.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $28400.00          | $28494.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $25.00             | $18.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $942604.78         | $661925.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $6727918.61        | $4105470.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $239860.00         | $242897.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $412673.05         | $245173.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $655260.00         | $642831.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $25.00             | $8.08              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $691280.00         | $244888.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $25.40             | $12.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $71598478.75       | $37496051.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $365260.00         | $336900.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $15652380.00       | $15577222.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $221400.00         | $226346.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $2560720.00        | $2525959.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $1129380.00        | $1172670.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $297780.00         | $356402.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $42748694.65       | $29255496.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $819200.00         | $420685.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $1966180.00        | $2411966.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $150.00            | $68.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $104600.00         | $27562.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $31640.00          | $29021.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $319820.00         | $239145.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $19300.00          | $19749.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $255729.57         | $143924.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $40491880.00       | $39960464.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $1769920.00        | $544549.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $9166240.00        | $8579083.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $1152200.00        | $959654.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $64825.00          | $51136.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $1.55              | $0.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | N/A      | N/A     | $155660.00         | $160157.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $12708366.83       | $4252333.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $25319280.00       | $16054015.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $366150.87         | $260238.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $3740.00           | $3992.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $1152060.00        | $1199240.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $31476920.00       | $35479137.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $56680.00          | $53168.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $5.82              | $3.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $1036740.00        | $1044194.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $7831104.16        | $4043527.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $3047760.00        | $2013383.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $33473020.00       | $8714332.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $224280.00         | $223758.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $180.00            | $146.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $3595140.00        | $3547885.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $767360.00         | $1140685.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $14820.00          | $14031.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $12372200.00       | $13266165.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $269040.00         | $273505.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $1381550.90        | $831878.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1231880.00        | $1020859.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $480680.00         | $454611.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $633445.84         | $308877.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $663860.00         | $267266.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $857720.00         | $868961.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $28376020.05       | $20415042.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $466820.00         | $482107.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $266634.30         | $254346.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $25.00             | $8.68              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $10.60             | $3.10              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $60.00             | $17.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $180.00            | $175.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $53974680.00       | $59170732.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $1294833.19        | $875290.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $20.00             | $20.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $486970.29         | $285372.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $1950060.00        | $2655386.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $220000.00         | $213130.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $298680.00         | $279370.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $14032340.00       | $18634354.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $27268880.00       | $27015920.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $0.65              | $0.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $1263500.00        | $1421131.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $25.00             | $7.50              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $620.40            | $311.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $103200.00         | $42036.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $3870220.00        | $3929998.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $150020.00         | $305114.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $6832225.52        | $4385954.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $1957140.00        | $759127.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $40.00             | $35.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $69520.00          | $69508.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $201640.00         | $202307.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $54.35             | $17.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $838600.25         | $728017.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $1462040.00        | $1455844.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $359460.00         | $109201.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $160.00            | $160.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $2940298.53        | $1138983.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $160.00            | $163.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $25.00             | $7.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $166200.00         | $74359.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $156.36            | $59.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $25.33             | $14.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $25.00             | $23.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $1806300.00        | $1836573.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $220540.00         | $208145.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $534825.00         | $347727.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $40.00             | $37.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $17897625.00       | $14591450.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $93.55             | $36.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $211500.00         | $216059.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $361380.00         | $376583.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $8494393.36        | $3095144.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $20.00             | $8.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $52360.00          | $53575.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $189580.00         | $110462.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $625560.00         | $502863.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $558600.00         | $565255.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $15259700.00       | $15357259.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $107700.00         | $102016.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | N/A      | N/A     | $4255540.00        | $4335174.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $2853694.60        | $1015501.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $26559680.00       | $29395955.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $7220.00           | $2594.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $180.00            | $230.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $3713458.80        | $2147560.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $3648364.82        | $2655465.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $4749040.00        | $4700151.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $42190080.00       | $44599798.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $57220.00          | $60167.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $24340.00          | $19324.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $7.76              | $7.75              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $45920.00          | $40721.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $3976840.00        | $4033843.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $1137200.00        | $1149265.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $2105025.00        | $1641854.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1266160.00        | $1194239.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $41303320.00       | $42660283.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $1119400.00        | $1148182.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $5381880.00        | $7061263.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $25.00             | $19.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $20.00             | $14.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $8915989.74        | $3138098.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $2437240.00        | $1275439.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $127825.00         | $101999.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $247780.00         | $249341.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $12280.00          | $11986.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $63375.00          | $57761.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $25.00             | $18.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $13012480.00       | $15154673.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $14018400.00       | $8564973.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $80.00             | $78.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $463240.00         | $470345.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1018430.61        | $449408.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $180.00            | $185.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $477800.00         | $128750.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $55480.00          | $55332.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $80.00             | $21.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $4626079.58        | $2460348.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $40.00             | $37.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $10079960.00       | $9619840.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $80.00             | $75.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $4518625.00        | $3645170.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $4800.00           | $1213.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $823153.51         | $396275.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $18600.00          | $18602.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $146560.00         | $147867.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $2774918.02        | $1174817.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $23600.00          | $24538.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $570780.00         | $302754.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1078200.00        | $1101282.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $283220.00         | $292189.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $20369520.00       | $21820541.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $5657200.00        | $2366627.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $25.00             | $15.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $742180.00         | $754411.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $14344640.00       | $12738842.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $20.00             | $19.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $2859609.19        | $1789025.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $20.00             | $7.85              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $2671232.18        | $985238.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $404280.00         | $361520.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $25400.00          | $22333.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $17662380.00       | $17415709.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $90600.00          | $67491.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $160.00            | $183.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $3413825.00        | $1867184.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $5576860.00        | $5372024.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $44080.00          | $44784.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $39820.00          | $39901.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $12268640.00       | $15880391.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $2102200.00        | $2144502.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $75.00             | $24.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $2160.00           | $2183.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $6818400.00        | $6848406.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $387920.00         | $232281.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $60.00             | $63.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $60.00             | $61.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $11216532.76       | $9537316.85        | U.S. Treasuries (including strips) |

### Security 14: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011GB7
- **C.18 - Value (incl. sponsor support):** $294666000.00
- **C.18.a - Value (excl. sponsor support):** $294666000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3244.27           | $3252.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5748819.92        | $5772140.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5302.81           | $4133.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $3112806.83        | $2511582.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $15776335.13       | $10204418.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $594.05            | $105.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $589.33            | $545.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $589.33            | $475.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $3887741.29        | $3305598.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1242371.97        | $1088349.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $4714.66           | $3502.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $589.33            | $324.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1425584.09        | $1289822.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $221231.70         | $164591.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $16305679.62       | $15777285.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $589.33            | $9.41              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $10708451.21       | $10562884.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2538792.75        | $2562139.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1274633.18        | $731622.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $4080590.17        | $3874389.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $3206069.80        | $3123260.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1336.02           | $169.37            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-02-15      | N/A      | N/A     | $624.69            | $460.82            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $4253966.92        | $3980666.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $12995.36          | $10393.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $601.12            | $552.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $17760133.90       | $13346458.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $645.91            | $675.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $2818.77           | $1200.90           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $589.92            | $161.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $2415671.87        | $40065.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $5893.32           | $4631.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $474856.62         | $464517.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $2606.62           | $1.06              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $9746.37           | $34.75             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1178.66           | $617.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $74845.16          | $65128.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $727.83            | $0.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $93703.79          | $59810.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $3535.99           | $3417.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $12965.30          | $5660.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $2099.20           | $29.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $1410.27           | $22.71             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $2728.02           | $93.69             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $14143.97          | $9743.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | N/A      | N/A     | $2933921.59        | $2061183.81        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $684.21            | $684.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $648265.20         | $629861.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | N/A      | N/A     | $5699987.87        | $1012543.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-10-25      | N/A      | N/A     | $589.33            | $573.42            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $20427362.73       | $11631782.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $5893.32           | $5914.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $4025376.83        | $3303436.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $639435.83         | $668043.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $2846.47           | $0.55              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $768.49            | $0.07              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $3533.63           | $2950.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | N/A      | N/A     | $87579.45          | $89901.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $12806705.33       | $12654816.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $4125.32           | $3219.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $11193.77          | $8207.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $594.05            | $591.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3378643.30        | $3274761.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $3022.09           | $24.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $990822.68         | $957901.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-25      | N/A      | N/A     | $44199.90          | $43797.53          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $603.48            | $574.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $5892.73           | $5534.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $609958.62         | $424536.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $5303.99           | $3771.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $78745.36          | $81380.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $6948421.71        | $5862405.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $347081.19         | $286671.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $22675.73          | $14556.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $6482.06           | $5106.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $595.23            | $3.44              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3535.99           | $3659.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $10661.61          | $28.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $1515.76           | $97.60             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $599.35            | $80.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $18858.62          | $4749.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $611.14            | $381.87            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1178.66           | $1009.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $26706327.44       | $26708898.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1586423.99        | $1227982.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $40108.17          | $38610.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $41930.97          | $42832.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $890.48            | $0.93              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3239318.15        | $642015.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $36606.95          | $29166.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $7071.98           | $6655.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $1259.99           | $0.63              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $5303.99           | $3869.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $1679.60           | $298.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $589.33            | $392.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $605.24            | $5.32              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $15652796.41       | $13730099.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $112241.82         | $0.06              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $23992864.35       | $24324887.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $589.92            | $132.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $54232.10          | $55086.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $4015.12           | $18.19             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $7757010.55        | $7034733.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1036596.09        | $1079007.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $589.33            | $408.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | N/A      | N/A     | $406217.12         | $338681.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $32354.33          | $23869.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3535.99           | $3405.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $2912.48           | $2218.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $589332.00         | $435638.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $842.74            | $41.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $5893.32           | $4584.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $7071.98           | $5425.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $71309.17          | $51428.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $3535.99           | $3113.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $65933.29          | $66665.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $33219.47          | $6.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $599.94            | $598.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $894605.98         | $582891.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $9429.31           | $6489.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3537.76           | $3467.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4714.66           | $4277.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $20052636.56       | $16058578.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $4961.59           | $34.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $6482.65           | $4044.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $589.33            | $539.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | N/A      | N/A     | $79665.90          | $76837.49          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $528887.75         | $537470.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $9781.73           | $583.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $2416282.42        | $2242903.80        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1030671.54        | $796149.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $589.33            | $144.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $71990.44          | $8987.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $612.91            | $561.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $589.33            | $511.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $5893.32           | $3315.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3535.99           | $3575.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $29712.94          | $28484.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $138361.01         | $129508.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $138147.08         | $140922.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $594.05            | $563.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $589.33            | $606.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $589.33            | $505.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | N/A      | N/A     | $530285.65         | $331811.61         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $3226.00           | $358.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1230.53           | $28.13             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $61680.67          | $87.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $117183.36         | $19526.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $5563.29           | $4433.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $4714.66           | $4452.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $601295.44         | $629345.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $3839648.85        | $4060327.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $9425.78           | $5688.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2841392.93        | $2875085.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $10602.08          | $2824.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $9429.31           | $6280.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $745504.98         | $87962.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3955.60           | $14.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $7189.26           | $6787.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $81799.28          | $51554.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2680501.76        | $2775370.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $14748.03          | $14746.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $818291.02         | $485385.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $7325.40           | $3460.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $5893.32           | $5164.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $2203.51           | $0.12              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $55986.54          | $50228.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $36538.58          | $31538.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $23573.28          | $19210.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2551212.92        | $1619912.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $7657.19           | $6065.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $2718157.12        | $2495943.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5015.80           | $5214.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $7814954.85        | $55400.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $603.48            | $631.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $1641436.95        | $164933.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $1270.60           | $1151.24           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $10018.05          | $3395.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1505427.97        | $923758.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3927897.78        | $2917590.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $9304.96           | $8512.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $629329.96         | $677146.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $408758.32         | $11985.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | N/A      | N/A     | $222156.36         | $173029.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $6482.65           | $4315.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4124.73           | $3737.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $596.40            | $571.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $23573.28          | $24313.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1038951.06        | $805062.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $625.28            | $103.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $7724.96           | $8262.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $8201.14           | $8276.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $803.85            | $641.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $605.24            | $2.56              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $12851710.85       | $13228453.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $94981.46          | $78667.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $686078.51         | $721179.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $11786.64          | $10147.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $589.33            | $455.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1038.99           | $999.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $589.33            | $620.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1750645.48        | $142704.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1179.25           | $271.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $4018.07           | $108.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $589.33            | $427.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $11791233.25       | $156541.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1617.13           | $101.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1178.66           | $1204.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2277348.58        | $2188166.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $8341942.60        | $8252791.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | N/A      | N/A     | $721.93            | $41.30             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $4908.55           | $38.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $589.33            | $483.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $17865.01          | $18195.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $603.48            | $618.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $3365.68           | $3036.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $589.33            | $254.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $366528.55         | $289704.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $589.92            | $437.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $5893.32           | $5424.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $5829009.73        | $4567092.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $351686.23         | $362320.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $6694.81           | $4282.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $647034.09         | $298391.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $8840.57           | $7703.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $767.31            | $596.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5222564.12        | $3374319.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $9592605.29        | $1761881.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $592.28            | $477.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $21516369.88       | $17020968.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $20626.62          | $3194.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $487902.07         | $474862.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $47568.52          | $47585.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1728327.47        | $5623.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $4364.59           | $146.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4714.66           | $3087.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $533345.46         | $97068.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $87839.93          | $418.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $4386.99           | $412.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $589.33            | $413.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $3205.97           | $725.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $6482.65           | $4326.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $210570.68         | $214326.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1197204.38        | $944081.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | N/A      | N/A     | $1080.83           | $231.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $1576463.10        | $21451.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1693.74           | $1114.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $973.58            | $24.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $459275.27         | $343014.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $590.51            | $352.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1748353.56        | $1770665.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $4704.05           | $4750.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $807260.49         | $504133.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $589.33            | $520.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7661.32           | $5101.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1280618.44        | $793548.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $589.33            | $370.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $28110.55          | $27518.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $603.48            | $484.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $23573.28          | $13051.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $392090.24         | $46340.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $12965.30          | $5288.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $86753.21          | $85445.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $7661.32           | $5114.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $660.05            | $599.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-25      | N/A      | N/A     | $970.63            | $240.91            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $589.33            | $96.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $17679.96          | $8973.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $7660.73           | $6481.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $5893.32           | $4123.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $603.48            | $615.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $359056.41         | $17072.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $707198.40         | $390906.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $603.48            | $629.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $603.48            | $319.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $120329.81         | $12655.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $646.50            | $0.27              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $4252.62           | $3616.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $63631724.22       | $531729.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $3694314.86        | $2011139.56        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005UM5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-11-25      | N/A      | N/A     | $6000000.00        | $6858403.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $10313184.00       | $10273660.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $700000.00         | $424015.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $8000000.00        | $10145376.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $26813000.00       | $24855268.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | N/A      | N/A     | $24000000.00       | $22065478.87       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2932736.00        | $2868450.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2059-10-25      | N/A      | N/A     | $57927872.00       | $8524783.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1733058.00        | $1794074.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-25      | N/A      | N/A     | $45476000.00       | $19483853.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-08-15      | N/A      | N/A     | $6594800.00        | $6840472.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $49340.00          | $4180.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $13000000.00       | $1552200.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $7500000.00        | $1301782.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-25      | N/A      | N/A     | $13801000.00       | $2718571.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-05-25      | N/A      | N/A     | $8500000.00        | $3972302.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $940274.00         | $422490.78         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $55000000.00       | $51989357.27       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1379508.00        | $682850.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1548190.00        | $1517294.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-25      | N/A      | N/A     | $39939775.00       | $41088075.35       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-08-15      | N/A      | N/A     | $116203136.00      | $21669023.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $3000000.00        | $1712979.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $96069.00          | $67752.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | N/A      | N/A     | $38808448.00       | $29280413.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $225000.00         | $130024.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4852096.00        | $4851553.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1923442.00        | $1983340.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $38619584.00       | $36365877.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $80000.00          | $13670.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $200000.00         | $159057.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1209020.00        | $1231216.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $3615504.00        | $1271582.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $241000.00         | $204883.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $109893.00         | $95225.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $27876.00          | $24578.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $14277984.00       | $14555070.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-05-25      | N/A      | N/A     | $5893328.00        | $316152.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-05-25      | N/A      | N/A     | $4970000.00        | $666767.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $5420000.00        | $5063908.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $650000.00         | $117660.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $449123840.00      | $380435070.64      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $35000000.00       | $32530066.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | N/A      | N/A     | $200000.00         | $193859.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | N/A      | N/A     | $5659672.00        | $5735847.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | N/A      | N/A     | $11649400.00       | $9920803.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $424997.00         | $9399.25           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $501591.00         | $397838.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $9439936.00        | $8073357.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-25      | N/A      | N/A     | $23000000.00       | $22927216.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $4436016.00        | $131307.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1153254.00        | $1064004.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $19998.00          | $17288.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | N/A      | N/A     | $50000000.00       | $33605050.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $625.05            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $85000000.00       | $52817179.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-20      | N/A      | N/A     | $900000.00         | $150719.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $29000000.00       | $30167288.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-20      | N/A      | N/A     | $470000.00         | $78796.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $25000.00          | $4081.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1130686.00        | $1158372.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-07-20      | N/A      | N/A     | $800000.00         | $48411.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $16320000.00       | $16245363.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $16017216.00       | $15976970.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $40120000.00       | $40149125.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | N/A      | N/A     | $6999992.00        | $9146.34           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-01-20      | N/A      | N/A     | $205000.00         | $82546.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $2000.00           | $167.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2777776.00        | $2061242.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1773176.00        | $526652.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2295000.00        | $2319082.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5150000.00        | $5025643.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $80000000.00       | $80353831.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $100000000.00      | $68609914.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $100000000.00      | $81823096.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-16      | N/A      | N/A     | $16679616.00       | $16639491.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | N/A      | N/A     | $1900000.00        | $459167.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-02-16      | N/A      | N/A     | $3242444.00        | $2868139.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $27500000.00       | $17014079.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1000.00           | $688.63            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-05-20      | N/A      | N/A     | $12000000.00       | $3409441.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $51000.00          | $46296.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $4500000.00        | $210505.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-02-20      | N/A      | N/A     | $2000000.00        | $838219.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-20      | N/A      | N/A     | $4200000.00        | $664799.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5997520.00        | $6279367.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $100000000.00      | $72920553.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $35441989.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10000.00          | $8898.99           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3003012.00        | $2901368.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-16      | N/A      | N/A     | $195000.00         | $27893.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $999070.00         | $1108865.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-12-20      | N/A      | N/A     | $300000.00         | $57746.38          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-20      | N/A      | N/A     | $10495000.00       | $2765497.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $14983.00          | $15353.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $150000000.00      | $91905461.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $100000000.00      | $48173519.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4663112.00        | $4479349.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-10-20      | N/A      | N/A     | $52789247.00       | $94969.06          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $4900000.00        | $299679.64         | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005UT0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $774506.00         | $397786.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-07-15      | N/A      | N/A     | $699999.00         | $2057.83           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $230000.00         | $52530.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $605080.00         | $349654.35         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-15      | N/A      | N/A     | $16000000.00       | $974451.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-03-25      | N/A      | N/A     | $9080000.00        | $4022810.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-28      | N/A      | N/A     | $18500000.00       | $21939377.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | N/A      | N/A     | $240000000.00      | $212250023.71      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-07-25      | N/A      | N/A     | $2250000.00        | $1985785.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-08-15      | N/A      | N/A     | $900000.00         | $8810.26           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $83402368.00       | $70391067.97       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $8800000.00        | $11224949.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1422350.00        | $1189395.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-25      | N/A      | N/A     | $1000000.00        | $923323.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $1606644.00        | $1254773.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $160000.00         | $118219.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $1295930.00        | $1222701.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-25      | N/A      | N/A     | $36979240.00       | $6436013.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1820258.00        | $1916609.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $341505.00         | $264723.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $2482380.00        | $2651143.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $358829.00         | $226.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $13946848.00       | $12186912.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $1815086.00        | $10831.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $300000.00         | $294989.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $483000.00         | $404380.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | N/A      | N/A     | $1162004.00        | $595125.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $12690.00          | $10384.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $70595328.00       | $71893062.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $540000.00         | $290481.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-25      | N/A      | N/A     | $16282000.00       | $16501424.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | N/A      | N/A     | $250000.00         | $240665.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-25      | N/A      | N/A     | $5000000.00        | $4467488.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $430616.00         | $449065.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $704125.00         | $484795.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $15559968.00       | $15076016.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $6001.00           | $5256.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $51000.00          | $38442.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $30000000.00       | $24639199.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $17073000.00       | $4335391.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $15316000.00       | $14578922.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-20      | N/A      | N/A     | $100000.00         | $19092.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-16      | N/A      | N/A     | $80000.00          | $505.64            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-12-20      | N/A      | N/A     | $2000000.00        | $838279.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | N/A      | N/A     | $100000.00         | $50875.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-03-20      | N/A      | N/A     | $5004504.00        | $2277232.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-20      | N/A      | N/A     | $5000000.00        | $741844.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $4311912.00        | $459787.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $548941.00         | $141191.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3574340.00        | $3482108.81        | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4284424.00        | $4185200.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $6040000.00        | $3046170.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $49240000.00       | $36226369.68       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $14000000.00       | $10285415.64       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $2496000.00        | $1624350.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-25      | N/A      | N/A     | $4544399.00        | $4561780.66        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $21135000.00       | $16721372.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-03-15      | N/A      | N/A     | $3470000.00        | $3985233.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $920855.00         | $704104.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $18744032.00       | $19188159.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $7100000.00        | $1846307.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $20000.00          | $5163.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-15      | N/A      | N/A     | $1000.00           | $519.96            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $17900300.00       | $17789807.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2063-10-25      | N/A      | N/A     | $23249088.00       | $9614178.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $259522.00         | $243190.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $5000000.00        | $8654550.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2244192.00        | $2245782.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-25      | N/A      | N/A     | $56750000.00       | $51318370.57       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $2600000.00        | $1707825.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $990000.00         | $921149.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-25      | N/A      | N/A     | $25000000.00       | $25067766.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $6000.00           | $4676.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1124814.00        | $1175574.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1380000.00        | $984340.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $479081.00         | $340864.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $696651.00         | $465068.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $72000.00          | $10914.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2633500.00        | $2048662.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $300000.00         | $167375.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1592172.00        | $1571204.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-25      | N/A      | N/A     | $58211328.00       | $41706575.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | N/A      | N/A     | $2226344.00        | $1035032.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | N/A      | N/A     | $92778496.00       | $91086587.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $135879168.00      | $4945475.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-25      | N/A      | N/A     | $866036.00         | $760866.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-01-20      | N/A      | N/A     | $100000.00         | $18339.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $50000.00          | $44470.99          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-20      | N/A      | N/A     | $100000.00         | $28313.12          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $50000000.00       | $22892969.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $1000.00           | $383.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-02-20      | N/A      | N/A     | $699999.00         | $13863.47          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-12-20      | N/A      | N/A     | $2200000.00        | $808150.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-02-20      | N/A      | N/A     | $800000.00         | $765524.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1058226.00        | $1103430.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-20      | N/A      | N/A     | $379079.00         | $48238.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $10000.00          | $949.80            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $32238656.00       | $23982253.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7158930.00        | $7318684.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $43508640.00       | $14254774.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-01-20      | N/A      | N/A     | $4100000.00        | $285090.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-20      | N/A      | N/A     | $1200000.00        | $87182.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $1566918.00        | $473720.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $4100000.00        | $721076.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-11-20      | N/A      | N/A     | $1000000.00        | $995231.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $150000000.00      | $63199323.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $4201144.00        | $4073837.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $2500000.00        | $380224.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $2364.00           | $770.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $75000.00          | $40552.00          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-16      | N/A      | N/A     | $5000000.00        | $6559357.18        | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006CH4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $26725600.00       | $8899838.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $4476900.00        | $4836807.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $51592000.00       | $17389289.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $114942274.77      | $63786295.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1160700.00        | $961872.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $1565600.00        | $796998.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | N/A      | N/A     | $138745600.00      | $137488564.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $112761800.00      | $100835349.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $14493049.46       | $3659987.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $147001000.00      | $200170509.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $469900.00         | $252363.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $220564400.00      | $225922122.53      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006D83
- **C.18 - Value (incl. sponsor support):** $1097709000.00
- **C.18.a - Value (excl. sponsor support):** $1097709000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $12301108.54       | $7580695.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $871288.22         | $874688.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $36890375.59       | $36903902.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $47677160.90       | $42763888.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $3255073.09        | $2498167.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $56152024.70       | $58260983.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $13925202.67       | $2233844.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $14360.96          | $1211.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $88266.05          | $78101.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $917342.24         | $952464.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1463.61           | $1399.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $21146632.08       | $20695547.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $13372004.17       | $9696409.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $256132.10         | $26955.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $121936442.94      | $105824946.15      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $794611.05         | $643954.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $73180.60          | $61682.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $8023368.77        | $8553381.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $235983.29         | $178595.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $7061927.90        | $5676627.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $528361.74         | $55814.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $438973.10         | $457210.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $380244.93         | $263578.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $422139.36         | $433032.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4756.74           | $3675.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $479654.92         | $473163.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1549689.95        | $1366528.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $420056.64         | $271320.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $919145.41         | $920747.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $205016.18         | $202633.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $36590.30          | $35799.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $844086.99         | $557894.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $19853065.45       | $20869601.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6422439.23        | $6713034.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $5854.45           | $4600.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1244070.20        | $596474.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $14136.30          | $14141.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $3032352.32        | $3062734.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $131393109.38      | $40580294.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $122944157.37      | $124871102.09      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $47567.39          | $34930.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $6797622.99        | $4893829.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $666685.51         | $665770.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2202121.34        | $2226557.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2560.59           | $2358.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $82334146.54       | $80236458.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $274426.52         | $101963.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $51226.42          | $46864.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $866669.06         | $880640.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $401785.64         | $418841.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $2570287.09        | $1913459.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1645560.93        | $1553566.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $29272203.41       | $30036079.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $9147575.00        | $2055205.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $11360666.11       | $9935983.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $1093.32           | $97.21             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $18375566.70       | $19238128.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $109770.90         | $90144.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $15847264.78       | $15377543.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1926724.82        | $1965319.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $325643.42         | $306124.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $109769.07         | $16328.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $82408802.46       | $2834312.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $35967.53          | $35277.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $753723.59         | $752493.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $43888220.70       | $21464477.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $92303.79          | $94331.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1317250.80        | $9224.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $894266.93         | $176587.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $54885.45          | $47176.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $11098.20          | $7547.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $5733389.72        | $3515327.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $163801834.77      | $85462117.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16465635.00       | $8118736.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000589.56        | $542789.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $389705.72         | $311673.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $47591.54          | $15053.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $728265.52         | $600989.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $422475.99         | $327053.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $74213.54          | $385.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $965907.81         | $952428.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $12806.61          | $9022.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $1946238.06        | $37886.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1553122.85        | $853544.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $4756739.00        | $1762128.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $3261167.57        | $2244427.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $169778.99         | $155133.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2645821.18        | $2602862.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $556989.99         | $9366.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4622686.78        | $4863961.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $699972.44         | $529731.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $646816.25         | $499368.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $52732746.05       | $2562363.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $17411362.53       | $17925276.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $427624.98         | $433947.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $6122289.00        | $4545646.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $14733538.01       | $14105334.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1486716.58        | $1493385.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $31555.11          | $32876.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $146361.20         | $123052.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $409640.85         | $402751.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3304326.56        | $3287657.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $12179406.28       | $8391397.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $4361189.08        | $4517259.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $18262218.73       | $11418828.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $19860717.21       | $19257744.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $27267395.99       | $27743703.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $4606543.14        | $4539029.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1778007.57        | $1137936.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $240032.37         | $1423.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $103947644.50      | $4612837.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $27698857.10       | $22368173.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $4738338.47        | $4813963.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $176651.38         | $9172.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $3656301.83        | $1701845.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3528493.37        | $3638103.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $693386.18         | $539125.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $4390.84           | $2503.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $495066.76         | $100143.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $795473.12         | $660672.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $182951.50         | $175155.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $24200824.42       | $18389341.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $4853852.58        | $3940904.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $36595920.27       | $6240196.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $73180600.00       | $2705440.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3197482.88        | $2540379.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1479691.24        | $701092.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $368837.54         | $386107.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $344890.29         | $245255.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-03-01      | N/A      | N/A     | $9147575.00        | $4835755.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $88597.19          | $62423.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $306774.90         | $191869.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $290892.89         | $183898.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4982228.92        | $4946385.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7074368.60        | $6873798.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $98903.95          | $62541.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1016967.38        | $665903.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1217704.69        | $243858.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $32907337.02       | $29566636.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $396557.62         | $283779.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $36590.30          | $20964.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1282797.37        | $1330604.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $140744.59         | $140086.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $582757.61         | $483789.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $210321.41         | $139156.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $734.73            | $572.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $365.90            | $296.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $365.90            | $318.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $670894.86         | $703023.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $89393.40          | $91992.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1491160.11        | $1533484.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $366.63            | $391.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $646313.50         | $672625.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1097.71           | $214.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $365.90            | $295.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-15      | N/A      | N/A     | $719405.55         | $25548.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $365.90            | $183.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $775660.21         | $789541.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | N/A      | N/A     | $743.15            | $649.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $108123.24         | $24718.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $766473.11         | $801851.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $85317.97          | $55876.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $761334.37         | $797792.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $196539.31         | $203024.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $5902051.98        | $5691183.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-15      | N/A      | N/A     | $60008.09          | $31105.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $263899.12         | $20565.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $365.90            | $197.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $382691.36         | $253485.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $374.68            | $260.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $374.68            | $140.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $99891.52          | $35359.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $237130.76         | $249305.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $362948.33         | $28073.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $959072.74         | $987803.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $374.68            | $278.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $271496.73         | $70123.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $2195.78           | $1481.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1829.51           | $1629.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $747.17            | $57.71             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $374.68            | $75.97             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $2827654.48        | $1584342.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $419823.20         | $441669.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $32958.35          | $11977.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $475673.90         | $29473.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5247283.20        | $5413414.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $35541.99          | $37146.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $132279.06         | $137409.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $365.90            | $57.18             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $754712.99         | $779170.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $365.90            | $45.32             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $464556.30         | $359158.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $374.68            | $141.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $365.90            | $68.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $74339.41          | $46895.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4756.74           | $4716.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $771.69            | $479.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $480323.80         | $496881.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | N/A      | N/A     | $365.90            | $96.67             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $868491.26         | $877425.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $616284.57         | $635661.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $39151.99          | $28533.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $256132.10         | $80283.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $365.90            | $344.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $365.90            | $263.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $365.90            | $205.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $731.81            | $141.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $365.90            | $228.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $811132.31         | $837540.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $365.90            | $374.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $18514481.04       | $18693890.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $763809.34         | $794136.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $533775.64         | $564633.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $749.37            | $410.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1372809.51        | $1402643.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $114654.61         | $116439.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-15      | N/A      | N/A     | $133466.78         | $93645.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $13993207.94       | $9550926.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $109770.90         | $78235.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $732.17            | $142.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $368.83            | $385.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $36397.47          | $626.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $210183.46         | $14431.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $1124.05           | $811.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-08-20      | N/A      | N/A     | $365.90            | $159.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $484024.54         | $506440.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $720326.16         | $595803.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $731.81            | $534.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | N/A      | N/A     | $808636.85         | $62047.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $532527.18         | $495235.54         | Agency Mortgage-Backed Securities |

### Security 20: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006DB6
- **C.18 - Value (incl. sponsor support):** $1550000000.00
- **C.18.a - Value (excl. sponsor support):** $1550000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $78499800.00       | $80651576.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $82079000.00       | $82949869.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $73135400.00       | $46966590.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $18633000.00       | $17719415.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $331338000.00      | $107811421.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $317956400.00      | $83782783.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $331789000.00      | $93224414.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $3975100.00        | $4065424.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $904539200.00      | $772863821.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $7694300.00        | $7673833.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $24852400.00       | $24522382.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $252112400.00      | $251526463.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $5011000.00        | $2731891.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $4332700.00        | $4510136.90        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08LC7
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $20.00             | $22.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $20.00             | $19.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $140.00            | $142.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $20.00             | $20.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $40.00             | $39.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $1480.00           | $1494.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-02      | N/A      | N/A     | $20.00             | $19.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $5575880.00        | $5664948.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $80.00             | $76.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $152380.00         | $153340.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $1620.00           | $1775.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $480.00            | $424.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $1023040.00        | $1052527.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $156460.00         | $158859.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $60.00             | $72.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | N/A      | N/A     | $1380.00           | $1352.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $1966780.00        | $2059070.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $2080.00           | $2080.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $781320.00         | $775658.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $11944160.00       | $7670382.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $199020.00         | $203640.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $2160.00           | $2206.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $60.00             | $63.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $420.00            | $301.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $1180.00           | $854.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $1540.00           | $1648.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $17020.00          | $17164.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $80.00             | $81.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | N/A      | N/A     | $79360.00          | $81798.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $1260.00           | $972.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | N/A      | N/A     | $193860.00         | $194288.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $20.00             | $18.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $20.00             | $17.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $460.00            | $441.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $60.00             | $60.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $20.00             | $18.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $40.00             | $39.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $40.00             | $84.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $40.00             | $32.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $80.00             | $79.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $440.00            | $563.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $57920.00          | $59137.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $40.00             | $40.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $440.00            | $478.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $80.00             | $80.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $7060.00           | $6967.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $440.00            | $353.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $2116780.00        | $2161847.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $60.00             | $59.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $20.00             | $19.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $584680.00         | $583708.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $4980500.00        | $4670343.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $40.00             | $39.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $20.00             | $20.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $320.00            | $324.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $130560.00         | $131357.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $6500.00           | $6588.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $160.00            | $160.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $40000.00          | $59460.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $600.00            | $606.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $20.00             | $18.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $860.00            | $874.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $20.00             | $20.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $40.00             | $45.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $200.00            | $168.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $30080.00          | $30728.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $160.00            | $159.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $40.00             | $38.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $179400.00         | $178992.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $3912340.00        | $3986248.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $280.00            | $265.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $20.00             | $19.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | N/A      | N/A     | $8880.00           | $8931.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $20.00             | $20.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $40.00             | $42.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $60.00             | $58.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $468820.00         | $472190.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $60.00             | $66.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $2200.00           | $2202.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $7333120.00        | $7454831.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $504800.00         | $474677.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $1440.00           | $1412.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $20.00             | $21.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $20.00             | $19.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $60.00             | $58.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $280.00            | $266.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $20.00             | $19.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $2440.00           | $2497.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $220.00            | $221.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $20.00             | $21.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $600980.00         | $603057.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $60.00             | $56.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $1000.00           | $997.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $640.00            | $629.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $20.00             | $19.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $40.00             | $39.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $54640.00          | $55739.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $400.00            | $407.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $40.00             | $40.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-30      | N/A      | N/A     | $140.00            | $139.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $10780.00          | $10788.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $280.00            | $297.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $680.00            | $791.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $460.00            | $464.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $20.00             | $18.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $200.00            | $199.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $600.00            | $590.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $40720.00          | $41767.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $20.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $240.00            | $243.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $20.00             | $19.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $12980.00          | $13083.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $300.00            | $295.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $66360.00          | $68658.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $80.00             | $74.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $1484380.00        | $1584404.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $80.00             | $79.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $3220.00           | $2678.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $80.00             | $80.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $20.00             | $17.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-15      | N/A      | N/A     | $40.00             | $40.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $26620.00          | $27479.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $1414320.00        | $1411032.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $320.00            | $435.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $7560.00           | $7659.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $60.00             | $48.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $1060.00           | $1071.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $20.00             | $19.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $20.00             | $19.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $2100.00           | $2132.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $80.00             | $75.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $8896820.00        | $8815974.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $20.00             | $20.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $60.00             | $60.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $3380.00           | $3192.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-06      | N/A      | N/A     | $40.00             | $39.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $20.00             | $20.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | N/A      | N/A     | $160.00            | $157.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $200.00            | $195.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $760.00            | $630.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $500.00            | $517.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $20.00             | $19.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $20.00             | $20.44             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15VL6
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2038-02-17      | N/A      | N/A     | $1000.00           | $995.37            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2029-07-30      | N/A      | N/A     | $2000.00           | $1824.40           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-05-08      | N/A      | N/A     | $4000.00           | $4108.91           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2037-07-20      | N/A      | N/A     | $1000.00           | $1002.42           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2027-02-09      | N/A      | N/A     | $20000.00          | $19970.54          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2034-04-24      | N/A      | N/A     | $1000.00           | $923.91            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-04-24      | N/A      | N/A     | $19000.00          | $19100.47          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2036-01-25      | N/A      | N/A     | $3000.00           | $2344.01           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-06-07      | N/A      | N/A     | $15000.00          | $15581.85          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2040-10-22      | N/A      | N/A     | $33000.00          | $32910.37          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2035-10-09      | N/A      | N/A     | $1000.00           | $1000.12           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2029-04-10      | N/A      | N/A     | $18000.00          | $18455.44          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-02-11      | N/A      | N/A     | $2000.00           | $2020.04           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2030-10-21      | N/A      | N/A     | $3000.00           | $2997.28           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-10-27      | N/A      | N/A     | $4000.00           | $3987.56           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2000.00           | $1894.36           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $409000.00         | $47167.97          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $50000.00          | $46275.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $19342.00          | $11636.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $27000.00          | $17530.50          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5339401.00        | $5026289.74        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $913.98            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $1000.00           | $81.24             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $1000000.00        | $45053.31          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $965000.00         | $33876.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $59000.00          | $42637.71          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $426000.00         | $23951.51          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-12-01      | N/A      | N/A     | $600000.00         | $26957.37          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $23000.00          | $5776.12           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1051132.00        | $1117025.34        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $11000.00          | $7257.33           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $606664.00         | $24512.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $7239078.00        | $5767699.20        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $313104.00         | $28109.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $300000.00         | $44456.05          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $13000.00          | $8903.80           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $43000.00          | $35827.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $18000.00          | $1478.82           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $60691.00          | $30427.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $82964.00          | $10071.93          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $10000.00          | $7088.39           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $550000.00         | $35521.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $755000.00         | $30756.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $6243400.00        | $5771318.72        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $56000.00          | $42806.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $200000.00         | $11341.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $1000.00           | $620.59            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $779851.00         | $39230.57          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $443760.00         | $25732.09          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $300000.00         | $49090.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $58000.00          | $28894.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $50000.00          | $29398.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $66041.00          | $627.28            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $500000.00         | $29454.01          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $8000.00           | $522.50            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $75000.00          | $14929.63          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $6000.00           | $887.04            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $9000.00           | $472.13            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $8747459.00        | $43649.23          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $13000.00          | $11950.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $2000.00           | $1572.61           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $35000.00          | $32022.58          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $2687061.00        | $27399.74          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $20000.00          | $3288.61           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $31000.00          | $24252.33          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $5000.00           | $2946.53           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $450000.00         | $33819.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $102588.00         | $39784.67          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $5000060.00        | $36195.96          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $546523.00         | $35848.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3002.00           | $2908.05           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $750000.00         | $47066.54          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $35000.00          | $19691.43          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $40078.00          | $37268.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $333013.00         | $42040.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $22594036.00       | $19877165.44       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1002.00           | $171.99            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2329579.00        | $2005474.32        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1444541.00        | $1463128.97        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $204000.00         | $11694.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $8000.00           | $1367.42           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $1000000.00        | $42148.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $66221.00          | $5536.25           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $675831.00         | $2308.92           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $21000.00          | $1921.18           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $50000.00          | $29518.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $9000.00           | $5322.59           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1800382.00        | $24638.92          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5802118.00        | $6170854.41        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $26000.00          | $4293.46           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $50000.00          | $47278.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $6000.00           | $4833.22           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $5200000.00        | $39237.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $450000.00         | $32272.67          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $34000.00          | $29555.40          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $16000.00          | $2072.22           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $10152.00          | $578.30            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $1449798.00        | $44076.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $380000.00         | $39691.41          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $2517190.00        | $26001.25          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $101390.00         | $26160.07          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $2000.00           | $1248.73           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $784.89            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $175000.00         | $36428.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $40000.00          | $27638.54          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $15095652.00       | $14596673.70       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $4000.00           | $2629.83           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $120074.00         | $36903.20          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $100000.00         | $44713.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1000.00           | $123.19            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $20000.00          | $685.94            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $18732660.00       | $17469551.42       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $364706.00         | $17405.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2442.00           | $217.99            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $22000.00          | $2241.78           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $52000.00          | $4374.87           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $338744.00         | $39709.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $33594.00          | $27903.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $23286.00          | $1480.16           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1100041.00        | $1146907.94        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $100000.00         | $35554.34          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1062.00           | $757.05            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $4000.00           | $421.45            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $9000.00           | $8218.40           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $2000.00           | $447.88            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $35611.00          | $22829.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $434000.00         | $34964.23          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $200000.00         | $11340.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $598000.00         | $40471.82          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $782069.00         | $728788.66         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $5678267.00        | $14419.62          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $19000.00          | $12713.85          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $20000.00          | $10754.32          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2025-12-11      | N/A      | N/A     | $6500.00           | $6468.80           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $312510.00         | $2488.23           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $14363218.00       | $13149941.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $29519.00          | $27956.55          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $225000.00         | $24727.62          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $9585278.00        | $26099.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $5000.00           | $835.95            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $16000.00          | $4050.31           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $16000.00          | $9418.72           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $12661800.00       | $12294135.10       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $100000.00         | $32597.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $72000.00          | $13242.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $16000.00          | $944.92            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $172189.00         | $16119.78          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $26000.00          | $2203.20           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $3000.00           | $326.03            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $250000.00         | $1982.82           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $63194.00          | $35779.87          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $57000.00          | $33588.58          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $359871.00         | $366463.60         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $14000.00          | $11219.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $28000.00          | $4211.09           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $30500.00          | $21896.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $433000.00         | $47708.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $14000.00          | $1807.84           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $20000.00          | $10341.67          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $48000.00          | $37415.05          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $24000.00          | $1827.53           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $3616736.00        | $46029.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $27988.00          | $184.54            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-04-01      | N/A      | N/A     | $69000.00          | $66.99             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $1601000.00        | $34075.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $8337979.00        | $10129.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $51000.00          | $6700.10           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $100000.00         | $17346.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $200000.00         | $23715.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $255000.00         | $41230.92          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $56000.00          | $40995.42          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $33000.00          | $3295.93           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $50000.00          | $36038.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $6655283.00        | $6635.75           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $553799.00         | $32773.31          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $200000.00         | $1300.46           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $57328745.00       | $35531405.91       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $296280.00         | $43532.84          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $1369621.00        | $5114.91           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $134404.00         | $11055.19          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $60000.00          | $23610.43          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $20000.00          | $18401.41          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $5000.00           | $508.78            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1147.00           | $1148.83           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $80000.00          | $1802.75           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $282000.00         | $37133.87          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $999900.00         | $987160.62         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $1190082.00        | $37350.30          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $56462.00          | $28594.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $7001.00           | $6662.04           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $25000.00          | $7648.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $91000.00          | $43933.14          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $167000.00         | $20311.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $53529.00          | $39684.34          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $65000.00          | $5144.18           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $190000.00         | $46932.68          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $68934.00          | $38431.64          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $3000.00           | $318.25            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $2000.00           | $225.02            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $50000.00          | $32264.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $9418892.00        | $24717.39          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $21000.00          | $4004.19           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $320000.00         | $22873.93          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $395000.00         | $41506.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $384097.00         | $29808.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $35470722.00       | $35195905.82       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1626822.00        | $1099561.46        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $2245122.00        | $1065835.65        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $4000.00           | $430.72            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-12-01      | N/A      | N/A     | $192500.00         | $3899.53           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $8000.00           | $621.07            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $18000.00          | $2143.08           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $151000.00         | $25046.37          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $17000.00          | $3667.65           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $58212613.00       | $44292789.36       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $35000.00          | $23080.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $147000.00         | $34781.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $100000.00         | $21103.16          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $30000.00          | $3814.75           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $3958919.00        | $2344.69           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $3000000.00        | $4927.25           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $8568.00           | $6240.84           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $6000.00           | $796.92            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $735194.00         | $41255.37          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $204859.00         | $30874.59          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $1770290.00        | $38570.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $45000.00          | $26419.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $560083.00         | $45037.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $671456.00         | $612710.62         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $40000.00          | $2176.84           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $903290.00         | $38517.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1293000.00        | $41931.60          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1000.00           | $882.87            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $200000.00         | $35971.65          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $6677166.00        | $6350647.44        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $55807.00          | $46318.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $9000.00           | $6450.76           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $47000.00          | $6652.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $220000.00         | $24651.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $10000.00          | $1352.39           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $27657.00          | $20448.85          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $30000.00          | $2808.04           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1000.00           | $294.15            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $33000.00          | $3586.67           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $1138.00           | $376.51            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $13000.00          | $910.57            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $25200000.00       | $25147667.99       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $50000.00          | $34439.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $333995.00         | $29137.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $3000.00           | $2585.44           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $175000.00         | $25567.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $124218.00         | $18659.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $50000.00          | $9124.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $50000.00          | $23889.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $66000.00          | $28833.15          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $269000.00         | $46712.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1024917.00        | $971241.59         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $39000.00          | $24127.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $1000000.00        | $48898.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $100000.00         | $897.18            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $14000.00          | $14.42             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $83138.00          | $13045.76          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $5000.00           | $387.82            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1001.00           | $1008.76           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $180000.00         | $321.86            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $25710.00          | $25407.07          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $141435.00         | $10729.34          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $317571.00         | $33225.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $100000.00         | $26747.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1001.19           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $990546.00         | $17997.09          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $28027000.00       | $26220930.79       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $21000.00          | $12705.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1251310.00        | $901640.19         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $225000.00         | $25538.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $151020.00         | $13125.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $40971.00          | $20499.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $352000.00         | $26830.84          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $200000.00         | $38070.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1042000.00        | $1037387.49        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $34000.00          | $14678.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1253281.00        | $21919.58          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $100000.00         | $12871.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $12786.00          | $10155.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $13038.00          | $13501.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $255000.00         | $30868.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $40439.00          | $25828.32          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-02-01      | N/A      | N/A     | $15365000.00       | $1905.10           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $5992000.00        | $98950.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $100000.00         | $29474.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $40651.00          | $34528.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-12-01      | N/A      | N/A     | $590000.00         | $704.01            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $363000.00         | $46682.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $58876.00          | $48115.75          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2899147.00        | $2689421.15        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2000.00           | $1885.72           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-01-01      | N/A      | N/A     | $1829037.00        | $136.79            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $27184.00          | $19958.64          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $11000.00          | $7687.62           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $6000.00           | $1510.98           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $77270.00          | $39081.85          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $1100000.00        | $46161.92          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $627171.00         | $646016.33         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $200000.00         | $23131.44          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $119295.00         | $14626.42          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1000.00           | $115.50            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $136501.00         | $19674.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $295597.00         | $42023.43          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $60000.00          | $31.19             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $52000.00          | $1195.10           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $4000.00           | $3283.15           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $100000.00         | $7292.41           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $258644.00         | $24707.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $4000.00           | $365.17            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1000.00           | $67.01             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $30000.00          | $5890.40           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4808005.00        | $4470952.02        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $2000.00           | $32.52             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $69996.00          | $41779.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $61937.00          | $11.14             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $15000.00          | $9175.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5146424.00        | $5098419.41        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $50000.00          | $39292.05          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $30667.00          | $24356.18          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $144000.00         | $35689.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $24000.00          | $2035.54           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $2000.00           | $1502.07           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $14000.00          | $10645.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $128000.00         | $20374.74          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $2000.00           | $1352.85           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $82000.00          | $12201.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $27000.00          | $2015.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $55000.00          | $44960.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $23000.00          | $1868.85           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $40000.00          | $605.89            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $4051000.00        | $30783.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $224109.00         | $31014.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $1100000.00        | $9626.67           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $200000.00         | $36746.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $424871.00         | $32514.59          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $71000.00          | $42141.83          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-07-15      | N/A      | N/A     | $13000.00          | $11737.44          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $76655.00          | $36456.94          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $5000.00           | $3552.17           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $5000.00           | $605.03            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $80381.00          | $85.26             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2573626.00        | $2291391.44        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2291000.00        | $44449.34          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $40000.00          | $7206.05           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4327391.00        | $4256673.03        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $820000.00         | $13047.54          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $38657632.00       | $30684066.92       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $1643584.00        | $41297.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $4000.00           | $556.73            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $12000.00          | $1505.52           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $225000.00         | $31097.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $300387.00         | $21541.41          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $11000.00          | $1063.95           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $20000.00          | $17684.74          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $15000.00          | $1455.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $3000.00           | $2748.75           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $3200000.00        | $36642.44          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $6641000.00        | $28830.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1035339.00        | $1075166.38        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $1000000.00        | $7567.66           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $11000.00          | $1784.13           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $4000.00           | $3533.05           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $1000.00           | $46.05             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $300000.00         | $31726.32          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $9000.00           | $740.15            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $38500.00          | $20906.81          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $224000.00         | $203432.90         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $15000.00          | $2477.06           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $50000.00          | $36466.50          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $261964.00         | $35470.64          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1168648.00        | $1226242.59        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $31000.00          | $418.06            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $250000.00         | $40533.86          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $35000.00          | $6329.33           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $22000.00          | $2313.52           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $2420967.00        | $417681.78         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $500000.00         | $33964.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1770586.00        | $1844438.42        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $2938372.00        | $23665.30          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $3002406.00        | $2869513.51        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $34926.00          | $33064.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $1383.00           | $11.24             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $3337960.00        | $24453.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $3000.00           | $264.94            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $25092.00          | $22622.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $2905.00           | $2955.99           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $395000.00         | $45553.23          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $500000.00         | $28256.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $154259.00         | $54.57             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $598515.00         | $600542.89         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1024.00           | $1035.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2024571.00        | $2008105.05        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $396246.00         | $208.13            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $5617552.00        | $14.98             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $13933681.00       | $13782198.17       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $3000.00           | $937.73            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $35736.00          | $35485.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $7137797.00        | $6397605.33        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $100000.00         | $17419.71          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $32332.00          | $5182.10           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $61160.00          | $49177.68          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $22000.00          | $1567.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $192605.00         | $1579.48           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $2599000.00        | $34347.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $50000.00          | $46377.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $230000.00         | $36960.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $202543.00         | $22763.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $1675000.00        | $32460.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $10710000.00       | $10933506.99       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $403000.00         | $39051.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $15000.00          | $13845.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $21542259.00       | $19703283.70       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $27968.00          | $21524.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $1703000.00        | $48914.82          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $5000.00           | $445.10            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $33000.00          | $24244.39          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $7000.00           | $4672.96           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $3000.00           | $2296.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $10681093.00       | $9060272.90        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $36134.00          | $19299.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $196220.00         | $50062.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $200000.00         | $29671.01          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $47454.00          | $31040.31          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $6000.00           | $14.26             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $144615.00         | $16879.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $17000.00          | $10949.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $45000.00          | $23747.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $10002.00          | $20.73             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $225000.00         | $40433.58          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $67000.00          | $12305.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $9000000.00        | $15379.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6000.00           | $4324.89           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $10454488.00       | $7654.58           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $53000.00          | $43067.57          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $47000.00          | $4645.06           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $102000.00         | $19689.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1385459.00        | $780205.91         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $132189.00         | $10400.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $106272.00         | $25115.27          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $380000.00         | $38282.37          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $165000.00         | $23121.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $119000.00         | $35918.65          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $5000.00           | $782.67            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $41000.00          | $39597.81          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $389000.00         | $40341.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $161000.00         | $48651.59          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $57524.00          | $6236.11           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $2000.00           | $226.98            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $77200.00          | $34658.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $285000.00         | $4361.62           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $445567.00         | $25068.07          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $6476.00           | $1923.95           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $59574.00          | $35807.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $12000000.00       | $2299.53           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $788076.00         | $752011.29         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $8000.00           | $4928.89           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $1000.00           | $68.87             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $44000.00          | $7749.42           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $96000.00          | $9346.53           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $30000.00          | $24517.82          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $33000.00          | $22553.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $26996.00          | $20977.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $216955.00         | $29819.18          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-08-01      | N/A      | N/A     | $62000.00          | $5161.41           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9000.00           | $8189.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $630000.00         | $76696.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $350000.00         | $207017.24         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $373000.00         | $36943.25          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $9726.00           | $9952.50           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $100000.00         | $18587.14          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $172000.00         | $30644.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-05-15      | N/A      | N/A     | $5312.00           | $4423.36           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1014708.00        | $1028673.76        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $200000.00         | $30540.83          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $103978.00         | $27624.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $146000.00         | $0.50              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1181970.00        | $1000713.50        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $50000.00          | $38229.87          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $303001.00         | $25613.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $130000.00         | $41996.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $35178.00          | $35405.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $4294000.00        | $49362.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $16000.00          | $1344.14           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2468982.00        | $2658953.11        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1033.32           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $401000.00         | $42492.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $41000.00          | $342.64            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $28640722.00       | $35455.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $40000000.00       | $39965133.32       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $76000.00          | $40391.93          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $45000.00          | $40826.68          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $6605947.00        | $34288.81          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $2241109.00        | $23760.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $45000.00          | $26249.83          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $45000.00          | $35451.76          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $65127.00          | $49098.41          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $303004.00         | $303931.14         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $169498.00         | $17960.20          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5000.00           | $4738.94           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $700000.00         | $34644.22          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $3000.00           | $235.63            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $564000.00         | $35894.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $9000.00           | $7450.02           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $380000.00         | $29295.97          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $9766.00           | $8467.85           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $3328509.00        | $3539446.77        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2968.00           | $2165.21           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $1000.00           | $736.24            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $514346.00         | $3254.81           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $124844.00         | $16735.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $44000.00          | $4261.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1024.00           | $994.12            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4228241.00        | $4280247.48        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $16000.00          | $12021.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $23000000.00       | $22869421.34       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-06-01      | N/A      | N/A     | $10000.00          | $38.20             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $7650748.00        | $6833880.08        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $65000.00          | $5071.56           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $20623171.00       | $18886495.72       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $483675.00         | $7287.35           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $79000.00          | $37980.76          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $307865.00         | $308308.01         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $66000.00          | $43280.23          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $15000.00          | $8287.51           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $48278.00          | $34335.81          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $63000.00          | $29566.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $137000.00         | $36305.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $16000.00          | $1851.48           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $21000.00          | $1736.19           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $203000.00         | $25336.62          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $11956520.00       | $2429324.22        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $848693.00         | $758680.71         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $49592.00          | $23102.34          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $8871572.00        | $8724414.37        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $257081.00         | $39469.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $3276062.00        | $43388.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1130514.00        | $705939.69         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $40000.00          | $31221.57          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $38000.00          | $32866.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $120000.00         | $9124.93           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $43919.00          | $44759.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $5000.00           | $718.95            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $200000.00         | $1979.55           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $32077.00          | $31625.77          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $12000.00          | $2823.13           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $64000.00          | $48943.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $139000.00         | $42140.42          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $3000000.00        | $29263.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $8000.00           | $2071.33           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $40683223.00       | $36908802.39       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $41989.00          | $36585.63          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $200000.00         | $29799.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $931.37            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $6000.00           | $3224.45           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $6200000.00        | $46382.39          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1162.00           | $901.27            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $175000.00         | $30068.20          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $143865.00         | $21611.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $344256.00         | $31705.20          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $75000.00          | $7598.65           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $29908.00          | $26551.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $89770.00          | $26040.18          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $15000.00          | $1341.62           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $861905.00         | $723.80            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $18000.00          | $4640.68           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $435345.00         | $27473.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $125748.00         | $1509.47           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $125000.00         | $23048.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $13000.00          | $12170.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $252000.00         | $45166.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $86000.00          | $3763.47           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $1000.00           | $129.47            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $55000.00          | $39428.86          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $2000.00           | $298.46            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $270000.00         | $47553.50          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $680672.00         | $21610.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $4000.00           | $2245.22           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $10000.00          | $6703.83           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $34000.00          | $27310.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $325000.00         | $42069.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $20000.00          | $1457.32           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $42000.00          | $35145.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $63690.00          | $39616.57          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-11-01      | N/A      | N/A     | $120189.00         | $25333.82          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $9000.00           | $7912.21           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $72351.00          | $13754.92          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $69273.00          | $685.36            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $10000.00          | $5886.36           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $1000.00           | $6.80              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $7000.00           | $5655.36           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $27000.00          | $23655.23          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $28393.00          | $28281.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $445946.00         | $12395.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $303817.00         | $3455.30           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $24354.00          | $23840.59          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $71000.00          | $45775.77          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $250000.00         | $29678.62          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $5000.00           | $585.75            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $31335.00          | $23001.65          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1000.00           | $523.37            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-04-01      | N/A      | N/A     | $5000.00           | $2439.38           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $40000.00          | $27588.15          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $8675000.00        | $40657.56          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $10000.00          | $831.89            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2000.00           | $1893.76           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $4263424.00        | $34276.67          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $68460.00          | $35177.50          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $94452.00          | $39099.09          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $160859.00         | $640.80            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $44049.00          | $27043.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $23608601.00       | $24390801.17       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $235000.00         | $25698.71          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $50000.00          | $39966.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $42040.00          | $134.78            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $972.91            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $100000.00         | $44606.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $119000.00         | $18958.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $17000.00          | $2126.70           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $30000.00          | $29569.33          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $15000.00          | $10570.36          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $56000.00          | $4834.97           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $50000.00          | $6411.12           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $106688.00         | $20246.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $6000.00           | $1373.91           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $17000.00          | $1267.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-06-01      | N/A      | N/A     | $41226.00          | $3.97              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $60124.00          | $45551.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $50000.00          | $19413.05          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $46000.00          | $34657.22          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1284.00           | $1351.66           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $40000000.00       | $39851253.32       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $190000.00         | $173986.22         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1061029.00        | $1106069.68        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $58722.00          | $32627.09          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $100000.00         | $18515.60          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $37000.00          | $25125.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $31000.00          | $3195.06           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $360000.00         | $48628.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $24000.00          | $17366.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $406228.00         | $25580.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $53130.00          | $37134.42          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $735000.00         | $702112.49         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $30000.00          | $26443.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $1300000.00        | $18881.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $393523.00         | $27726.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $76000.00          | $8695.16           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $25165.00          | $22533.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $67438.00          | $42121.48          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $20000.00          | $13750.86          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $369076.00         | $3126.15           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $6000.00           | $792.63            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $492000.00         | $32487.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1193500.00        | $923800.85         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $8999.00           | $4109.74           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $3000.00           | $313.53            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $92728.00          | $8041.31           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $4509915.00        | $10614.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $6000.00           | $4419.38           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20000.00          | $17538.25          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $50000.00          | $34933.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $4039.00           | $4118.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $733162.00         | $45531.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $101000.00         | $17634.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $62000.00          | $4628.67           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $123000.00         | $32823.43          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $825600.00         | $2360.41           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $130000.00         | $19931.23          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $122155.00         | $24840.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $350000.00         | $43396.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $75000.00          | $6491.93           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $3050000.00        | $18945.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $50001.00          | $2238.86           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $10016.00          | $525.92            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1049750.00        | $1071010.55        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $8000.00           | $5204.85           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $136000.00         | $49090.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $80755.00          | $8482.44           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $150000.00         | $9044.63           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $1007472.00        | $43287.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $17989.00          | $1570.96           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $594315.00         | $42643.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $18461116.00       | $14302273.34       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $4600000.00        | $337.24            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $17000.00          | $15998.65          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $30000.00          | $30002.40          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1001.00           | $892.66            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $1966629.00        | $18655.75          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $185000.00         | $43719.58          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $765972.00         | $37045.50          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $26000.00          | $1793.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $30413.00          | $17739.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $136722.00         | $12929.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $4133000.00        | $28518.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $183740.00         | $155973.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $190107.00         | $46624.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $1000.00           | $140.90            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $393000.00         | $44594.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $36162.00          | $22156.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $8318067.00        | $27266.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $5000.00           | $2928.11           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3873361.00        | $3768252.64        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $5440125.00        | $29638.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $320000.00         | $19899.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $61000.00          | $5536.26           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $181770.00         | $474.45            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $3000.00           | $1843.74           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1000.00           | $119.23            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $51000.00          | $10223.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $1209954.00        | $2837.08           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1000.00           | $552.37            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $82101.00          | $38233.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $18081312.00       | $16928048.38       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $48000.00          | $4601.90           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $30285.00          | $21736.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1425000.00        | $24689.29          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2000.00           | $1321.89           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $219349.00         | $33031.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3552444.00        | $3240586.03        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $752901.00         | $25223.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $112316.00         | $10506.48          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $24000.00          | $49.41             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $53000.00          | $33723.95          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $31000.00          | $4060.98           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1000.00           | $818.71            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $46000.00          | $27459.60          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $14000.00          | $1106.81           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $11000.00          | $1179.80           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $18823.00          | $16450.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $139424.00         | $17078.17          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $8000.00           | $5757.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $90000.00          | $40051.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $338393.00         | $40629.58          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $939871.00         | $857790.03         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $11638.00          | $9475.62           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $9273775.00        | $9581033.71        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $43000.00          | $24540.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $5247066.00        | $47497.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $39000.00          | $29255.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $120000.00         | $6985.28           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5123.00           | $3912.97           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $22000.00          | $15076.81          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $49000.00          | $28255.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $50000.00          | $33233.54          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $39000.00          | $29252.55          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $53628225.00       | $53211980.58       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $44000.00          | $33436.92          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $61000.00          | $44075.65          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $3000.00           | $2042.47           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $871.04            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $4264577.00        | $12050.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $9464398.00        | $9995051.02        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $4000.00           | $363.23            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $4000.00           | $2103.13           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $30025.00          | $26545.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $200000.00         | $2378.66           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $1000.00           | $744.82            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2000.00           | $1488.57           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $105000.00         | $19974.54          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $8000.00           | $1101.96           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $45126321.00       | $45783209.83       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $27963.00          | $27185.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $25996.00          | $5398.14           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $32034.00          | $24938.75          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $30000.00          | $1061.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $14268337.00       | $13208480.22       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $204672.00         | $198478.14         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $1828000.00        | $37709.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $150000.00         | $35729.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $350000.00         | $44744.40          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $37528.00          | $26127.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $454591.00         | $470506.13         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $225000.00         | $189885.82         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $2000.00           | $1616.84           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1491050.00        | $1320592.41        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $17000.00          | $2517.75           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $181857.00         | $35371.51          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $31000.00          | $6528.57           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3021493.00        | $2697677.39        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $1000.00           | $106.29            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $53000.00          | $37452.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $58602.00          | $41459.70          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $575000.00         | $35858.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $23000.00          | $1404.08           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $32000.00          | $682.53            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $400000.00         | $46548.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $4096711.00        | $26414.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $4000.00           | $352.40            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $44000.00          | $7343.36           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $45000.00          | $34498.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $10000.00          | $8239.57           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $175000.00         | $32991.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $54000.00          | $6589.86           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $27585.00          | $27034.63          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $22000000.00       | $41477.25          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $31000.00          | $19506.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $10000.00          | $1103.58           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $4050.00           | $389.76            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $4000.00           | $3744.40           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $39000.00          | $5231.95           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $49000.00          | $37044.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $100000.00         | $43097.80          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1550.00           | $1556.39           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $17000.00          | $4329.62           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $95671.00          | $48280.95          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $22000.00          | $2980.37           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $49963.00          | $47475.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-11-15      | N/A      | N/A     | $15000.00          | $8241.57           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $250000.00         | $944.25            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1136023.00        | $1100770.36        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $92000.00          | $24443.64          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $2502000.00        | $27740.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $12000.00          | $8033.33           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $33000.00          | $23799.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $2000.00           | $1283.67           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $77000.00          | $44880.22          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $110586.00         | $895.49            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $178753.00         | $29172.07          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $38890.00          | $36821.93          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $21000.00          | $15779.32          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $122000.00         | $13457.69          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $29303.00          | $22039.19          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $202898.00         | $37589.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $4754263.00        | $4064155.93        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $85000.00          | $18155.19          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $41000.00          | $19398.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $855.89            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $204284.00         | $24550.51          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $200262.00         | $24258.53          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $2392557.00        | $29408.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $1125000.00        | $29012.94          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $11000.00          | $43.40             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $28537.00          | $21108.95          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $77815.00          | $44655.45          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $16515.00          | $731.43            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $5000.00           | $446.55            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $50079.00          | $24484.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $852754.00         | $17688.46          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $6000.00           | $4550.82           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $3000.00           | $2830.97           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $7000.00           | $3987.96           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1039085.00        | $1003475.44        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $60000.00          | $30701.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $13146.00          | $1140.59           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1173106.00        | $1167796.86        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $26000.00          | $24811.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $2018000.00        | $11729.44          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $432000.00         | $36697.36          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $44100.00          | $34792.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $185000.00         | $24583.88          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $17000.00          | $4066.05           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $19000.00          | $1958.75           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $2930609.00        | $40169.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $28708.00          | $23824.76          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $20653.00          | $16912.38          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $410000.00         | $24724.14          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6000.00           | $5599.28           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-06-01      | N/A      | N/A     | $352139.00         | $27.93             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $100000.00         | $5299.02           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $28183117.00       | $29020750.73       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $85001.00          | $45063.32          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2019037.00        | $2039945.65        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $50000.00          | $47217.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $94000.00          | $40058.18          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1500000.00        | $1398459.55        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $22000.00          | $3212.60           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $1000.00           | $67.01             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $3925000.00        | $3688525.23        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $1243250.00        | $37879.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2000.00           | $1851.20           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $43000.00          | $36545.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $200000.00         | $46144.97          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $6000.00           | $5191.81           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $6000.00           | $3783.29           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $19625240.00       | $19851813.40       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2554007.00        | $2303216.53        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1000000.00        | $50058.86          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $48146.00          | $12752.39          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2696.00           | $338.75            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $5049942.00        | $11725.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $7529794.00        | $48070.74          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $24519944.00       | $22460591.11       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $70000.00          | $49214.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $26994.00          | $116.54            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $60000.00          | $35840.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $50810.00          | $40686.92          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $270000.00         | $34818.60          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $183000.00         | $27699.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $25000.00          | $18707.35          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $9038.00           | $607.44            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $6000.00           | $472.03            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $255000.00         | $24273.85          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $300000.00         | $172062.08         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1478298.00        | $1597703.92        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $68000.00          | $6983.87           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $53000.00          | $29096.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $12000.00          | $1662.58           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $2000.00           | $305.11            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $30000.00          | $22269.84          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $129000.00         | $35660.99          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $107000.00         | $154.33            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $82000.00          | $7286.83           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $60000.00          | $26878.56          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $33000.00          | $6116.77           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $240000.00         | $31262.75          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $325000.00         | $285285.70         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $17152000.00       | $32629.27          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $3479746.00        | $48935.77          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $9000.00           | $5381.74           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-05-01      | N/A      | N/A     | $747000.00         | $36259.62          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $112000.00         | $12214.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $8513104.00        | $1289.58           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $3715009.00        | $3673258.78        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $18000.00          | $11126.75          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $4000000.00        | $24146.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $31485144.00       | $30119731.74       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $125000.00         | $44201.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $284955.00         | $631.04            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $19000.00          | $4488.94           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $620000.00         | $55.98             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $17000.00          | $1412.59           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $28000.00          | $22008.40          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $41739.00          | $43360.56          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $775000.00         | $2542.85           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $2186496.00        | $26618.48          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $1021.00           | $88.71             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $58000.00          | $16414.63          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $25000.00          | $5146.43           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $14000.00          | $12992.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $413152.00         | $43284.51          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $338593.00         | $333324.40         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $55967.00          | $41294.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $351123.00         | $36669.87          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2036.00           | $1883.50           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $12000.00          | $8060.28           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $2000.00           | $1368.25           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $6000.00           | $396.59            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $60000.00          | $45327.68          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $40000.00          | $24726.95          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-03-01      | N/A      | N/A     | $791077.00         | $371.10            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-04-01      | N/A      | N/A     | $200000.00         | $32318.94          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $40000.00          | $16345.06          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $100000.00         | $27629.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $470169.00         | $7507.03           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $17000.00          | $2515.79           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $28000.00          | $2979.63           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $51000.00          | $28124.81          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $10000.00          | $980.26            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $8000.00           | $4954.64           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $100000.00         | $21682.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $11272073.00       | $9752242.54        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $100000.00         | $10128.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $370000.00         | $37016.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $2664681.00        | $42595.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3416604.00        | $3458005.91        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1000.00           | $819.40            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $92157.00          | $41116.14          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $197000.00         | $5752.79           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1135059.00        | $725441.06         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $94027.00          | $88824.11          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $31863.00          | $32663.84          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1000.00           | $522.66            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $24000.00          | $19209.56          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $148479.00         | $8467.46           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $12000.00          | $7926.96           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $300000.00         | $31367.08          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $6200000.00        | $24615.47          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $17000.00          | $494.32            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $48373.00          | $29769.82          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $324122.00         | $30934.25          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $20000.00          | $15172.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $3845767.00        | $26349.50          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $195949.00         | $31040.66          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $8000.00           | $5080.46           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $31000.00          | $4051.69           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $229278.00         | $224355.92         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $125000.00         | $31057.71          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $44000.00          | $27138.72          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $71000.00          | $48099.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $18000.00          | $2479.40           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $2410485.00        | $2151639.22        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $10200000.00       | $18601.38          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $270000.00         | $37548.01          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2025-11-01      | N/A      | N/A     | $9898411.00        | $1489.60           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $14000.00          | $11698.38          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $1060562.00        | $17642.49          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $142000.00         | $19240.16          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $47334.00          | $29346.83          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $200000.00         | $27667.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $3000.00           | $1862.10           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $545000.00         | $35295.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $8101068.00        | $7553225.04        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $14000.00          | $1572.41           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $32175.00          | $4213.64           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1015000.00        | $981965.39         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $55000.00          | $4938.23           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $20000.00          | $18696.91          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $15546630.00       | $15283445.25       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $55000.00          | $46280.22          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $741000.00         | $49090.98          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $50442.00          | $34444.74          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $49174.00          | $38928.77          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $21000.00          | $1936.16           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $10950000.00       | $10638076.39       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $2000.00           | $844.36            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $4561729.00        | $29534.57          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $37795.00          | $14004.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $254545.00         | $25479.90          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $4000.00           | $2493.65           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $263000.00         | $10392.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $10024858.00       | $40019.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $42532.00          | $8961.92           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $27000.00          | $1953.22           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1067006.00        | $1054712.29        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $26465.00          | $19437.10          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $27600.00          | $17691.37          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $742308.00         | $24606.44          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $2000.00           | $126.78            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $8000.00           | $238.03            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $55619.00          | $227.34            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $5544643.00        | $34074.55          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $66951.00          | $49041.01          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $55000.00          | $10182.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $7600000.00        | $41507.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $1238328.00        | $1241061.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $48895100.00       | $49157894.88       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $2370000.00        | $7689.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $8700000.00        | $5325.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $7000.00           | $6067.69           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $104000.00         | $24549.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1600767.00        | $1114367.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3697505.00        | $43538.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $6000.00           | $4553.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $15000000.00       | $2209440.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $162000.00         | $5222.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2666695.00        | $2495617.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $500000.00         | $3057.20           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $832702.00         | $25441.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $32000.00          | $14654.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $3000.00           | $2011.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $400000.00         | $171.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1830038.00        | $1921419.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $425000.00         | $907.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $25001.00          | $18192.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $5027.00           | $141.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $600000.00         | $17747.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $810000.00         | $2956.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $4100000.00        | $20115.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1000.00           | $173.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $3700000.00        | $32707.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $17062841.00       | $15639758.70       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $26978.00          | $19941.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $7900000.00        | $8306112.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $21000.00          | $15170.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $160000.00         | $8900.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $544984.00         | $542374.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $2000.00           | $206.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $210000.00         | $49337.84          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $50000.00          | $17490.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $58902.00          | $13206.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $170000.00         | $24929.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $8000.00           | $5341.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $36000.00          | $6376.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $26000.00          | $15720.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $2000.00           | $130.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $14000.00          | $1595.46           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $304806.00         | $24718.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1030000.00        | $15465.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $12000.00          | $8752.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1200000.00        | $47562.61          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1900000.00        | $178523.59         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2195.00           | $2313.73           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $5000.00           | $447.22            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20000.00          | $17510.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $4005000.00        | $4045152.80        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $300000.00         | $16882.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1395653.00        | $12933.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $16000.00          | $1197.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $135000.00         | $24501.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $15000000.00       | $3147.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $2000.00           | $1169.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $10000.00          | $3061.64           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $7000.00           | $5138.18           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $517501.00         | $26620.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1100000.00        | $6613.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $31644.00          | $1374.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $1858000.00        | $1963932.01        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1000000.00        | $15339.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1000000.00        | $35963.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $500000.00         | $24006.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $2247.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $10000.00          | $7793.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $400000.00         | $1862.05           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $24000.00          | $16842.25          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $26017.00          | $362.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $8000.00           | $845.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $540000.00         | $1726.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $3000000.00        | $24721.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $214667.00         | $4536.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $650000.00         | $5216.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $160000.00         | $18317.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $43000.00          | $4157.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $100000.00         | $5971.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $878956.00         | $3884.41           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $33000.00          | $13419.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $65000.00          | $17712.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $185000.00         | $13358.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $290000.00         | $834.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $2605739.00        | $6293.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $11740000.00       | $12100887.60       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $31000.00          | $24795.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1161754.00        | $14318.47          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $53000.00          | $670.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $5000000.00        | $43754.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $810000.00         | $9489.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $703.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14000.00          | $11824.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $702920.00         | $9936.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $9000.00           | $8059.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $4000.00           | $385.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $3000.00           | $634.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1000.00           | $97.08             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $8914385.00        | $8917560.01        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $64000.00          | $6010.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $5000.00           | $4449.42           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $6603000.00        | $379506.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $60340.00          | $8559.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $24678.00          | $24305.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1339588.00        | $20673.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $85378.00          | $5803.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $5000.00           | $2602.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $16000.00          | $12479.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $70628.00          | $55523.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $568329.00         | $14054.25          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $83000.00          | $19173.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $15000.00          | $11911.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $3200000.00        | $25543.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $250000.00         | $2714.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $2374000.00        | $12627.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $527565.00         | $406.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $5110057.00        | $5685.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $395000.00         | $44810.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $11125000.00       | $11271423.55       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $9135000.00        | $48606.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $850000.00         | $2652.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $37000.00          | $23939.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $13690.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $1144.41           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $1000.00           | $12.70             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $9814000.00        | $910896.75         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $3000.00           | $319.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3300000.00        | $7641.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $10000000.00       | $9860608.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $30000.00          | $17981.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $300000.00         | $1776.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $24718336.00       | $25870556.51       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $15000.00          | $10121.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $26512.00          | $22199.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $68000.00          | $41615.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $39249.00          | $20254.39          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $9000.00           | $1550.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $425077.00         | $9700.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $23000.00          | $15864.84          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $19985000.00       | $20057332.37       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $95000.00          | $87.65             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $35542.00          | $23793.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $15210000.00       | $96221.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1800000.00        | $20562.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $41000.00          | $14610.71          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $110000.00         | $15830.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $99998.00          | $7524.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $4000.00           | $353.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $42000.00          | $23893.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $497364.00         | $22672.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $43915.00          | $23546.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $12662.00          | $12485.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $8000.00           | $334.23            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $14000.00          | $12994.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $43000.00          | $8884.17           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $20000.00          | $5696.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $205338.00         | $8923.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $17000.00          | $12037.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $35000.00          | $8169.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $4782463.00        | $4779159.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $233335.00         | $13778.19          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $35602.00          | $21145.41          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $111000.00         | $24136.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $55000.00          | $4134.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $4000.00           | $51.09             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $4276048.00        | $24354.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $35000.00          | $28927.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $220000.00         | $8028.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $598785.00         | $26449.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $5000000.00        | $17758.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $4800000.00        | $16520.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $723.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1437943.00        | $14776.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $250000.00         | $898.36            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $800000.00         | $100299.17         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $1595000.00        | $16401.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1535000.00        | $23448.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1000000.00        | $43812.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $106304.00         | $16806.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $4203551.00        | $3932948.80        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $200000.00         | $2612.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $300000.00         | $3239.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $38000.00          | $24121.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $21000.00          | $18208.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $19000.00          | $17229.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $17000.00          | $10624.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $937000.00         | $812475.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $30000.00          | $19682.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $9000.00           | $498.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1300000.00        | $10303.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $60000.00          | $6735.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $10000.00          | $4014.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $6000.00           | $3713.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $14058656.00       | $14272745.90       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $100000.00         | $71.97             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $10444.00          | $1465.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $85000.00          | $45307.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $36004747.00       | $33124299.75       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2000.00           | $201.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $9000.00           | $7299.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $350000.00         | $764.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $80000.00          | $14756.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $379051.00         | $21676.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $18000.00          | $10996.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $320000.00         | $814.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $5321000.00        | $5316755.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $3000.00           | $291.05            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $14000.00          | $5197.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $2500000.00        | $6525.41           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $500000.00         | $2832.07           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $2880000.00        | $7242.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $7400000.00        | $342280.29         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $1500000.00        | $968.65            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $27000.00          | $1208.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $72476.00          | $11574.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $95000.00          | $621.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $124581.00         | $12846.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1940000.00        | $20511.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $9436000.00        | $9486505.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $500000.00         | $5513.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $9931613.00        | $8875598.07        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1000000.00        | $30018.31          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $73000.00          | $8943.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $68000.00          | $14589.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $16379200.00       | $16653032.92       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5420.00           | $5402.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $73000.00          | $24380.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $5000.00           | $1125.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $100000.00         | $6555.17           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $240000.00         | $17018.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $128042.00         | $11124.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $27000.00          | $24476.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $25000.00          | $16154.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $105000.00         | $16721.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1000000.00        | $10271.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1076000.00        | $21288.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $190000.00         | $37174.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $86000.00          | $11062.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $40000.00          | $37904.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $1000000.00        | $8137.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $60332.00          | $114.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $29098.00          | $29601.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $28000.00          | $20227.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $6000.00           | $1548.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $500000.00         | $26918.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $21000.00          | $19850.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $60000.00          | $9661.64           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $800000.00         | $8400.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $18000.00          | $385.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $115000.00         | $14454.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $12483.00          | $78.39             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $12389888.00       | $11687850.98       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $650000.00         | $7230.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1700000.00        | $14304.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $50000.00          | $21229.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $144000.00         | $6079.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $11000000.00       | $10797215.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $328127.00         | $24273.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $113000.00         | $6128.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1742020.00        | $6913.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $3484255.00        | $17905.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $25000.00          | $3049.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $3000.00           | $479.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $47000.00          | $1057.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $10213693.00       | $170091.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $83000.00          | $3197.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $300000.00         | $3016.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $25000.00          | $625.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $44000.00          | $6416.46           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1000.00           | $127.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $12320000.00       | $12404022.40       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $36116.00          | $24124.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1000000.00        | $2134.17           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $25278.00          | $16678.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $4000000.00        | $6184.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $37000.00          | $23622.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $8000.00           | $7484.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $100117195.00      | $99108547.60       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $45000.00          | $1564.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $100000.00         | $8145.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $400000.00         | $1232.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $1578112.00        | $1652612.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $181000.00         | $24944.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $235000.00         | $25152.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $15000.00          | $10225.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $78000.00          | $14772.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $200000.00         | $3130.61           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $250000.00         | $538.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4000.00           | $3314.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $21000.00          | $13705.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $28871000.00       | $28993182.07       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | N/A      | N/A     | $160000.00         | $47853.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $25000.00          | $873.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $145000.00         | $22454.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $46869.00          | $38900.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $15000000.00       | $5040.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $84000.00          | $8342.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $65000.00          | $14725.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $20000.00          | $15247.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $12000.00          | $8929.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $2000.00           | $1290.69           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $425000.00         | $24930.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $4536000.00        | $15747.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $20000.00          | $17026.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $77874.00          | $23886.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $600000.00         | $6002.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $6000.00           | $3874.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $23000.00          | $14889.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1100000.00        | $14153.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $28288.00          | $26366.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $23058000.00       | $23160100.82       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-10-01      | N/A      | N/A     | $130000.00         | $43685.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $6000.00           | $3416.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $1200000.00        | $9323.69           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $7188600.00        | $7640990.58        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $39830.00          | $31091.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $9000.00           | $1492.70           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $250000.00         | $1723.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $104000.00         | $10107.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $93523.00          | $21968.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $23472655.00       | $199145.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $500000.00         | $1965.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1000.00           | $577.54            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2000.00           | $1386.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $60000.00          | $8362.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $105000.00         | $9068.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3057002.00        | $2799260.88        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $717991.00         | $41445.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $391100.00         | $24108.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $415000.00         | $3880.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $379303.00         | $2581.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $11000.00          | $1401.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $45000.00          | $6565.64           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $3879743.00        | $760.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $76643.00          | $6580.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $29000.00          | $2198.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $1240000.00        | $13473.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $24486.00          | $9828.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $1235737.00        | $9265.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $51000.00          | $6448.59           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $52936.00          | $8820.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1100000.00        | $47162.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $2000.00           | $259.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $32000.00          | $4601.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1049287.00        | $24235.71          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $100000.00         | $6409.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $163000.00         | $41820.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $6558645.00        | $13239.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $6000.00           | $922.17            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1000.00           | $191.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $68000.00          | $6109.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $51000.00          | $15449.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $140000.00         | $2292.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $6617000.00        | $6491453.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3000.00           | $2527.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $2703640.00        | $2677813.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $131191.00         | $18330.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $8000.00           | $285.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $1110.00           | $0.07              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $19000.00          | $8581.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $61075.00          | $8079.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $296000.00         | $4517.10           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $100000.00         | $25042.71          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $31621.00          | $14803.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1000.00           | $1023.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $649354.00         | $1918.64           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $1397000.00        | $8301.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $169000.00         | $14534.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10406.00          | $10039.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $40066000.00       | $39271624.76       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $2000000.00        | $17475.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $141000.00         | $6401.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $21000.00          | $12836.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $1000.00           | $58.94             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $39039.00          | $36400.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3000.00           | $2375.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1049.00           | $968.84            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $75.12             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $1000000.00        | $7382.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $174000.00         | $13354.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $100000.00         | $20774.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $14000.00          | $1387.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2261665.00        | $351.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $49000000.00       | $4352.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1008.00           | $796.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $2000.00           | $345.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $100000.00         | $14211.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $320000.00         | $20843.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $215000.00         | $1270.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $4000.00           | $651.32            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $2500000.00        | $25417.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $500000.00         | $588.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $4000.00           | $1948.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $46000.00          | $20278.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $200000.00         | $1178.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $300000.00         | $20496.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $33878000.00       | $34254384.58       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $32020.00          | $20461.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $2000.00           | $170.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1030000.00        | $12246.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $60000.00          | $14.91             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $841298.00         | $22755.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1000000.00        | $20107.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $1666000.00        | $94791.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $9750000.00        | $9599109.63        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $55000.00          | $6489.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $4000.00           | $605.28            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $1655000.00        | $2580.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $43000.00          | $36159.25          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $126000.00         | $7261.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1120000.00        | $787539.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $63000.00          | $4847.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $500000.00         | $388671.02         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $57000.00          | $5665.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $11435350.00       | $1331451.15        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $40000.00          | $9437.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $3500000.00        | $12480.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $2200000.00        | $3089.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $30000.00          | $21049.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $10965672.00       | $10073995.69       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $125000.00         | $22451.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $45000.00          | $4004.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $22000.00          | $21594.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $20931.00          | $17250.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $1975000.00        | $33222.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $13000.00          | $9774.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $28000.00          | $20305.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $130000.00         | $20049.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $96000.00          | $21270.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $155000.00         | $14830.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $10000.00          | $7835.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1374209.00        | $26012.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $13223.00          | $4401.17           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $38345000.00       | $37997926.64       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $9453.00           | $7593.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $3007674.00        | $7903.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $36339109.00       | $2429.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $100000.00         | $16228.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $30000.00          | $20036.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $28738.00          | $20471.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $56000.00          | $13747.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $463477.00         | $16678.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $28597.00          | $26629.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $763563.00         | $16264.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $500000.00         | $3441.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1039084.00        | $16700.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $145000.00         | $6423.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $29000.00          | $24587.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $106869.00         | $9859.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000000.00        | $5244.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $10000.00          | $7461.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3647673.00        | $3487154.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $50709.00          | $14249.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $200000.00         | $21840.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $7000.00           | $92.91             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $44001.00          | $39185.71          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $13000.00          | $174.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $8600000.00        | $13259.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $35000.00          | $21779.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $30000.00          | $19276.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $87002.00          | $10279.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $225000.00         | $21531.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $200000.00         | $22294.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $52264.00          | $590.17            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $4000.00           | $334.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $73000.00          | $7358.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $1000.00           | $164.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $40000.00          | $23573.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $70000.00          | $14133.19          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $83003.00          | $8882.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $3163.00           | $184.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $208709.00         | $11636.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $523000.00         | $1896.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $26979.00          | $19435.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $63425250.00       | $64567306.17       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1500000.00        | $12147.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $780000.00         | $13723.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $283993.00         | $19398.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $104000.00         | $41877.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $25000.00          | $832.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $271000.00         | $19068.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $22334.00          | $3363.73           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $115.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1481750.00        | $1555738.22        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $8000.00           | $1743.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $590000.00         | $69684.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $1000.00           | $1045.46           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1001910.00        | $1045022.19        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $7000.00           | $752.11            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5000.00           | $3692.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $50000.00          | $37.39             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $12000.00          | $6449.07           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $100000.00         | $10160.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $25079.00          | $5739.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $105000.00         | $14937.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $8000.00           | $6647.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $2000.00           | $389.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $8000.00           | $5710.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $30000.00          | $582.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $11000.00          | $8561.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $600000.00         | $136.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $900000.00         | $43589.19          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $250000.00         | $17672.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $284075.00         | $17526.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $11000.00          | $9025.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $94000.00          | $9275.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1000.00           | $1018.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $18000.00          | $13129.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $111000.00         | $22820.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $49718.00          | $33947.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $2000.00           | $1708.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $25000.00          | $12137.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $1000000.00        | $26024.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $14000.00          | $1725.31           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-15      | N/A      | N/A     | $2000.00           | $1167.61           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $31000.00          | $21754.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $800000.00         | $11212.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $30000.00          | $18454.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $33000.00          | $24205.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $11000.00          | $7024.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $71000.00          | $11379.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $7182057.00        | $6702702.32        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $125000.00         | $1730.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $150000.00         | $14780.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1012.00           | $882.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3300000.00        | $46863.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $380000.00         | $9273.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $5000.00           | $4604.35           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $16860.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1000000.00        | $10834.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $3053000.00        | $3132284.37        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $7000000.00        | $49693.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1050000.00        | $26876.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $6000.00           | $5005.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $405515.00         | $5620.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $55992704.00       | $56968974.14       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $6000.00           | $3877.23           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $24000.00          | $22748.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $175000.00         | $48018.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $6000000.00        | $20491.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $2000000.00        | $11321.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $100000.00         | $14415.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2500000.00        | $13631.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $25000.00          | $3904.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $7255565.00        | $16761.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $9000.00           | $731.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $3000.00           | $2496.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $22556000.00       | $22526898.99       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2025-11-25      | N/A      | N/A     | $20000000.00       | $2833.76           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $2000.00           | $179.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $169000.00         | $18586.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $283000.00         | $34009.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $1000.00           | $13.21             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $43457.00          | $38053.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $6000.00           | $5661.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $175000.00         | $17995.52          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $63364340.00       | $63363495.16       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $63000.00          | $7068.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $75000.00          | $23831.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $350000.00         | $24558.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $4827117.00        | $63096.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $54000.00          | $742.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $2000000.00        | $4709.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $3000.00           | $328.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $133000.00         | $373.11            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $33000.00          | $7207.50           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $572973.00         | $17129.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $9000.00           | $993.73            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2747640.00        | $2582437.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $15000.00          | $9425.31           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $509669.00         | $3054.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $100000.00         | $5996.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $8713432.00        | $20186.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $100000.00         | $23234.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $4756.00           | $4858.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $17000.00          | $1790.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $500000.00         | $2791.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $2000000.00        | $26400.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2379578.00        | $18746.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $199000.00         | $14053.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $125000.00         | $5904.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $45000.00          | $354.29            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $282000.00         | $19879.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $3323278.00        | $57800.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $38000.00          | $6202.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $18000.00          | $9665.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $29000.00          | $21854.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1000.00           | $93.97             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2000.00           | $1366.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $900585.00         | $11048.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $179401.00         | $21128.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $28000.00          | $7036.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $26412.00          | $21526.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $300000.00         | $3722.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $34260.00          | $25059.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $387000.00         | $318560.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $40000.00          | $7108.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $202940.00         | $14976.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $50276.00          | $24182.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $27000.00          | $22123.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $791.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $30000.00          | $22127.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $50000.00          | $415.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $26099.00          | $5630.10           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $3619490.00        | $36815.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $520000.00         | $13587.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $775000.00         | $22801.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $290000.00         | $5066.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $8420.00           | $7231.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $25000.00          | $16281.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1140000.00        | $18404.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $39425.00          | $23263.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $35000.00          | $20600.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $31332.00          | $10434.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $25000.00          | $19182.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $3600000.00        | $10742.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $100000.00         | $9780.63           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $1000.00           | $34.85             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $54000.00          | $3654.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $800000.00         | $13336.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $190000.00         | $21638.56          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $104001.00         | $35247.52          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1500000.00        | $21007.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $34000.00          | $20769.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $251000.00         | $14936.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2323000.00        | $25756.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $400000.00         | $10204.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $790000.00         | $4703.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1137083.00        | $1005428.32        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $43000.00          | $4759.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $51000.00          | $15674.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $2000.00           | $1268.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $1040000.00        | $152773.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $1000.00           | $120.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $12000000.00       | $13534.25          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $17000.00          | $13782.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3900.00           | $3087.14           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $11000.00          | $7301.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $321.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $531070.00         | $18051.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $29070.00          | $22377.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $227000.00         | $23466.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $23000.00          | $2776.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $96000.00          | $7216.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $10000.00          | $1259.50           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4000.00           | $3773.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $620000.00         | $15646.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $75000.00          | $439.02            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $335000.00         | $30796.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $34000.00          | $20634.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $13084467.00       | $205391.66         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10444.00          | $1540.44           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $150000.00         | $38865.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $5000.00           | $183.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $168113.00         | $5141.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $19836.00          | $12485.41          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $974576.00         | $914635.68         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $2000.00           | $278.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $19000.00          | $17618.52          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14631.00          | $13532.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $10000.00          | $6363.04           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1000.00           | $788.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $165000.00         | $23995.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $147000.00         | $20548.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2000.00           | $27.08             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $15000.00          | $11493.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $38000.00          | $4072.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $110000.00         | $2504.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $30000.00          | $21724.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $523236.00         | $24819.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $15000.00          | $10870.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $250000.00         | $523.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $40000.00          | $22624.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $6000.00           | $5086.08           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $223000.00         | $14298.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $31000.00          | $28136.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3380111.00        | $22344.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $285000.00         | $987.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $1325000.00        | $8149.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $32000.00          | $20167.61          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $300000.00         | $3772.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $73109.00          | $13037.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $15000.00          | $2081.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $9250962.00        | $6067.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $22000.00          | $19641.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $200000.00         | $22453.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $415013.00         | $364254.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $38000.00          | $24647.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $209000.00         | $20438.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $59000.00          | $5717.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1000.00           | $106.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $500000.00         | $929.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $13000.00          | $2072.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $100000.00         | $47505.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $550000.00         | $2494.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $8400000.00        | $81870.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $49991808.00       | $50013354.47       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $2300000.00        | $18411.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $10000.00          | $541.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $4521155.00        | $4468219.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $48951000.00       | $43748.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $57651.00          | $4522.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $40866526.00       | $40591589.62       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $712952.00         | $5819.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $25000.00          | $12509.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $2000.00           | $192.22            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $880000.00         | $14660.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $30000.00          | $22684.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $234000.00         | $24368.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $40000.00          | $20470.52          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $158000.00         | $13741.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $638196.00         | $12840.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $63000.00          | $5663.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $33200.00          | $17107.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $18136000.00       | $18251036.65       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $9000.00           | $61.23             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1635707.00        | $1586509.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $33000.00          | $6972.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $10599.00          | $5336.14           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $7000.00           | $5303.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $2000.00           | $259.90            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $3000.00           | $236.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $15000.00          | $9601.30           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $2333913.00        | $16505.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $15000.00          | $1380.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $10000000.00       | $8379938.07        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1000000.00        | $19134.19          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $35000.00          | $873.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $22000.00          | $15894.39          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $3000.00           | $2124.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $3795000.00        | $28043.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $120000.00         | $455.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $9000.00           | $667.51            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $13000.00          | $8114.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1000000.00        | $3044.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $34237.00          | $21505.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $8813.00           | $214.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $1315.71           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $162000.00         | $1052.35           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $5788263.00        | $5457848.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $4492553.00        | $11154.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $33361.00          | $26780.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16000.00          | $11460.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $34898.00          | $281.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $60000.00          | $16362.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $3250000.00        | $92330.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $6001000.00        | $6159342.39        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $11000.00          | $1700.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $500000.00         | $3670.74           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $2000.00           | $1034.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $800000.00         | $4233.46           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $12307.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $200000.00         | $434.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1000.00           | $89.64             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $50004.00          | $12236.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $35000.00          | $7923.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $81014000.00       | $81110460.70       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $420000.00         | $6299.53           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $33000.00          | $11404.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $393119.00         | $19496.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $10000.00          | $7618.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $45000.00          | $21889.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $224559.00         | $31.79             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $24000.00          | $15889.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $67559.00          | $8788.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $30000.00          | $3889.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $14000.00          | $1279.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $6000.00           | $1073.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $500000.00         | $23317.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $491391.00         | $8475.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $155000.00         | $31352.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $7750000.00        | $12125.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $300000.00         | $845.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $110000.00         | $17070.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $187.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $20000000.00       | $586812.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $60000.00          | $19308.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $54455.00          | $1.75              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $779.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $29752.00          | $22619.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $4000000.00        | $12614.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $5000.00           | $2838.18           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $81000.00          | $19162.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $200000.00         | $2304.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $186000.00         | $4470.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $45000.00          | $6075.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $10000.00          | $8000.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-10-15      | N/A      | N/A     | $11000000.00       | $39215.53          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1150.00           | $1150.42           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $4000.00           | $3467.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1500000.00        | $34114.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $285000.00         | $15481.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $5000.00           | $470.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $3630000.00        | $1992148.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $290000.00         | $550.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $500000.00         | $22345.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $125000.00         | $19439.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $8000.00           | $5738.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $8000.00           | $5239.03           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $37000.00          | $20673.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $63000.00          | $57652.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $250000.00         | $151.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $900000.00         | $267836.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $18000.00          | $5129.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $410000.00         | $3482.53           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $18000.00          | $9253.96           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $13675000.00       | $13524862.18       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $300000.00         | $24956.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $6000.00           | $678.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $922.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $60000.00          | $310.54            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $1200000.00        | $2142.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $50000.00          | $8380.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $57000.00          | $15477.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $62000.00          | $48730.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1400000.00        | $7972.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $930000.00         | $11175.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $250000.00         | $8874.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $12000.00          | $8898.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1200000.00        | $18491.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $16193.00          | $13305.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $35000.00          | $20920.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $65000.00          | $5994.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $10000.00          | $729.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $33000.00          | $29574.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1000.00           | $173.05            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $60000.00          | $45461.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $500000.00         | $25845.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $486000.00         | $22528.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $83605.00          | $16420.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $61000.00          | $18311.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $7000.00           | $5997.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $1000.00           | $143.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $1520524.00        | $18385.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $20000.00          | $19163.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $50000.00          | $3482.15           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $4000.00           | $380.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $165000.00         | $352.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $10400000.00       | $288191.41         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $2500000.00        | $3118.76           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $66006.00          | $41449.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $417811.00         | $2680.07           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $250000.00         | $143.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $25000.00          | $16647.14          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $198000.00         | $10811.61          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $24000.00          | $3770.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $3000.00           | $996.75            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $28000.00          | $21440.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $60000.00          | $17028.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $3000.00           | $327.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $12000.00          | $995.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $14000.00          | $11421.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $41000.00          | $7133.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $1786870.00        | $16912.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $73000.00          | $9808.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $19000.00          | $11284.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $250000.00         | $2256.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $1000.00           | $118.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $92889.00          | $19519.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $155000.00         | $6472.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $60000.00          | $112.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $500000.00         | $8019.74           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2000000.00        | $14810.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $37000.00          | $6289.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $286000.00         | $44502.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $1034.00           | $1038.04           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $25000.00          | $18105.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2004.00           | $1419.84           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $160000.00         | $39761.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $250000.00         | $2985.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $133000.00         | $21300.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $833014.00         | $11018.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $37000.00          | $22686.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $175.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $18000.00          | $13383.52          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2300000.00        | $18131.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $1200000.00        | $14567.72          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $5201.00           | $75.36             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $10000.00          | $765.05            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $20483000.00       | $67601.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $100000.00         | $16740.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $110000.00         | $130.65            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1000.00           | $109.81            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $400000.00         | $41340.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $51000.00          | $38821.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1249596.00        | $1035409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $35000.00          | $203.77            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $5230.00           | $76.53             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $13000.00          | $1239.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $150690.00         | $41654.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $800000.00         | $17341.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $230000.00         | $5779.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $24000.00          | $10311.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $28445.00          | $16419.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $10000.00          | $9196.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $9000.00           | $2182.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $350000.00         | $927.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $170000.00         | $23600.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $4500000.00        | $35343.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $225000.00         | $10261.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $10445.00          | $1.45              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $200000.00         | $1934.04           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $713000.00         | $29907.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1700000.00        | $3483.04           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $7000.00           | $6164.44           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $6000.00           | $5264.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $125001.00         | $6903.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $2000.00           | $1895.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $5000.00           | $212.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $41000.00          | $4407.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $87000.00          | $22557.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $45000.00          | $15647.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $3000000.00        | $117204.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $52861.00          | $14097.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $100000.00         | $1031.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $35000.00          | $25698.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $250000.00         | $455.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $1300000.00        | $22381.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $1375000.00        | $25460.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $483884.00         | $2206.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $625000.00         | $3446.72           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $24999.00          | $14122.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $6000.00           | $887.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $990000.00         | $3071.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $20000.00          | $6012.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $30646.00          | $25451.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2000.00           | $1505.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $608224.00         | $9221.29           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $31000.00          | $22695.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $50000.00          | $10410.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $12000.00          | $8011.32           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $600000.00         | $21841.60          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1000.00           | $115.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $19000.00          | $728.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $22000.00          | $20120.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $22000.00          | $16754.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $8300000.00        | $8198944.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $84000.00          | $6210.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $33000.00          | $20878.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2000000.00        | $8289.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $45000.00          | $35277.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $423000.00         | $882.24            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $3550000.00        | $5103.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $75000.00          | $24559.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $12000.00          | $252.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $3200000.00        | $10300.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $150335.00         | $15666.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $39188.00          | $9565.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $672178.00         | $19816.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $15000000.00       | $1380149.25        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $30000.00          | $13006.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $8000.00           | $1382.53           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1000.00           | $122.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $175000.00         | $3483.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2000.00           | $1430.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $235000.00         | $2382.73           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $260000.00         | $132.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $61000.00          | $46889.42          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $25000.00          | $14447.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $109014.00         | $14138.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $147000.00         | $16484.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $62000.00          | $9805.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $113000.00         | $12226.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $237706.00         | $24496.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $3070000.00        | $22371.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $474931.00         | $28541.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $64000.00          | $567.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $53069139.00       | $50420097.69       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $698019.00         | $452052.95         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $170000.00         | $950.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $5997045.00        | $6215971.45        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $35000.00          | $20547.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $200000.00         | $14454.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $2000000.00        | $6648.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $155000.00         | $1251.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $42000.00          | $3584.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1600000.00        | $80985.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $80000.00          | $949.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $149300.00         | $18293.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $300000.00         | $921.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $30989.00          | $21040.54          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $121176.00         | $18045.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7792.00           | $7922.27           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $154000.00         | $13007.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $9000.00           | $8776.18           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $6845618.00        | $6141573.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $11000.00          | $9291.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $4000.00           | $2948.05           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $20000.00          | $14847.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $55828.00          | $4320.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $15158.00          | $10535.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5000.00           | $692.17            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $861059.00         | $14521.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $43000.00          | $9353.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $600000.00         | $2728.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $21000.00          | $16798.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $5500000.00        | $2499.41           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $694000.00         | $23824.28          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $2000.00           | $135.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $50.41             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $175000.00         | $18443.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $11000.00          | $8522.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $194000.00         | $8470.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $10000.00          | $0.77              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $215000.00         | $11097.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $1410995.00        | $11406.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $4000.00           | $47.69             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $35000.00          | $31817.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $12315887.00       | $8782.43           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1500000.00        | $3132.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $113000.00         | $13642.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $2000.00           | $1218.60           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $1000000.00        | $23630.42          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $21881000.00       | $22550317.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1000000.00        | $6002.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $30000.00          | $12842.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $5615752.00        | $12557.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2300000.00        | $12316.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $64000.00          | $5432.09           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $109000.00         | $9543.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $14023.00          | $9637.28           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $989450.00         | $843215.23         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $18000.00          | $15067.39          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $31015.00          | $29868.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $223797.00         | $13957.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $300000.00         | $389.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $9000.00           | $7971.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $17880.48          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $132040.00         | $17834.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $856.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1000.00           | $101.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $140000.00         | $25019.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $6330000.00        | $6506554.25        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $2718.00           | $8.35              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $24000.00          | $1568.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $2000000.00        | $2572.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $153171.00         | $42023.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $130000.00         | $15121.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $2000000.00        | $11458.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $775000.00         | $48905.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $31332.00          | $4938.25           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $3000.00           | $2640.60           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $767000.00         | $798026.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3000.00           | $236.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $4900000.00        | $33054.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $14000.00          | $5211.35           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $1674000.00        | $13970.53          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $5000.00           | $153.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $84001.00          | $6184.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $5000.00           | $432.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1795183.00        | $1703002.05        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $153000.00         | $27400.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $177000.00         | $7504.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $1000.00           | $118.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $23000.00          | $14017.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $91715.00          | $16753.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $799088.00         | $9402.70           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $30892.00          | $23540.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $24001.00          | $17675.52          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2000000.00        | $1446992.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $338550.00         | $21410.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $18000.00          | $3161.05           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $29000.00          | $20247.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $12000.00          | $1551.92           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $3000.00           | $366.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $23000.00          | $16157.31          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $25000.00          | $5240.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $4536840.00        | $3400936.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $64000.00          | $17927.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $2000.00           | $1167.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $8000000.00        | $8535.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $48000.00          | $3814.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $300000.00         | $5619.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $25125000.00       | $25724574.63       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1055000.00        | $38831.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $292000.00         | $24922.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $100000.00         | $33376.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $60000.00          | $341.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2084226.00        | $1957740.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1350000.00        | $4682.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $760002.00         | $23366.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $5600000.00        | $3314.57           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $26000.00          | $14032.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $3738000.00        | $3765514.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7000.00           | $750.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $166000.00         | $15586.16          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $920000.00         | $6479.17           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $2239.00           | $1274.52           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $196997.00         | $34562.33          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $2000.00           | $7.09              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $69000.00          | $33631.46          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-08-20      | N/A      | N/A     | $1000.00           | $559.15            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-15      | N/A      | N/A     | $1000.00           | $1046.57           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $1000.00           | $186.90            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-01-15      | N/A      | N/A     | $2000.00           | $2016.34           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $3000.00           | $3170.03           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2408.00           | $2456.45           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3035640.00        | $2940832.18        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $10793312.00       | $10962943.11       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2703.00           | $2641.18           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $17572128.00       | $17496121.14       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $2692.00           | $108.09            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3138320.00        | $3339374.40        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $1000.00           | $1051.34           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $54001.00          | $30530.61          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $87000.00          | $49819.34          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $6000.00           | $457.30            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $2000.00           | $940.40            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-06-15      | N/A      | N/A     | $3182300.00        | $3194396.06        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $1001.00           | $36.08             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $9176128.00        | $26578.64          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $1000.00           | $653.23            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $6000.00           | $2885.52           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-06-15      | N/A      | N/A     | $1000.00           | $1052.13           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $1001.00           | $16.75             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-03-20      | N/A      | N/A     | $1000.00           | $25.88             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $1111.00           | $1038.17           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $1001.00           | $39.81             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $199902.00         | $27979.05          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1024.70           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $19500000.00       | $19981036.28       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2059-12-15      | N/A      | N/A     | $2745100.00        | $2745981.92        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-07-15      | N/A      | N/A     | $1000.00           | $135.26            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-06-15      | N/A      | N/A     | $1000.00           | $999.56            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $2000.00           | $15.16             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $6000.00           | $6308.04           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $388000.00         | $26574.63          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $50000.00          | $51527.08          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $7000.00           | $258.81            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $136998.00         | $48494.97          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1001.00           | $171.57            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $2000.00           | $73.55             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $50000.00          | $51608.98          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-08-15      | N/A      | N/A     | $42932.00          | $29803.48          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $1016.46           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $12663.00          | $4105.12           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $397000.00         | $35779.89          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2066-07-15      | N/A      | N/A     | $50000.00          | $51311.12          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1070.00           | $607.99            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $30996.00          | $30990.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-05-15      | N/A      | N/A     | $2000.00           | $59.64             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $1000.00           | $45.65             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $8605024.00        | $9235660.21        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2059-11-15      | N/A      | N/A     | $1000.00           | $983.23            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $175577.00         | $181358.71         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $1000.00           | $73.05             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1000.00           | $1037.42           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $1000.00           | $53.47             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $9975000.00        | $28999.96          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1000.00           | $952.86            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1000.00           | $934.65            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $1000.00           | $6.53              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $1054055.00        | $41983.25          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1007.00           | $1018.16           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1006.04           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $10416176.00       | $10484614.70       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-06-15      | N/A      | N/A     | $1000.00           | $292.28            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $1000.00           | $7.98              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $60041.00          | $38449.83          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1002.00           | $1052.43           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $2449000.00        | $2485046.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $1000.00           | $10.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $1000.00           | $77.88             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $4005.00           | $490.51            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $1074.00           | $202.02            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $1000.00           | $1063.49           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $1728000.00        | $1847935.98        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $1048.47           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1073.53           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1000.00           | $969.71            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $1000.00           | $335.84            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $1000.00           | $70.75             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1000.00           | $853.26            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $2303.00           | $70.47             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $2000.00           | $1348.43           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $1001.00           | $67.48             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $1000.00           | $316.94            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1001.00           | $1041.91           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1000.00           | $764.01            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1040.00           | $676.91            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1002.00           | $1045.79           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $6003.00           | $142.73            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $4000.00           | $2696.84           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $1024.00           | $479.86            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1177.00           | $1142.09           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000.00           | $42.31             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $2493000.00        | $2638170.65        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $1425.00           | $69.93             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1000.00           | $994.45            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $1000.00           | $67.13             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $53970.00          | $36758.94          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $1002.00           | $13.34             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $1000.00           | $12.46             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1013.98           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1000.00           | $687.75            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3757888.00        | $3934946.52        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1000.00           | $89.93             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $5000.00           | $5474.97           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1060.00           | $1092.55           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $1000.00           | $29.75             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1056.56           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $1000.00           | $43.42             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $1085.00           | $830.30            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2063-04-15      | N/A      | N/A     | $2300000.00        | $2279334.74        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $1024.00           | $921.26            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $44312.00          | $25934.09          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $264743.00         | $48199.81          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $1000.00           | $51.24             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1002.00           | $1043.94           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $75250.00          | $31483.93          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $1000.00           | $64.67             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-01-15      | N/A      | N/A     | $1000.00           | $973.49            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $2025.00           | $138.07            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1019.00           | $1033.10           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-07-15      | N/A      | N/A     | $6000.00           | $4594.13           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-09-15      | N/A      | N/A     | $1000.00           | $1002.94           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $7382.00           | $7677.41           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1048122.00        | $1043986.97        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $1000.00           | $67.40             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1024994.00        | $1068194.12        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $47999.00          | $29307.88          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1001.00           | $339.24            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $4000.00           | $226.87            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $8837000.00        | $9324205.14        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $3224998.00        | $33440.31          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $2000.00           | $1573.90           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1000.00           | $33.21             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-12-15      | N/A      | N/A     | $1000.00           | $532.89            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $1000.00           | $82.69             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $5044.00           | $161.08            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $1000.00           | $122.03            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $1000.00           | $741.36            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $2056.00           | $1666.64           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $1001.00           | $15.69             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $41000.00          | $40071.62          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3974500.00        | $3936444.36        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $1000.00           | $84.84             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $10829.00          | $10763.05          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $2000.00           | $43.02             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $50000.00          | $52427.55          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $1012.27           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $329000.00         | $240251.55         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $1000.00           | $89.35             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3716544.00        | $3889990.15        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $2000.00           | $53.26             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $50000.00          | $51568.98          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $215543.00         | $28153.28          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $2080.00           | $491.40            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $60000.00          | $42329.36          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1055.00           | $1084.29           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $2000.00           | $33.36             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2057-04-15      | N/A      | N/A     | $2769.00           | $2550.54           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $2000.00           | $150.03            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $7000.00           | $999.67            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1045.60           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $1024.00           | $6.96              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $6000.00           | $3422.64           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $38000.00          | $30644.24          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $1000.00           | $1035.61           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1938.00           | $1920.64           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2615448.00        | $2719011.89        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $2000.00           | $233.84            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $2000.00           | $975.97            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $1008.00           | $45.88             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $1000.00           | $703.32            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1000.00           | $1061.97           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2017.00           | $1905.33           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $1000.00           | $853.94            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $2000.00           | $1470.45           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $3352085.00        | $35005.37          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $846.09            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $1000.00           | $445.50            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2001.00           | $2122.49           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $1000.00           | $435.33            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $1000.00           | $21.26             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $60984.00          | $697.85            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-10-15      | N/A      | N/A     | $191286.00         | $199786.11         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $1000.00           | $16.36             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2087.00           | $2118.22           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-10-20      | N/A      | N/A     | $1000.00           | $87.43             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $1071794.00        | $1019959.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1000.00           | $843.32            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2059-07-15      | N/A      | N/A     | $164122.00         | $173165.26         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-08-20      | N/A      | N/A     | $6000.00           | $1008.90           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $979.27            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1045.00           | $638.04            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $8000.00           | $8410.73           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1000.00           | $309.32            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6369520.00        | $6706314.74        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5784346.00        | $5889469.81        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2059-03-15      | N/A      | N/A     | $1000.00           | $1036.69           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2029408.00        | $2020263.46        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1052.53           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $330099.00         | $316177.98         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-02-15      | N/A      | N/A     | $1000.00           | $1055.12           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $1008.00           | $10.91             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $1042.00           | $121.15            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $2005.00           | $2073.10           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1036.93           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1614602.00        | $1666335.46        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1023.98           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $9850.00           | $822.89            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $1000.00           | $54.87             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1031.77           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1000.00           | $692.28            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-05-15      | N/A      | N/A     | $4308600.00        | $4151311.72        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $1000.00           | $3.84              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $1000.00           | $117.55            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $1000.00           | $5.61              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $2000.00           | $1528.76           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $1000.00           | $124.11            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1019.10           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-07-15      | N/A      | N/A     | $7795800.00        | $7630753.72        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2063-05-20      | N/A      | N/A     | $1000.00           | $1014.74           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1000.00           | $1011.05           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $1000.00           | $51.06             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1005.00           | $978.26            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $1000.00           | $60.80             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1000.00           | $827.13            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1000.00           | $12.42             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1010.00           | $1030.32           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $998000.00         | $768751.06         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $1000.00           | $98.78             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $1000.00           | $783.22            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $1924238.00        | $45609.06          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $1000.00           | $94.28             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1025.00           | $970.59            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $225546.00         | $29900.79          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-05-15      | N/A      | N/A     | $3001.00           | $385.43            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1180486.00        | $1229853.34        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $1000.00           | $108.23            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1041.00           | $1050.60           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1008.00           | $1025.97           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1000.00           | $1015.49           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1010.00           | $1048.54           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $21520.00          | $1906.16           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-02-15      | N/A      | N/A     | $50000.00          | $53087.26          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $1990167.00        | $2069800.88        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1020.12           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1000.00           | $1044.82           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $1042.67           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $1001.00           | $29.08             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3000.00           | $3165.31           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $28435.00          | $29883.72          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $5039.00           | $2150.57           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $1002.00           | $13.01             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $56000.00          | $40076.44          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1064.67           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $1000.00           | $49.19             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $1024.00           | $798.93            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1000.00           | $538.03            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $3000.00           | $62.62             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1008.00           | $1041.69           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $32708.00          | $31094.07          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $2000.00           | $361.58            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1000.00           | $17.22             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $728911.00         | $753473.75         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1584014.00        | $1580802.75        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2058-02-15      | N/A      | N/A     | $4010.00           | $3948.39           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $1000.00           | $1102.85           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $350000.00         | $341369.84         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1000.00           | $386.27            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1004.00           | $1055.34           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1000.00           | $989.54            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1561562.00        | $1628435.58        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $1000.00           | $11.21             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $30235.00          | $15678.38          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-12-20      | N/A      | N/A     | $6000.00           | $653.52            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $50000.00          | $28040.65          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $312000.00         | $27637.90          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2067-03-15      | N/A      | N/A     | $27880.00          | $29262.43          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $218000.00         | $29457.06          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1024.00           | $955.14            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $1000.00           | $69.85             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $1005.00           | $9.86              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1000.00           | $796.30            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $1000.00           | $63.15             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $1000.00           | $33.76             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $408976.00         | $425366.60         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1000.00           | $669.39            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $1008.00           | $22.15             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $5000.00           | $2976.73           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $1000.00           | $210.05            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $1000.00           | $16.94             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $2000.00           | $96.67             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $1070.00           | $743.66            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $1000.00           | $137.47            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1000.00           | $1020.71           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $2000.00           | $2123.94           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $2418299.00        | $2577213.79        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $48000.00          | $25404.83          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1000.00           | $183.36            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $1000.00           | $12.69             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1024.00           | $797.36            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1006.00           | $1016.42           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $1000.00           | $7.43              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1043.88           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $40000.00          | $29044.96          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $944.10            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $1000.00           | $117.20            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $1086.00           | $408.13            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $50000.00          | $51608.98          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1001.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2063-03-15      | N/A      | N/A     | $1008.00           | $880.65            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1051.55           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $1000.00           | $1014.58           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $1648.00           | $1024.95           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2057-12-15      | N/A      | N/A     | $11400.00          | $10556.67          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1010.00           | $719.43            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $3107.00           | $1060.62           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $1000.00           | $1038.22           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $1000.00           | $468.25            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1000.00           | $331.88            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $1000.00           | $707.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-11-20      | N/A      | N/A     | $2000.00           | $217.83            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1004.00           | $1020.41           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $15742799.00       | $10762774.81       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $1000.00           | $42.77             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $1000.00           | $11.98             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2066-12-15      | N/A      | N/A     | $1000.00           | $1038.12           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1002.00           | $1028.63           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $1024.00           | $382.69            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $6875.00           | $27.18             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $1000.00           | $997.11            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $1000.00           | $31.78             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2063-07-15      | N/A      | N/A     | $14590.00          | $12442.53          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $1001.00           | $49.09             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $72847.00          | $5526.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $1223.00           | $556.31            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1008.00           | $1052.58           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $1000.00           | $9.94              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3684524.00        | $3844876.06        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $1110.00           | $945.76            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $1000.00           | $28.23             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1000.00           | $1043.19           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-02-15      | N/A      | N/A     | $1000.00           | $125.34            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $1000.00           | $33.37             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $1087950.00        | $15556.84          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $1000.00           | $54.39             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2064-11-15      | N/A      | N/A     | $32784.00          | $33044.29          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $50000.00          | $52354.30          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $283000.00         | $28919.42          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $1000.00           | $1002.34           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $1072.00           | $507.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $309000.00         | $28256.21          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $51000.00          | $53776.19          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2403925.00        | $2519048.17        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1000.00           | $1036.93           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1001.00           | $1053.94           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1024.00           | $2.75              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $6004.00           | $5735.99           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1682716.00        | $1763295.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1001.00           | $1048.94           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1008.00           | $1011.41           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1006.00           | $1014.67           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $1000.00           | $71.37             | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYAN9703  | 2033-07-01      | N/A      | N/A     | $2387000.00        | $2301751.48        | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY AUTH | 2062-03-15      | N/A      | N/A     | $85000.00          | $12475.03          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2063-09-15      | N/A      | N/A     | $85000.00          | $11525.83          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2050-09-15      | N/A      | N/A     | $85000.00          | $22884.13          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2056-09-15      | N/A      | N/A     | $85000.00          | $16674.71          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2054-09-15      | N/A      | N/A     | $85000.00          | $18530.34          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2060-09-15      | N/A      | N/A     | $85000.00          | $13502.34          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2055-09-15      | N/A      | N/A     | $85000.00          | $17578.08          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2038-09-15      | N/A      | N/A     | $85000.00          | $46345.40          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2047-09-15      | N/A      | N/A     | $85000.00          | $27272.25          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2062-09-15      | N/A      | N/A     | $85000.00          | $12150.24          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2043-09-15      | N/A      | N/A     | $85000.00          | $33630.00          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2051-03-15      | N/A      | N/A     | $85000.00          | $22288.36          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2044-09-15      | N/A      | N/A     | $85000.00          | $31888.60          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2045-03-15      | N/A      | N/A     | $85000.00          | $31061.55          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2056-03-15      | N/A      | N/A     | $85000.00          | $17120.45          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2041-03-15      | N/A      | N/A     | $83000.00          | $37386.52          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2030-05-01      | N/A      | N/A     | $2000.00           | $2342.57           | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2047-03-15      | N/A      | N/A     | $85000.00          | $28045.67          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2038-03-15      | N/A      | N/A     | $85000.00          | $47814.20          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2064-03-15      | N/A      | N/A     | $85000.00          | $11225.78          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2039-09-15      | N/A      | N/A     | $85000.00          | $44796.53          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2037-09-15      | N/A      | N/A     | $85000.00          | $49016.10          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2049-09-15      | N/A      | N/A     | $85000.00          | $24123.85          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2048-09-15      | N/A      | N/A     | $85000.00          | $25430.73          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2038-06-15      | N/A      | N/A     | $32000.00          | $35495.29          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2063-03-15      | N/A      | N/A     | $85000.00          | $11833.87          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2065-03-15      | N/A      | N/A     | $85000.00          | $10648.89          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $4000.00           | $3373.92           | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2055-03-15      | N/A      | N/A     | $85000.00          | $18047.97          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2044-03-15      | N/A      | N/A     | $85000.00          | $32768.86          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2052-03-15      | N/A      | N/A     | $85000.00          | $21137.80          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2042-09-15      | N/A      | N/A     | $85000.00          | $35420.86          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2051-09-15      | N/A      | N/A     | $85000.00          | $21708.07          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2061-09-15      | N/A      | N/A     | $85000.00          | $12808.48          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2061-03-15      | N/A      | N/A     | $85000.00          | $13150.86          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2045-09-15      | N/A      | N/A     | $85000.00          | $30283.80          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2046-09-15      | N/A      | N/A     | $85000.00          | $28782.70          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2060-03-15      | N/A      | N/A     | $85000.00          | $13863.25          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2058-03-15      | N/A      | N/A     | $85000.00          | $15406.00          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2048-03-15      | N/A      | N/A     | $85000.00          | $25994.70          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2059-09-15      | N/A      | N/A     | $85000.00          | $14233.85          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2057-09-15      | N/A      | N/A     | $85000.00          | $15817.82          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2040-09-15      | N/A      | N/A     | $85000.00          | $39293.63          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $85000.00          | $10371.62          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2057-03-15      | N/A      | N/A     | $73000.00          | $13947.82          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2053-03-15      | N/A      | N/A     | $85000.00          | $20056.43          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2058-09-15      | N/A      | N/A     | $85000.00          | $15004.97          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2050-03-15      | N/A      | N/A     | $85000.00          | $23495.79          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2052-09-15      | N/A      | N/A     | $85000.00          | $20592.53          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2059-03-15      | N/A      | N/A     | $85000.00          | $14614.31          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2042-03-15      | N/A      | N/A     | $85000.00          | $36351.70          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2049-03-15      | N/A      | N/A     | $85000.00          | $24768.66          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2064-09-15      | N/A      | N/A     | $85000.00          | $10933.47          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2043-03-15      | N/A      | N/A     | $85000.00          | $34513.82          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $84000.00          | $10249.60          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2031-09-15      | N/A      | N/A     | $19000.00          | $14819.32          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2046-03-15      | N/A      | N/A     | $85000.00          | $29522.20          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2054-03-15      | N/A      | N/A     | $85000.00          | $19025.72          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2039-03-15      | N/A      | N/A     | $85000.00          | $45302.45          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2053-09-15      | N/A      | N/A     | $85000.00          | $19534.28          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2040-03-15      | N/A      | N/A     | $85000.00          | $40326.29          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2041-09-15      | N/A      | N/A     | $83000.00          | $36429.20          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $88300.00          | $43663.03          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $0.91              | $0.50              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $205668300.00      | $210454984.89      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $1.00              | $0.27              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $0.13              | $0.05              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $1800.00           | $734.62            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $155700.00         | $46185.76          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $228236000.00      | $211730969.77      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $1.00              | $0.27              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $254065300.00      | $231551676.25      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $0.66              | $0.17              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $305222800.00      | $242674475.28      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $0.58              | $0.30              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $259888500.00      | $179038405.17      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $573.00            | $159.11            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $0.11              | $0.04              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $78319900.00       | $81574394.06       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $39500.00          | $16317.49          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $100367.00         | $37018.66          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $93000.00          | $42074.97          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $1.00              | $0.27              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $19000.00          | $8738.63           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $89451.00          | $42402.10          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $0.94              | $0.37              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $0.98              | $0.34              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $139600.00         | $45596.57          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $4200.00           | $2046.51           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $0.23              | $0.15              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $16000.00          | $7464.08           | U.S. Treasuries (including strips)  |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16CB7
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3190055.00        | $2875546.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3026502.00        | $3046899.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $4093000.00        | $3835096.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5234250.00        | $4855157.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3133474.00        | $2359709.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2385851.00        | $2437555.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $18784375.00       | $18322226.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1550922.00        | $1648633.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1646722.00        | $1531462.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1882310.00        | $1705145.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1728370.00        | $1293679.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $22493158.00       | $21725667.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2497391.00        | $2519925.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $4758192.00        | $4573350.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $5388897.00        | $5053059.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2101693.00        | $1796115.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1696683.00        | $1714000.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $34525560.00       | $30707586.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2684153.00        | $2597095.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3924398.00        | $3899657.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3442140.00        | $3341082.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $10908883.00       | $9851543.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1222999.00        | $1151074.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $66000.00          | $57744.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $56354569.00       | $51172224.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $7893425.00        | $7957477.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4579183.00        | $4269828.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $380590.00         | $372951.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $672704.00         | $419557.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3289735.00        | $3064978.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4304618.00        | $4326303.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $8570828.00        | $7083744.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-25      | N/A      | N/A     | $1123590.00        | $854647.92         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1034501.00        | $910498.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $8078142.00        | $6700171.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1420671.00        | $1411215.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3004434.00        | $3086706.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $9502249.00        | $9642372.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $27448067.00       | $23205841.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1346389.00        | $1232096.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $587123.00         | $590370.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1278032.00        | $1233452.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $6681548.00        | $6113541.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $375452.00         | $382874.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1827341.00        | $1751256.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $10596240.00       | $9954928.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $7436632.00        | $7471830.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $18497205.00       | $17255397.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1820616.00        | $1812270.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1192050.00        | $1123294.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $520000.00         | $466814.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $17304734.00       | $15777568.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9407908.00        | $6846366.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $3065024.00        | $3091056.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $709000.00         | $704093.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $136839327.00      | $127937776.24      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $133436.00         | $116302.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1157594.00        | $1124472.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $11800986.00       | $11528261.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4558992.00        | $4760951.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2835608.00        | $2676107.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2802500.00        | $2886725.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $24948107.00       | $22163909.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $10499932.00       | $9483640.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1877507.00        | $1775197.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $8010000.00        | $7684273.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $21159220.00       | $20345824.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $820852.00         | $732872.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $8000000.00        | $4594647.86        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $5155996.00        | $5339118.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2171343.00        | $2146510.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $835879.00         | $726042.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1144139.00        | $892631.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $29725485.00       | $29004534.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $900000.00         | $855705.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $11522613.00       | $11397206.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $350000.00         | $337794.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1018225.00        | $967285.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1071500.00        | $1070766.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $80000.00          | $77193.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $49700.00          | $28611.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1754700.00        | $1679217.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $98452875.00       | $95520162.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1708064.00        | $1802884.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $6248134.00        | $5963344.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2294134.00        | $2351833.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $3520260.00        | $3474622.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $50937986.00       | $50916181.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2159739.00        | $2235035.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $60728.00          | $51717.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $14547644.00       | $14471054.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2647219.00        | $2404881.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1884831.00        | $1783447.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $107488.00         | $102200.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $7920781.00        | $6688092.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $76556653.00       | $72045353.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $197837.00         | $183369.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1622528.00        | $1561683.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2113100.00        | $2175391.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4886448.00        | $4569258.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1953149.00        | $1973272.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $14817471.00       | $12166707.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $8449078.00        | $7698429.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $5643535.00        | $4697395.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000923.00        | $1043207.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | N/A      | N/A     | $33781.00          | $26498.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $38076611.00       | $37039682.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2308183.00        | $2378882.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1289076.00        | $1332264.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $8567767.00        | $8080107.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $34917120.00       | $33954501.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $484332.00         | $481686.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $324280.00         | $335156.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1168902.00        | $1232369.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $5563371.00        | $5559454.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $5377484.00        | $5426624.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $643393.00         | $578406.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $12857380.00       | $12707638.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $9047861.00        | $8635279.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $36923601.00       | $32643465.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1518532.00        | $1418875.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $55935832.00       | $51565359.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $67566332.00       | $55109825.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1794250.00        | $1855464.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3155043.00        | $3130801.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $84000.00          | $78793.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $692000.00         | $656490.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1227390.00        | $1272095.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $13557633.00       | $13067371.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3690272.00        | $3678173.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1071586.00        | $872565.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2634947.00        | $2365291.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1435949.00        | $780617.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1015052.00        | $1008861.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $190409230.00      | $180258103.04      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $90845.00          | $82672.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1007057.00        | $1014370.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3948032.00        | $3901083.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2694586.00        | $2729592.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1420452.00        | $1400890.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1155704.00        | $1223939.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4724663.00        | $4524597.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2011657.00        | $1990204.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $6719355.00        | $5946661.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2398662.00        | $2456773.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $13108245.00       | $13330023.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3717946.00        | $3440607.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $3000000.00        | $2271564.13        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $11293990.00       | $11587484.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3263525.00        | $2925342.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $200000.00         | $193232.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2053500.00        | $2072599.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4192155.00        | $4110983.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1506520.00        | $1430919.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $96561.00          | $89391.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $50000000.00       | $49169263.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1460000.00        | $1414747.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $27728706.00       | $26124761.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2542724.00        | $2534416.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $74883.00          | $72324.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1391083.00        | $784509.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2614918.00        | $2490292.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $108790196.00      | $106969640.67      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2750131.00        | $2635712.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1014206.00        | $1050834.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3821964.00        | $3782287.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1078796.00        | $1136457.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $17610059.00       | $17196311.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1491746.00        | $1205699.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $10086332.00       | $9384810.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1104212.00        | $1149607.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1645132.00        | $1748647.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1402385.00        | $1081978.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1050336.00        | $1092062.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1887614.00        | $1730696.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3158999.00        | $3184854.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $7570303.00        | $7562872.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2831588.00        | $2937805.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2362711.00        | $2147812.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2152645.00        | $1983708.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $25492956.00       | $24575279.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $31681193.00       | $30304103.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2157350.00        | $2175923.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $374538.00         | $381944.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1021792.00        | $1072593.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $4842323.00        | $2343858.03        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $9600000.00        | $8274289.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $810699.00         | $717472.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1122744.00        | $1183534.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3235998.00        | $3360520.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $591029.00         | $577227.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $23369.00          | $19825.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $5659689.00        | $5385667.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1071579.00        | $1074679.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $25626897.00       | $25211172.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $39160958.00       | $37150806.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $4231256.00        | $4027914.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $399658.00         | $403969.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1147697.00        | $1049594.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $487000.00         | $471298.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $310000.00         | $298901.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $3105838.00        | $3152165.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1686861.00        | $1492968.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $315056.00         | $236725.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $17430957.00       | $17096520.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $3978621.00        | $4053722.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $19314470.00       | $18198387.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $255000.00         | $251902.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1861918.00        | $1758368.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $37266480.00       | $35560218.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $3880942.00        | $3533828.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $206573747.00      | $189717536.96      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $333822.00         | $241663.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1491925.00        | $1341053.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $471208.00         | $475001.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $13255594.00       | $13205541.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $497805.00         | $446850.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $17349743.00       | $16332360.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2696840.00        | $2425568.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $305625.00         | $251066.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $358709.00         | $360291.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $55190.00          | $53475.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2213017.00        | $2105911.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $971.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $56525.00          | $53840.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2097837.00        | $1852029.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $338076.00         | $327592.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5069000.00        | $5019849.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $22454485.00       | $19576787.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2961660.00        | $2585207.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $60032167.00       | $47152989.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $516846.00         | $449971.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $10407746.00       | $9978040.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4088440.00        | $3913591.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $820843.00         | $825267.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $69738.00          | $67683.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1571822.00        | $1115028.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2086666.00        | $1957664.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $139000.00         | $129957.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $300000.00         | $272296.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4381937.00        | $4094550.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1074427.00        | $1011085.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $7160555.00        | $6797969.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $40002000.00       | $35759844.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $685235.00         | $610125.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1092205.00        | $1136855.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1934690.00        | $1833726.76        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16CV3
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $161434.00         | $114526.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $122078.00         | $96266.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4242562.00        | $4033375.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3842683.00        | $3918747.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1595919.00        | $1658310.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2469629.00        | $2503371.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1400000.00        | $1336265.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $70000.00          | $61789.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4070342.00        | $4118302.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1539767.00        | $1613907.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1002209.00        | $1011299.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $13280802.00       | $13167424.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $15536739.00       | $15380885.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $22917529.00       | $22202274.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $25588849.00       | $26008659.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1841019.00        | $1799763.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2281465.00        | $2282496.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $7347928.00        | $7128945.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3198363.00        | $3265185.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1292114.00        | $1293337.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5380000.00        | $4881941.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2320000.00        | $2338818.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $1059.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2423595.00        | $2526072.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $3086096.00        | $3333575.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2343383.00        | $2437108.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1961655.00        | $1635358.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $13170727.00       | $12892446.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $300000.00         | $286471.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4201677.00        | $3654410.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1908171.00        | $1999030.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2689595.00        | $2029324.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1023108.00        | $1033704.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $16598929.00       | $16405992.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $6692521.00        | $6567789.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $613202.00         | $614927.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1491725.00        | $913991.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $19531815.00       | $18326342.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1936559.00        | $1840840.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1026628.00        | $1068222.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1941757.00        | $1841980.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $100125.00         | $90939.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1192800.00        | $1207816.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1082315.00        | $1128706.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2906747.00        | $2859243.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6696608.00        | $6699406.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $39742914.00       | $38219989.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2305654.00        | $2409919.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $60510.00          | $61073.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $7275085.00        | $7251746.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3500000.00        | $3315248.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4037308.00        | $3794753.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $353538.00         | $362295.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $19998008.00       | $20034115.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $25077108.00       | $22356024.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1210000.00        | $1233013.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $24239044.00       | $24881511.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1537311.00        | $1359043.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $47884110.00       | $48555333.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1468090.00        | $1544187.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $617000.00         | $593818.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $17183020.00       | $17176823.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1637309.00        | $1655075.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1058723.00        | $1046377.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $26635279.00       | $27016101.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1134703.00        | $1109911.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5118232.00        | $4716838.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1038237.00        | $1062389.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2262603.00        | $2363443.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1900033.00        | $1838902.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3981084.00        | $3677053.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $491951.00         | $502845.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $8874292.00        | $8660120.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $276566.00         | $280569.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $9077000.00        | $8772597.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3537483.00        | $2874906.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4959987.00        | $4504631.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5533728.00        | $5601492.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $16841185.00       | $16645765.02       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1526992.00        | $1562421.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4497339.00        | $4197037.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1326476.00        | $1139606.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $37362216.00       | $37408270.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $60817.00          | $58165.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1098428.00        | $1134270.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2865000.00        | $2825345.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $33837784.00       | $33048314.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $59906346.00       | $59090725.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1929663.00        | $1789416.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1023913.00        | $1038616.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1158570.00        | $1137629.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5775222.00        | $5399852.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $56913287.00       | $57393369.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1313625.00        | $1357519.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $18450377.00       | $18306513.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2050000.00        | $1984105.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $360000.00         | $348385.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1104758.00        | $1152562.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $53383576.00       | $49659956.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1166734.00        | $1175261.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $58167.00          | $59555.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $18840850.00       | $18339380.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1043369.00        | $1066180.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $9438395.00        | $8884224.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $137603189.00      | $131300247.15      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1081639.00        | $1060023.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $554379.00         | $533248.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $87768579.00       | $86643823.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2590597.00        | $2633799.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $542611.00         | $547800.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1434849.00        | $1440191.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $100384.00         | $94981.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $8621725.00        | $8573260.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $17994556.00       | $18451729.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $20587005.00       | $20548135.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1115289.00        | $1141300.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1462081.00        | $995519.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $9096953.00        | $9176754.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2483146.00        | $2520177.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $28288110.00       | $26339858.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1179000.00        | $1161066.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2037000.00        | $1419746.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1760573.00        | $1852371.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $31861736.00       | $31324903.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $52984000.00       | $51445631.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3372180.00        | $3522007.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $38909462.00       | $38808666.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1020650.00        | $905928.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3702451.00        | $3868027.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1547420.00        | $1664298.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3015020.00        | $3057852.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4065484.00        | $4030701.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $13470314.00       | $13655896.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1357317.00        | $1416390.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1755730.00        | $1786210.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $308632.00         | $286003.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2002857.00        | $1590861.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $27379031.00       | $26673352.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $31479341.00       | $31221627.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $11791371.00       | $10669516.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1413657.00        | $1397490.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $9775000.00        | $9511618.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1200547.00        | $1275937.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $200000.00         | $190041.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1267041.00        | $1278297.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $378622.00         | $382362.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1259985.00        | $1058042.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8199431.00        | $7344148.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1516535.00        | $1580251.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3569997.00        | $3786254.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $132407.00         | $119851.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $27440947.00       | $28827279.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $221038.00         | $197265.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $32692633.00       | $31319920.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $17696582.00       | $17619208.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1198534.00        | $1219844.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $155167763.00      | $147175417.82      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1640000.00        | $1536973.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2629773.00        | $2696930.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $540618.00         | $538956.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $130769.00         | $131656.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1120875.00        | $1120955.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $461640.00         | $466553.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $20875304.00       | $21196654.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $24974731.00       | $23804232.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1093357.00        | $1139991.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1017601.00        | $956627.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $77008.00          | $78778.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1115000.00        | $1115258.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $11455366.00       | $11455771.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2552605.00        | $1863345.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $13389648.00       | $13556287.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $14924181.00       | $13864605.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3619750.00        | $3346803.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1125366.00        | $1132597.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6769277.00        | $5804374.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5052898.00        | $4843954.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4256712.00        | $3549637.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $26575245.00       | $26654587.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $119139733.00      | $115610252.39      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $431250.00         | $394363.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1009306.00        | $951824.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1021533.00        | $988091.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $391345.00         | $303176.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $4432270.00        | $4498212.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $630776.00         | $625529.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $8548780.00        | $7543678.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $29744586.00       | $29099899.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $154966173.00      | $156059253.55      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $30451238.00       | $25960787.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $33080397.00       | $31421247.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $800000.00         | $677648.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $22073265.00       | $22024896.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3426956.00        | $3463162.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $100000000.00      | $95990791.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4752889.00        | $4454010.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $32318091.00       | $31988923.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2835156.00        | $2869505.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3005201.00        | $2971253.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $41149138.00       | $39081731.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2567975.00        | $2473920.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $70995.00          | $70888.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $147353707.00      | $137227269.02      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5258670.00        | $5332355.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7187964.00        | $7318758.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $34584146.00       | $32641857.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $266900011.00      | $249967458.30      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $28717.00          | $27402.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $12704147.00       | $12133208.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-25      | N/A      | N/A     | $14567518.00       | $14583414.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $12280476.00       | $12438689.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $9634162.00        | $9165405.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $63150.00          | $61167.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $438000.00         | $448130.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1306442.00        | $1206491.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $146435986.00      | $138954879.61      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $26352339.00       | $25950716.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $87550754.00       | $88873805.09       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16D00
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2040-09-25      | N/A      | N/A     | $37429279.00       | $25725538.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-25      | N/A      | N/A     | $750000.00         | $759486.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | N/A      | N/A     | $5000000.00        | $193082.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-04-15      | N/A      | N/A     | $100000.00         | $89689.25          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-15      | N/A      | N/A     | $5480000.00        | $59141.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | N/A      | N/A     | $27000000.00       | $2132433.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-08-27      | N/A      | N/A     | $440000.00         | $104033.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-01-15      | N/A      | N/A     | $16278596.00       | $12662274.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-15      | N/A      | N/A     | $7000000.00        | $10098866.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | N/A      | N/A     | $745000.00         | $706661.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-15      | N/A      | N/A     | $600000.00         | $462954.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | N/A      | N/A     | $49999916.00       | $152806.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $9700000.00        | $11984870.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | N/A      | N/A     | $916000.00         | $433929.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | N/A      | N/A     | $2000000.00        | $124696.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | N/A      | N/A     | $425000.00         | $321278.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | N/A      | N/A     | $2500000.00        | $77363.71          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | N/A      | N/A     | $5000000.00        | $142081.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-15      | N/A      | N/A     | $1130609.00        | $1174141.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-25      | N/A      | N/A     | $20000000.00       | $1027032.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2061-11-25      | N/A      | N/A     | $811000.00         | $517163.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | N/A      | N/A     | $801843.00         | $835304.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $5242254.00        | $319695.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | N/A      | N/A     | $5000000.00        | $581099.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | N/A      | N/A     | $200000.00         | $100941.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $3069000.00        | $547556.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | N/A      | N/A     | $697952.00         | $600587.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-15      | N/A      | N/A     | $1800000.00        | $1169373.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-03-25      | N/A      | N/A     | $12070000.00       | $10305500.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-03-15      | N/A      | N/A     | $17488018.00       | $22914711.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | N/A      | N/A     | $5000000.00        | $116361.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | N/A      | N/A     | $8600000.00        | $130163.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2060-04-26      | N/A      | N/A     | $24119682.00       | $21465930.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | N/A      | N/A     | $40001307.00       | $39526269.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $1042250.00        | $1961486.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | N/A      | N/A     | $6996828.00        | $8339905.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | N/A      | N/A     | $2525000.00        | $335433.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-15      | N/A      | N/A     | $7757242.00        | $465282.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | N/A      | N/A     | $815000.00         | $1027238.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2058-03-25      | N/A      | N/A     | $170648630.00      | $45371896.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | N/A      | N/A     | $3300000.00        | $4505567.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-15      | N/A      | N/A     | $1681475.00        | $818042.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | N/A      | N/A     | $42435077.00       | $29866217.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $600000.00         | $435751.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-08-25      | N/A      | N/A     | $27584994.00       | $21818157.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | N/A      | N/A     | $200000.00         | $280717.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-09-25      | N/A      | N/A     | $11000000.00       | $281832.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $5000000.00        | $1203251.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-08-15      | N/A      | N/A     | $10765979.00       | $8402476.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | N/A      | N/A     | $2109000.00        | $446536.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | N/A      | N/A     | $6754810.00        | $1530242.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | N/A      | N/A     | $19732994.00       | $331785.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | N/A      | N/A     | $19276270.00       | $2702014.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | N/A      | N/A     | $4275000.00        | $139045.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | N/A      | N/A     | $104020844.00      | $104176258.08      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-01-15      | N/A      | N/A     | $430928.00         | $362151.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $4333000.00        | $4198235.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2058-03-25      | N/A      | N/A     | $2000000.00        | $542462.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | N/A      | N/A     | $251256.00         | $516272.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $705675.00         | $255360.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | N/A      | N/A     | $85816885.00       | $10493803.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | N/A      | N/A     | $7330469.00        | $4267305.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | N/A      | N/A     | $2410376.00        | $1799921.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2058-03-25      | N/A      | N/A     | $2098636.00        | $1422969.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-25      | N/A      | N/A     | $590000.00         | $282455.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-25      | N/A      | N/A     | $48500000.00       | $49178272.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $400000.00         | $272491.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $20000000.00       | $1813738.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $4400000.00        | $4083479.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-11-15      | N/A      | N/A     | $200000.00         | $231039.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | N/A      | N/A     | $200000.00         | $127242.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $16142.00          | $15402.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $4500000.00        | $3456062.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $17699000.00       | $16386351.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | N/A      | N/A     | $4755149.00        | $5767266.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | N/A      | N/A     | $3336000.00        | $1942441.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | N/A      | N/A     | $576675.00         | $450777.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2061-05-25      | N/A      | N/A     | $67081488.00       | $58044784.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $600000.00         | $469487.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-25      | N/A      | N/A     | $4712842.00        | $2767581.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | N/A      | N/A     | $9372897.00        | $3064297.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-15      | N/A      | N/A     | $8200000.00        | $7993220.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-02-15      | N/A      | N/A     | $2652181.00        | $2681359.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | N/A      | N/A     | $5000000.00        | $178171.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $6843000.00        | $4630057.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | N/A      | N/A     | $1200000.00        | $109626.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | N/A      | N/A     | $3596428.00        | $2268904.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | N/A      | N/A     | $26660365.00       | $14534208.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | N/A      | N/A     | $7138000.00        | $98601.78          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-08-25      | N/A      | N/A     | $185985661.00      | $184143132.12      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-15      | N/A      | N/A     | $1467300.00        | $663246.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-08-15      | N/A      | N/A     | $10000000.00       | $11120111.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | N/A      | N/A     | $41001146.00       | $39094237.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $1010000.00        | $704642.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | N/A      | N/A     | $6000000.00        | $869535.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-09-15      | N/A      | N/A     | $20100000.00       | $19211547.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | N/A      | N/A     | $2179551.00        | $1954322.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | N/A      | N/A     | $44950000.00       | $11650872.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | N/A      | N/A     | $400000.00         | $188044.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $200000.00         | $96642.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-25      | N/A      | N/A     | $28179274.00       | $23338051.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | N/A      | N/A     | $7803333.00        | $257040.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | N/A      | N/A     | $1000000.00        | $835350.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | N/A      | N/A     | $1383000.00        | $432212.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2058-07-25      | N/A      | N/A     | $16245000.00       | $4473180.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-15      | N/A      | N/A     | $5085051.00        | $3623960.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-06-25      | N/A      | N/A     | $7251555.00        | $1387472.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-07-15      | N/A      | N/A     | $5585606.00        | $1274184.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-25      | N/A      | N/A     | $1079002.00        | $402481.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | N/A      | N/A     | $6169049.00        | $5979156.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | N/A      | N/A     | $10000000.00       | $184922.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | N/A      | N/A     | $315841.00         | $275165.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | N/A      | N/A     | $67717997.00       | $24477439.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $500000.00         | $395858.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | N/A      | N/A     | $1000000.00        | $122660.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-25      | N/A      | N/A     | $706000.00         | $1103763.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $800000.00         | $500100.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | N/A      | N/A     | $25000000.00       | $661770.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $4762443.00        | $633441.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | N/A      | N/A     | $15000000.00       | $185771.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $1069000.00        | $962552.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $473750.00         | $483295.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | N/A      | N/A     | $1000000.00        | $1417132.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $52998599.00       | $52946049.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | N/A      | N/A     | $5000000.00        | $165817.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | N/A      | N/A     | $300000.00         | $101642.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | N/A      | N/A     | $581389.00         | $330005.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | N/A      | N/A     | $7670000.00        | $440379.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $2650000.00        | $354531.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $400000.00         | $192217.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | N/A      | N/A     | $1686630.00        | $96496.05          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | N/A      | N/A     | $728000.00         | $680040.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $11301774.00       | $6928201.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $20000000.00       | $1484051.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $48593361.00       | $40046105.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | N/A      | N/A     | $1111370.00        | $246563.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $13400000.00       | $839318.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | N/A      | N/A     | $5400000.00        | $568530.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $3600873.00        | $3419357.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $50000000.00       | $41053495.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-04-25      | N/A      | N/A     | $45553000.00       | $624884.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | N/A      | N/A     | $1100000.00        | $276304.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $3285000.00        | $410009.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $17000000.00       | $13127004.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-02-25      | N/A      | N/A     | $368167214.00      | $247414.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | N/A      | N/A     | $300000.00         | $288798.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $15900000.00       | $1031117.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $82973505.00       | $81481849.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $1000000.00        | $861219.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | N/A      | N/A     | $400000.00         | $218815.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $35000000.00       | $4112942.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $159808252.00      | $154944032.68      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $4050259.00        | $3954839.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $15950000.00       | $1846851.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $6137784.00        | $1347708.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | N/A      | N/A     | $1772500.00        | $115963.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | N/A      | N/A     | $2632400.00        | $1348416.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $4200000.00        | $5991489.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $500000.00         | $450991.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $827026.00         | $785546.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $1700000.00        | $209623.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $9550000.00        | $861983.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | N/A      | N/A     | $7000000.00        | $164856.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-11-25      | N/A      | N/A     | $499769752.00      | $251526.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-01-19      | N/A      | N/A     | $8675000.00        | $53868.48          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-25      | N/A      | N/A     | $14987810.00       | $14769294.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $56145425.00       | $1169018.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $43019231.00       | $40062864.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $2941990.00        | $2949811.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $400000.00         | $262459.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $10982332.00       | $10883146.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | N/A      | N/A     | $591200.00         | $567718.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-25      | N/A      | N/A     | $250000.00         | $153064.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $10693072.00       | $9244459.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | N/A      | N/A     | $6233043.00        | $5053835.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | N/A      | N/A     | $10000000.00       | $4754614.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $29530986.00       | $29760128.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-25      | N/A      | N/A     | $500000.00         | $95406.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $10500000.00       | $618966.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $2927900.00        | $2827454.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | N/A      | N/A     | $23529588.00       | $137086.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $120728.00         | $92378.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | N/A      | N/A     | $2543000.00        | $167726.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $750000.00         | $665542.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | N/A      | N/A     | $3110000.00        | $131212.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | N/A      | N/A     | $2000000.00        | $78048.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $100000.00         | $117794.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $3467702.00        | $3541558.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $13982404.00       | $14074139.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-25      | N/A      | N/A     | $5795858.00        | $5669752.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $4995000.00        | $4147919.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1000.00           | $943.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-25      | N/A      | N/A     | $307200.00         | $265669.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | N/A      | N/A     | $300000.00         | $274976.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $20000000.00       | $16500343.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $94949195.00       | $71316491.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | N/A      | N/A     | $14567275.00       | $680500.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $7282458.00        | $6366662.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | N/A      | N/A     | $330000.00         | $208403.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | N/A      | N/A     | $2000000.00        | $135377.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | N/A      | N/A     | $64028.00          | $189182.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | N/A      | N/A     | $29974000.00       | $1564397.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $7020000.00        | $6541995.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | N/A      | N/A     | $7471000.00        | $542321.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $1500000.00        | $1336526.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $21400011.00       | $20871518.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | N/A      | N/A     | $9100000.00        | $358226.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $2383381.00        | $205991.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $456758813.00      | $61031.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | N/A      | N/A     | $200000.00         | $65829.88          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | N/A      | N/A     | $16751000.00       | $358203.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-25      | N/A      | N/A     | $2700000.00        | $1768600.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $4500000.00        | $4641802.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | N/A      | N/A     | $18735000.00       | $438175.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2057-01-25      | N/A      | N/A     | $12523773.00       | $8204240.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $8590985.00        | $5938570.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | N/A      | N/A     | $429479.00         | $452818.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | N/A      | N/A     | $2138000.00        | $73568.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $50000000.00       | $38533271.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $9338155.00        | $4722623.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $6500000.00        | $5634192.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $1512860.00        | $1549152.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | N/A      | N/A     | $266300.00         | $74225.80          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | N/A      | N/A     | $15349123.00       | $979803.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $3668228.00        | $3515617.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $29037735.00       | $28584189.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $17255000.00       | $12167075.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | N/A      | N/A     | $800000.00         | $367240.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $25831876.00       | $1338979.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | N/A      | N/A     | $8396666.00        | $1620827.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $8625000.00        | $167253.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-02-25      | N/A      | N/A     | $3586000.00        | $3179783.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $37178187.00       | $36393955.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | N/A      | N/A     | $7839341.00        | $7012535.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | N/A      | N/A     | $1856125.00        | $1762052.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | N/A      | N/A     | $1000000.00        | $775753.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | N/A      | N/A     | $2929158.00        | $1715716.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $8400000.00        | $7631929.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-06-25      | N/A      | N/A     | $241942303.00      | $187680.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $414956.00         | $409238.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | N/A      | N/A     | $5250000.00        | $458096.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-25      | N/A      | N/A     | $25000000.00       | $24730700.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | N/A      | N/A     | $2000000.00        | $64307.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $17249487.00       | $16852932.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $553680.00         | $513428.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | N/A      | N/A     | $970000.00         | $142587.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | N/A      | N/A     | $9250000.00        | $3078816.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $1000000.00        | $552753.31         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-07-25      | N/A      | N/A     | $25484465.00       | $17593244.48       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-08-26      | N/A      | N/A     | $146209403.00      | $47607694.58       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2059-11-25      | N/A      | N/A     | $23031469.00       | $16018793.59       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-08-26      | N/A      | N/A     | $645795.00         | $229338.54         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-07-25      | N/A      | N/A     | $635000.00         | $224256.23         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-08-26      | N/A      | N/A     | $30457168.00       | $21040340.90       | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRT SERIES 2 | 2060-09-25      | N/A      | N/A     | $1314975.00        | $476901.74         | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRTT SERIES  | 2059-08-25      | N/A      | N/A     | $29953806.00       | $22228909.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $27654438.00       | $28017004.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $25000000.00       | $25376897.22       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16DO8
- **C.18 - Value (incl. sponsor support):** $3900000000.00
- **C.18.a - Value (excl. sponsor support):** $3900000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2033-12-25      | N/A      | N/A     | $1419848.00        | $1502254.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-02-25      | N/A      | N/A     | $1161858.00        | $1218108.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-09-25      | N/A      | N/A     | $8715289.00        | $8661771.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-12-15      | N/A      | N/A     | $671343.00         | $105684.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $2500000.00        | $70870.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $625678.00         | $57571.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $4850000.00        | $90639.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $35572540.00       | $122489.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $2634000.00        | $234874.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $925000.00         | $101568.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $1460955.00        | $589298.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $2194856.00        | $53812.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-15      | N/A      | N/A     | $2120939.00        | $160156.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $270787718.00      | $23250693.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $4177601.00        | $351965.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $413000.00         | $159260.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $1855650.00        | $203933.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $178990489.00      | $16540644.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $9300000.00        | $918660.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $350000.00         | $209351.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $11173448.00       | $9375388.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $1153419.00        | $762877.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $2982500.00        | $284455.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1274948.00        | $1474307.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $6000000.00        | $130589.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | N/A      | N/A     | $11831548.00       | $347510.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-16      | N/A      | N/A     | $1900000.00        | $465829.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $141106196.00      | $269169.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $1153703.00        | $51841.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $8299197.00        | $72647.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $16010000.00       | $3269489.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $321530.00         | $82699.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $705496.00         | $375293.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $10000000.00       | $237204.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $34697000.00       | $16814327.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $62563.00          | $68710.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $51369863.00       | $2668730.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | N/A      | N/A     | $3095137.00        | $116315.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-15      | N/A      | N/A     | $1081541.00        | $264332.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $895733.00         | $122149.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $18845528.00       | $18369696.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $6753469.00        | $613734.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $875196.00         | $60034.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $1325000.00        | $52279.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $1719895.00        | $110176.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $1122352.00        | $181597.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | N/A      | N/A     | $607377.00         | $113675.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $37106456.00       | $491267.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $6091865.00        | $4318839.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $20360460.00       | $58974.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | N/A      | N/A     | $5286052.00        | $100227.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $1446927.00        | $101084.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | N/A      | N/A     | $2361476.00        | $163933.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $5970487.00        | $131573.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25002459.00       | $179729.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $5877630.00        | $518449.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $114105612.00      | $5724045.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $1600000.00        | $80122.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $22361970.00       | $159875.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $14687000.00       | $1586684.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $231634.00         | $90760.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $582011.00         | $580839.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $3688325.00        | $237229.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $2283135.00        | $135965.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | N/A      | N/A     | $1250000.00        | $120528.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $505781.00         | $99685.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $1475000.00        | $183061.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1274796.00        | $1541596.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $5591990.00        | $109890.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $234035.00         | $93084.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | N/A      | N/A     | $621470.00         | $74812.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $1000426.00        | $66735.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $4410048.00        | $4301121.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $19970415.00       | $262331.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $50000000.00       | $37284628.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $100000000.00      | $86864442.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $1014765.00        | $69950.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $1605292.00        | $89079.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $62195023.00       | $47871675.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $3795000.00        | $270277.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $133507.00         | $68251.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $1000000.00        | $236234.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $17804076.00       | $239698.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $14441613.00       | $14341672.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-15      | N/A      | N/A     | $3440566.00        | $243506.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $87130000.00       | $125323.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | N/A      | N/A     | $500000.00         | $53296.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $64779672.00       | $8278420.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | N/A      | N/A     | $10023515.00       | $540133.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $785981.00         | $95603.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $5078350.00        | $1010723.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $3082656.00        | $82675.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $2549421.00        | $316320.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $137000.00         | $76869.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | N/A      | N/A     | $5051991.00        | $640472.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $69000000.00       | $5601777.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $3636973.00        | $212678.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | N/A      | N/A     | $814833.00         | $271398.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $6202429.00        | $134868.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $2199000.00        | $71473.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $140398446.00      | $5853529.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $14494873.00       | $56692.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $1397000.00        | $103037.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $85062.00          | $65080.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $1206957.00        | $214935.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1363636.00        | $873504.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | N/A      | N/A     | $1614668.00        | $965837.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $750000.00         | $64992.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | N/A      | N/A     | $5153500.00        | $486020.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $75500000.00       | $22690397.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-15      | N/A      | N/A     | $925000.00         | $70448.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $50000000.00       | $19190010.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1770705.00        | $57943.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | N/A      | N/A     | $3184100.00        | $311572.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $2429853.00        | $2487817.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $16873035.00       | $108292.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $43224110.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $6690000.00        | $328694.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | N/A      | N/A     | $367922.00         | $82827.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $3640000.00        | $293326.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4425559.00        | $1142081.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $1349785.00        | $85479.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $5831700.00        | $313702.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $9367057.00        | $6437272.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $500000.00         | $512345.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $21112936.00       | $218093.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $7400669.00        | $133047.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $201804.00         | $55021.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $620392.00         | $634703.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $444826978.00      | $5090536.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | N/A      | N/A     | $1300000.00        | $99964.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $3367325.00        | $138824.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $777000.00         | $84529.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $377000.00         | $50478.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $12044078.00       | $615174.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $400000.00         | $51207.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $2079689.00        | $767881.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $790000.00         | $58965.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | N/A      | N/A     | $891952.00         | $214241.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $1326800.00        | $161874.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $835559.00         | $668026.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-16      | N/A      | N/A     | $532199.00         | $503321.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $13756430.00       | $163875.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $962705.00         | $152655.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | N/A      | N/A     | $399110.00         | $125895.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $21693230.00       | $1434062.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $42873401.00       | $717619.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $2195972.00        | $684007.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $433012.00         | $63761.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $10000000.00       | $422303.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | N/A      | N/A     | $3700093.00        | $554131.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $306267.00         | $127136.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $250000.00         | $111309.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $1757025.00        | $341995.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $25867722.00       | $24838324.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $11252755.00       | $1766862.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $214221304.00      | $26648826.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $100000000.00      | $1051816.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $55727916.00       | $55297439.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-06-20      | N/A      | N/A     | $1354396.00        | $133779.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | N/A      | N/A     | $3304568.00        | $166852.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $3000000.00        | $113305.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $13848108.00       | $1431270.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $14153986.00       | $2166699.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $11628633.00       | $1334090.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $522000.00         | $50323.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $1000000.00        | $57333.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $1106000.00        | $132111.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $1957908.00        | $951186.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $7912462.00        | $64583.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $7491783.00        | $4208014.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3140261.00        | $3204615.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $2512666.00        | $62964.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $7224636.00        | $85516.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $356172.00         | $51170.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $922900.00         | $381920.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $1342222.00        | $79531.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $1088809.00        | $111812.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $2806735.00        | $149503.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $16828698.00       | $71707.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $2700000.00        | $201077.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $8048779.00        | $5530830.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $4113700.00        | $599620.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $14000000.00       | $411617.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2869657.00        | $2795532.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $1300000.00        | $56608.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-15      | N/A      | N/A     | $1778749.00        | $69730.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $97003.00          | $95726.19          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $635000.00         | $52356.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $1000000.00        | $162219.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1583657.00        | $174568.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $26803000.00       | $2832984.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $2028437.00        | $1090249.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $1667571.00        | $515465.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $40171524.00       | $87666.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | N/A      | N/A     | $589349684.00      | $53294512.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $5708359.00        | $5845213.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $1350000.00        | $81259.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | N/A      | N/A     | $627702.00         | $179074.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $18919722.00       | $112094.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $2125000.00        | $73408.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $24687000.00       | $79773.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $1649507.00        | $56994.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $728548.00         | $719782.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-16      | N/A      | N/A     | $48000000.00       | $1399809.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $7778195.00        | $4044504.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $22754203.00       | $1780884.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $2500000.00        | $321058.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $99989345.00       | $98249479.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3746901.00        | $3709379.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $6370173.00        | $4766846.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $4514306.00        | $109889.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $1006970.00        | $54583.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $1369690.00        | $1256730.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $498993.00         | $73532.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $20000000.00       | $16613260.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $733000.00         | $73136.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $604192.00         | $266995.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $2697298.00        | $55496.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $1000000.00        | $254847.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $16366235.00       | $9027205.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $8044933.00        | $368714.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $1328000.00        | $117612.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $964775.00         | $195081.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $1087332.00        | $270893.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1568727.00        | $96939.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | N/A      | N/A     | $2192011.00        | $351829.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $30000000.00       | $10860892.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-08-15      | N/A      | N/A     | $99963135.00       | $4157485.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $460720.00         | $256642.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-12-15      | N/A      | N/A     | $300000.00         | $58561.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $3144088.00        | $96037.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $1382521.00        | $50888.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $790000.00         | $71199.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $825285.00         | $761145.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $1716363.00        | $271497.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $1633700.00        | $715366.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $2042397.00        | $306123.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $1288244.00        | $123979.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1101111.00        | $1110971.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-06-15      | N/A      | N/A     | $1301000.00        | $65740.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $395829.00         | $350712.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $943000.00         | $92992.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $1079916.00        | $69700.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $40000000.00       | $26316671.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $3881951.00        | $2252831.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $1083312.00        | $118520.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | N/A      | N/A     | $2197606.00        | $53785.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-15      | N/A      | N/A     | $2023810.00        | $177843.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $470214.00         | $56216.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $2890000.00        | $193045.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $5648400.00        | $198876.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $4701924.00        | $58064.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $3152192.00        | $1541489.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $103409737.00      | $15188045.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $12000000.00       | $125958.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $50000000.00       | $39930366.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $16766000.00       | $263514.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $5250000.00        | $187180.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $1633282.00        | $905465.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $1755502.00        | $109868.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | N/A      | N/A     | $545035.00         | $185406.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $1042601.00        | $210232.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $10762973.00       | $386845.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $651720.00         | $71663.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | N/A      | N/A     | $2040000.00        | $571766.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $1067500.00        | $477105.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $48135564.00       | $3667606.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $866983.00         | $66752.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $10000000.00       | $311844.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $3860561.00        | $74868.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $3250000.00        | $329130.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $7925000.00        | $5113404.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $940000.00         | $429534.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | N/A      | N/A     | $9400000.00        | $1358347.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $5441949.00        | $150652.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $3725000.00        | $356249.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $255200.00         | $114250.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $1438335.00        | $98925.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $6741264.00        | $57961.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $6834146.00        | $460419.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $1243112.00        | $100304.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $536982.00         | $57185.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $14000000.00       | $229942.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-15      | N/A      | N/A     | $651993.00         | $64897.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $507406.00         | $102053.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $30000000.00       | $19663082.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1702278.00        | $991492.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $939358.00         | $65152.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $7872515.00        | $276865.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $2723802.00        | $175850.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $685428.00         | $124618.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $99888313.00       | $99114003.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $22300000.00       | $394110.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $2733746.00        | $1038679.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | N/A      | N/A     | $2104672.00        | $252676.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $783500.00         | $84801.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $1020987.00        | $234785.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | N/A      | N/A     | $3138651.00        | $79005.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $1815060.00        | $1247496.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $3232535.00        | $775468.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $198297599.00      | $21552831.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $453275.00         | $334429.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $430391.00         | $187142.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $87000.00          | $67943.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $188549.00         | $163692.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $302400.00         | $129116.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $357584.00         | $311825.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $2188071.00        | $228898.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $651200.00         | $221126.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $27919379.00       | $55618.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $2442738.00        | $487686.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $24014379.00       | $805166.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9942871.00        | $9717810.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $1000000.00        | $101368.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | N/A      | N/A     | $499393.00         | $125116.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $5203021.00        | $765226.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $2385275.00        | $1686672.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $417808.00         | $229407.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $678700.00         | $437819.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | N/A      | N/A     | $600000.00         | $197436.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $11094971.00       | $6319264.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $6617812.00        | $113424.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $3308529.00        | $354678.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $3897000.00        | $299202.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $3260473.00        | $724482.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $50000000.00       | $21066441.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $1669773.00        | $159511.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $3079000.00        | $311674.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $9336000.00        | $779953.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $488186.00         | $75193.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $3055000.00        | $106447.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $567000.00         | $237773.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $1767130.00        | $75192.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $593749.00         | $294130.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $93186250.00       | $92449600.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-15      | N/A      | N/A     | $542420.00         | $143173.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $2898917.00        | $414600.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $7336447.00        | $521979.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $1496938.00        | $177245.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $4929266.00        | $76607.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $214499350.00      | $10500216.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $22304477.00       | $78681.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $485646.00         | $219904.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $24608668.00       | $1210451.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $2666598.00        | $353929.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $1469670.00        | $84175.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | N/A      | N/A     | $900000.00         | $172715.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $5491000.00        | $3802859.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $6375000.00        | $221463.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $29176469.00       | $27941973.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $3003052.00        | $54124.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $98816647.00       | $8474291.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $200000.00         | $94684.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $5310500.00        | $135380.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2485482.00        | $2455529.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $334800.00         | $205448.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $284000.00         | $117805.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | N/A      | N/A     | $2607808.00        | $1496895.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $1898767.00        | $221751.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $387648.00         | $199353.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $759700.00         | $112024.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $511058.00         | $221020.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $650000.00         | $212357.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $1386283.00        | $508515.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-15      | N/A      | N/A     | $332289.00         | $54037.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $170000000.00      | $31619219.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $163740000.00      | $103266627.13      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-20      | N/A      | N/A     | $26223988.00       | $2292656.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $5600000.00        | $651094.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $12560925.00       | $701526.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $50000000.00       | $36749699.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $25000000.00       | $9942488.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $409184.00         | $480312.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $57000000.00       | $1018333.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $600000.00         | $77905.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1252420.00        | $240882.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $15410956.00       | $609765.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $500590.00         | $114019.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $5468572.00        | $54929.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | N/A      | N/A     | $1005178.00        | $198594.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $3660000.00        | $114107.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $2702627.00        | $80849.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $20247348.00       | $317700.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $50000000.00       | $31224065.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $2326410.00        | $478151.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $3846841.00        | $1505190.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $19413379.00       | $19199294.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $4000000.00        | $143313.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $4900000.00        | $426709.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $10000000.00       | $276235.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | N/A      | N/A     | $2500000.00        | $78920.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $20652202.00       | $906388.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $5000000.00        | $2148328.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $600000.00         | $64940.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-15      | N/A      | N/A     | $1348045.00        | $55464.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | N/A      | N/A     | $765944.00         | $80592.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $240078.00         | $93187.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $10556487.00       | $111760.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $2292044.00        | $55150.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $106873428.00      | $10520061.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $585030.00         | $74422.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $2674552.00        | $79559.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $300000.00         | $118706.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $99961408.00       | $80904910.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-03-15      | N/A      | N/A     | $2688518.00        | $313146.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1000000.00        | $1123799.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $6000000.00        | $203954.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $6482852.00        | $313506.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $1008767.00        | $220453.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $14739906.00       | $164527.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $4215000.00        | $51349.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $6000000.00        | $6792013.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $1562700.00        | $880573.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1510000.00        | $1327171.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $7133287.00        | $83968.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $6067250.00        | $324351.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $1005000.00        | $96852.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $122294.00         | $142409.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $12114530.00       | $137935.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $3000000.00        | $1405265.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $972680.00         | $919851.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $14992401.00       | $197820.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $4975000.00        | $820398.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $5601883.00        | $372242.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $411078.00         | $518669.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $41836606.00       | $1426096.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $1249336.00        | $71640.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $11847054.00       | $538070.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $317639.00         | $102350.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | N/A      | N/A     | $31622356.00       | $504275.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $3074132.00        | $358136.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $1275505.00        | $281084.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1268023.00        | $1287913.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-15      | N/A      | N/A     | $750000.00         | $391327.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $1057231.00        | $129868.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $44193904.00       | $3200906.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-15      | N/A      | N/A     | $224000.00         | $69237.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $30000000.00       | $22521884.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $4463361.00        | $163509.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $13556788.00       | $549702.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $1000000.00        | $121574.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $2594731.00        | $343307.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | N/A      | N/A     | $635096.00         | $186049.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $5000000.00        | $109351.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $5000000.00        | $127439.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $1000000.00        | $57601.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $1915000.00        | $201534.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $589318.00         | $347980.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $274724.00         | $56547.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $1000000.00        | $64046.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | N/A      | N/A     | $528777.00         | $151698.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $266079899.00      | $34721870.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-15      | N/A      | N/A     | $215756.00         | $114975.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $2054806.00        | $673962.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $10000000.00       | $328774.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $2376455.00        | $102073.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $100000000.00      | $6035094.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1725176.00        | $921121.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $666800.00         | $297881.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $702800.00         | $354051.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $3011200.00        | $97560.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $79057168.00       | $3462869.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $831679.00         | $878247.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $170000.00         | $107294.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $1179393.00        | $857915.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $12263797.00       | $278003.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $1796100.00        | $66808.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $4500000.00        | $51495.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $7941153.00        | $197971.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $342008.00         | $169278.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $27911710.00       | $27660816.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-12-15      | N/A      | N/A     | $8123000.00        | $174337.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1044986.00        | $176508.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $126169105.00      | $26625397.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $254857.00         | $177571.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $652500.00         | $319635.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $5014091.00        | $296254.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | N/A      | N/A     | $638375.00         | $127223.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $1944608.00        | $512791.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $33823915.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $5800000.00        | $4473295.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $8201145.00        | $8037718.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $2025244.00        | $261233.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $2046857.00        | $120067.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $506505432.00      | $1683973.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $413677635.00      | $29008445.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $384575.00         | $145165.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $1059585.00        | $69502.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $507251902.00      | $41554087.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1000000.00        | $257294.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $13766240.00       | $190677.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $3836111.00        | $434576.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $4928227.00        | $75407.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $1807200.00        | $148894.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $600000.00         | $82818.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $388900.00         | $191693.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $11891224.00       | $751174.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $7122893.00        | $186382.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | N/A      | N/A     | $2683000.00        | $289859.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $2260000.00        | $209938.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $622000.00         | $286717.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $21149000.00       | $2224488.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $3195168.00        | $150650.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $320631.00         | $134739.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $500000.00         | $103265.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $3299892.00        | $139606.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $1230158.00        | $642969.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | N/A      | N/A     | $2382676.00        | $254596.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $790000.00         | $78057.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $250000.00         | $115675.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $424651.00         | $248577.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $42898419.00       | $40729215.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $9025143.00        | $100754.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $28060936.00       | $196843.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $1500000.00        | $86730.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | N/A      | N/A     | $476734.00         | $71626.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $4036607.00        | $129925.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $12367488.00       | $8823958.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $21764135.00       | $128119.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $222169.00         | $83997.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-15      | N/A      | N/A     | $927588.00         | $107987.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $1148064.00        | $593907.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $2250000.00        | $654966.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $2600000.00        | $60453.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-16      | N/A      | N/A     | $10020730.00       | $10058854.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $250000.00         | $64806.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $3379291.00        | $129919.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $364296.00         | $295960.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $842100.00         | $341936.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $936000.00         | $183221.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $169593000.00      | $104811763.54      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $10522388.00       | $127427.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $30004295.00       | $29589219.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-10-15      | N/A      | N/A     | $1070968.00        | $171461.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $12246342.00       | $8404398.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-07-15      | N/A      | N/A     | $1000000.00        | $128452.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $1990395.00        | $172653.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $4924122.00        | $248470.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $1030186.00        | $80382.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $2715000.00        | $206379.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $37000000.00       | $29585786.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $17794199.00       | $17077409.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $20492796.00       | $812015.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $685095.00         | $147920.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $513000.00         | $125581.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $4711452.00        | $609862.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | N/A      | N/A     | $720000.00         | $128779.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $30830000.00       | $3072207.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $6898000.00        | $93259.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | N/A      | N/A     | $1643867.00        | $133971.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | N/A      | N/A     | $3621138.00        | $545129.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $3118278.00        | $1748675.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-15      | N/A      | N/A     | $3031216.00        | $455244.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-15      | N/A      | N/A     | $276780.00         | $144560.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $15184175.00       | $63045.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $7733540.00        | $514851.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $10000000.00       | $9715056.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $908920.00         | $66929.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $40000000.00       | $32339238.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $6578007.00        | $4338919.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $10514556.00       | $127443.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-16      | N/A      | N/A     | $100000.00         | $278669.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $967130.00         | $494360.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $4500000.00        | $189814.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $1618961.00        | $154846.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1189283.00        | $392657.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $9000208.00        | $97887.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-15      | N/A      | N/A     | $384756.00         | $59821.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $8742665.00        | $345302.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $300934312.00      | $21120348.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | N/A      | N/A     | $700000.00         | $317732.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $2886500.00        | $208195.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $678757.00         | $84240.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $12050000.00       | $642478.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $456818.00         | $443261.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $6357464.00        | $5252837.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $141925157.00      | $17592683.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $2335297.00        | $854518.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $13301177.00       | $786947.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $15000000.00       | $313931.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $2665000.00        | $113993.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $4000000.00        | $95103.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $2815572.00        | $76246.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | N/A      | N/A     | $2400000.00        | $242093.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $6026060.00        | $764480.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $1900000.00        | $119236.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $2120312.00        | $110004.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $19168780.00       | $56566.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $2155020.00        | $190005.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $4200000.00        | $481709.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $343921.00         | $57840.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $3541593.00        | $55886.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-15      | N/A      | N/A     | $10403692.00       | $418153.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $2397333.00        | $182612.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $5163655.00        | $4336688.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $3180337.00        | $218281.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $75163000.00       | $74600276.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $3405284.00        | $625539.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $425000.00         | $105414.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $24997947.00       | $13597016.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $30439997.00       | $426941.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $28742000.00       | $113635.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | N/A      | N/A     | $3220100.00        | $2398432.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $39200000.00       | $56476.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $5645000.00        | $408632.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $12000000.00       | $160423.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $3486800.00        | $56797.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $2468461.00        | $81733.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $40000000.00       | $32150530.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $3828356.00        | $88941.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $18900075.00       | $84305.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $12192282.00       | $11764516.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $800000.00         | $150620.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $3272314.00        | $256022.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $829271.00         | $94836.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $3862126.00        | $323629.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $5129782.00        | $3202809.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $150753.00         | $157107.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $15132649.00       | $114693.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $22208814.00       | $18014004.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $5000000.00        | $840577.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $1837845.00        | $83849.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $1439000.00        | $130844.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $1130000.00        | $167773.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $2255068.00        | $1415061.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | N/A      | N/A     | $2766600.00        | $200769.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $71089421.00       | $7709641.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $6570000.00        | $470787.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1733426.00        | $1485564.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $10825000.00       | $3662334.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $741000.00         | $327867.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $5750000.00        | $221567.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $2114699.00        | $116000.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $12439800.00       | $945430.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $11746950.00       | $390428.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $10012086.00       | $88056.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2150127.00        | $2219372.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-16      | N/A      | N/A     | $103943718.00      | $103696017.10      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $9723842.00        | $478301.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $616764.00         | $685655.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $520000.00         | $62338.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $1806984.00        | $694528.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $740032.00         | $58829.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $20400000.00       | $223829.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $500000.00         | $181647.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $617659.00         | $136574.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $24557345.00       | $247474.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $792625.00         | $172221.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | N/A      | N/A     | $1130999.00        | $417236.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $5957936.00        | $409291.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $56817417.00       | $4083148.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $1405118.00        | $859653.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $30460000.00       | $594417.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $672000.00         | $64927.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $7100000.00        | $413938.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $2815000.00        | $272176.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | N/A      | N/A     | $1043066.00        | $698618.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | N/A      | N/A     | $3040000.00        | $366333.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $623637.00         | $184035.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $2000000.00        | $97868.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $3634819.00        | $169302.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $11110611.00       | $474641.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $700000.00         | $505404.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $4928763.00        | $351222.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | N/A      | N/A     | $729250.00         | $89886.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $599999.00         | $102848.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $1434220.00        | $513708.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $30203626.00       | $1338275.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $3350000.00        | $90774.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $2680000.00        | $267984.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $4836000.00        | $76047.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $158261.00         | $154536.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $10103000.00       | $940838.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $2838000.00        | $291553.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-15      | N/A      | N/A     | $5555711.00        | $228360.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | N/A      | N/A     | $1651462.00        | $67361.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $915000.00         | $91740.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $46863543.00       | $77725.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $40596828.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $3306495.00        | $410011.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | N/A      | N/A     | $1025260.00        | $124581.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | N/A      | N/A     | $1300000.00        | $190987.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $7938100.00        | $239339.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $497219583.00      | $41170165.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $509559606.00      | $39104771.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $9281930.00        | $298871.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $755847.00         | $152790.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $3076430.00        | $101066.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1174180.00        | $1150246.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $3209924.00        | $75098.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $2899601.00        | $1841335.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $56939872.00       | $2096120.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $2168080.00        | $189477.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $1195359.00        | $61410.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $100000000.00      | $11423750.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $4291628.00        | $52079.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | N/A      | N/A     | $460853.00         | $65029.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $325000000.00      | $19291115.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $3955204.00        | $71513.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $149035.00         | $55108.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $995795.00         | $83083.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $24000000.00       | $1657344.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $2461000.00        | $167098.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $500000.00         | $64217.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $20100000.00       | $1662980.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $2914785.00        | $296847.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $11397736.00       | $64233.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | N/A      | N/A     | $1500000.00        | $268596.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $633299.00         | $59295.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2155864.00        | $2148503.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $10699185.00       | $164574.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $131731.00         | $53886.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25117732.00       | $130632.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $150756.00         | $155219.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $7452153.00        | $6315513.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $35184162.00       | $1247953.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $1849685.00        | $250758.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $10758000.00       | $6757967.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $132658894.00      | $12073886.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-15      | N/A      | N/A     | $15800000.00       | $5285705.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $65279835.00       | $62506638.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $30514365.00       | $2773878.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $400000.00         | $220860.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $590171.00         | $281522.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1573564.00        | $87733.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $5000000.00        | $201754.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $7634542.00        | $661799.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $33245977.00       | $2161395.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $723000.00         | $54938.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $487800.00         | $217914.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | N/A      | N/A     | $3853969.00        | $310649.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | N/A      | N/A     | $971305.00         | $75457.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $1045171.00        | $217280.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $30000000.00       | $16841863.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $9617088.00        | $337423.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $10000000.00       | $97535.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $4103767.00        | $275407.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $4009745.00        | $239350.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $10105000.00       | $5631019.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $1021691.00        | $782563.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $22736000.00       | $60950.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $358299.00         | $86167.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $963519.00         | $127951.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $670414.00         | $65830.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $2160000.00        | $769402.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $25000000.00       | $3809889.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $3756802.00        | $59696.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $2988978.00        | $365496.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $12920075.00       | $102597.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $1320633.00        | $568341.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $1000000.00        | $61715.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $2666941.00        | $1568183.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | N/A      | N/A     | $220000.00         | $65720.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $1069000.00        | $61968.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $91710336.00       | $1574312.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $439423.00         | $363913.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $420000000.00      | $132669.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $8841717.00        | $105659.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $8069754.00        | $2240910.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $6909665.00        | $599664.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1000000.00        | $355234.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $461716.00         | $51075.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $39877534.00       | $190272.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $23000000.00       | $67802.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $76602292.00       | $6797829.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $7740174.00        | $379488.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $100461446.00      | $12999626.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $3395865.00        | $151086.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $9867094.00        | $567979.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $318500.00         | $139732.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $5966438.00        | $107791.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | N/A      | N/A     | $377062.00         | $71907.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $2820451.00        | $537397.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $813000.00         | $62098.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $139585663.00      | $18768152.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $1026600.00        | $462547.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $1184750.00        | $359911.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $2450000.00        | $271205.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $8100000.00        | $198908.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | N/A      | N/A     | $3658905.00        | $137872.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $1163741.00        | $773299.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $58670000.00       | $58103887.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $50000000.00       | $49597956.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $3000000.00        | $82985.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $2163327.00        | $316875.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | N/A      | N/A     | $1061320.00        | $109374.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $128716690.00      | $184245.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $627500.00         | $358734.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $4865000.00        | $552529.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $9582200.00        | $490948.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $9310737.00        | $916422.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | N/A      | N/A     | $633875.00         | $96431.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $5259591.00        | $169401.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $56911431.00       | $56615106.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $22565781.00       | $369643.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $1090176.00        | $154924.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $809242.00         | $66226.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $1465000.00        | $109400.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $1342707.00        | $309459.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $2000000.00        | $399871.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $50000000.00       | $22523152.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $4650421.00        | $534536.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | N/A      | N/A     | $744769.00         | $54979.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $1528196.00        | $77494.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $865504.00         | $76091.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $4970334.00        | $296404.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $30000000.00       | $16434285.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-15      | N/A      | N/A     | $18590000.00       | $2649514.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | N/A      | N/A     | $2077280.00        | $196691.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $274400.00         | $125811.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $40000000.00       | $39004609.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | N/A      | N/A     | $1537500.00        | $1678339.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $4997000.00        | $570381.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $21533342.00       | $353079.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $10090628.00       | $504917.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $335000.00         | $131127.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $49930332.00       | $64603.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $23792354.00       | $2854295.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $25269173.00       | $910881.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $11050000.00       | $197863.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $2479199.00        | $166931.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $41568004.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4488290.00        | $4401695.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $751369.00         | $745152.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $1410000.00        | $64105.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $10000000.00       | $297615.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | N/A      | N/A     | $858670.00         | $144560.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $2070899.00        | $102988.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $12000000.00       | $59676.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $35403644.00       | $1619063.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $730094.00         | $157646.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-16      | N/A      | N/A     | $1000000.00        | $110816.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $41278269.00       | $1666287.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $149998745.00      | $118267132.67      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $3361728.00        | $3120361.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $555000.00         | $121204.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $20000000.00       | $3921496.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $4127205.00        | $90051.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2598746.00        | $2564777.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50925000.00       | $729734.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $349900.00         | $143053.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $475673.00         | $366219.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | N/A      | N/A     | $2913279.00        | $594131.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $5018111.00        | $393036.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-15      | N/A      | N/A     | $3013107.00        | $663998.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | N/A      | N/A     | $1270025.00        | $344338.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $1018685.00        | $62625.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $3009698.00        | $152149.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $30092951.00       | $141775.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $1081893.00        | $132519.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $215793583.00      | $8731990.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2843631.00        | $2838559.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $1139460.00        | $58669.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $5358091.00        | $275166.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $2219389.00        | $355386.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $50000000.00       | $48678319.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-15      | N/A      | N/A     | $5749336.00        | $600692.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $12142000.00       | $2310066.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-20      | N/A      | N/A     | $5881000.00        | $487247.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $300000000.00      | $27128806.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $8933972.00        | $840931.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $530000.00         | $75455.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $2537136.00        | $1013631.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $1803271.00        | $349499.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $715391.00         | $721145.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $2024000.00        | $138974.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $1167813.00        | $212782.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $38015376.00       | $2130284.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | N/A      | N/A     | $3683284.00        | $138139.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $431900.00         | $265030.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-20      | N/A      | N/A     | $2236480.00        | $180891.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4674715.00        | $4687003.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $9668000.00        | $114632.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $8962783.00        | $452477.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $11801232.00       | $10139758.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $544502.00         | $249215.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $4573665.00        | $94220.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | N/A      | N/A     | $500000.00         | $89487.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $1033609.00        | $66038.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $6557881.00        | $71745.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $1400000.00        | $138576.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-15      | N/A      | N/A     | $1038199.00        | $169293.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $2852451.00        | $101769.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $3696287.00        | $96289.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $3893790.00        | $119151.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1188838.00        | $1305420.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $3849000.00        | $339330.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $494993.00         | $62534.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $1495620.00        | $158001.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-15      | N/A      | N/A     | $983682.00         | $156640.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $642870.00         | $67331.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $865216.00         | $140564.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $16615881.00       | $130564.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | N/A      | N/A     | $641000.00         | $93116.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $300000000.00      | $179754328.14      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $6625628.00        | $155778.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $1300000.00        | $531397.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-15      | N/A      | N/A     | $994079.00         | $278165.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $107718407.00      | $4689741.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $4766307.00        | $520462.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1029340.00        | $403921.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $9367526.00        | $877889.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $93333333.00       | $93250250.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-15      | N/A      | N/A     | $7063012.00        | $55949.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $3366635.00        | $131914.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $4478805.00        | $400302.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | N/A      | N/A     | $1000000.00        | $67898.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $139064.00         | $89394.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $40000000.00       | $38935326.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $2310000.00        | $171794.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $7187079.00        | $238792.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $5346810.00        | $207729.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $10498095.00       | $4731158.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $600000.00         | $55388.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $920200.00         | $264521.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $1808807.00        | $67073.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $6429600.00        | $224798.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $777246.00         | $520339.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $2684487.00        | $109609.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $47148559.00       | $6547810.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $35640468.00       | $193468.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1069616.00        | $553023.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $50000000.00       | $42799067.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $4952743.00        | $141620.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | N/A      | N/A     | $3750000.00        | $429868.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $5932408.00        | $123577.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | N/A      | N/A     | $3114160.00        | $212260.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $1200000.00        | $199331.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $10670000.00       | $801718.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $5600000.00        | $206483.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $4663963.00        | $372823.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $10681921.00       | $8102802.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $290000.00         | $129383.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $1454441.00        | $95586.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | N/A      | N/A     | $1825000.00        | $215722.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $9525720.00        | $222903.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $665000.00         | $307612.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $290338.00         | $116525.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $1000000.00        | $836398.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $22785311.00       | $67717.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $8881980.00        | $8298254.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $813370.00         | $546932.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | N/A      | N/A     | $546009.00         | $54481.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $363142.00         | $106598.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $1076947.00        | $58939.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | N/A      | N/A     | $1005861.00        | $93532.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $3952790.00        | $243777.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $219393.00         | $123684.08         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $32207600.00       | $22187966.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $154651500.00      | $124523249.57      | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIF9958A5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $254132.00         | $230554.69         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $113718700.00      | $114247807.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $790400.00         | $816284.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $551500.00         | $551251.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $6110500.00        | $5829509.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $122197100.00      | $124587125.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $416009800.00      | $421972870.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $92590500.00       | $95657630.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $29454600.00       | $28110085.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $303243500.00      | $310787492.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $272465600.00      | $276189523.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $100.00            | $112.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $10800.00          | $10815.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $77932600.00       | $77558395.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $74055600.00       | $73450338.35       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIN9961Q6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $160700.00         | $110706.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $402361700.00      | $407861993.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $193634100.00      | $194817230.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $72862000.00       | $82126233.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $77300.00          | $74909.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $26571400.00       | $25358495.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $49863100.00       | $49840611.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $1400.00           | $1417.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $3771000.00        | $3820424.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $100.00            | $97.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $255627400.00      | $255987834.63      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIN9988X0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $148403.00         | $134634.79         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $19493000.00       | $19683182.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $21558900.00       | $20616797.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $334102100.00      | $338668440.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $6480100.00        | $6641309.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $20134300.00       | $18539361.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $2006100.00        | $1881581.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $2500.00           | $2511.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $7278200.00        | $7130729.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $16490000.00       | $15589876.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $14197471.00       | $13912953.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $15905241.00       | $15308412.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $53238860.00       | $48965429.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $128400.00         | $130240.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $48786028.00       | $47380551.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $72528560.00       | $71731471.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $99431224.00       | $93983287.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $4596800.00        | $4308511.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $55525229.00       | $52966459.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $119219072.00      | $119023314.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $125980571.00      | $117975513.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $100.00            | $95.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $5833800.00        | $5425229.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $100.00            | $103.27            | U.S. Treasuries (including strips) |

### Security 30: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008FI8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2033-03-15      | N/A      | N/A     | $3000000.00        | $2941772.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $5000000.00        | $3052358.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-07-25      | N/A      | N/A     | $50000000.00       | $43936716.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | N/A      | N/A     | $28750303.00       | $25390101.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $50000000.00       | $43327100.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $40884496.00       | $22036571.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $200000000.00      | $167811314.05      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $486914.00         | $499106.00         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $100.00            | $66.52             | U.S. Treasuries (including strips)        |

### Security 31: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 0QR004BB0
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $2000.00           | $204.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $434495.00         | $420329.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1586997.00        | $1582223.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1070.00           | $1063.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $366608.00         | $323467.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | N/A      | N/A     | $1200000.00        | $36332.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $1000.00           | $125.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1060.00           | $1115.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $695.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $12500000.00       | $11686861.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1006.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $39000.00          | $35387.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $6556.00           | $2022.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $779.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2626367.00        | $2506838.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $2500000.00        | $25310.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $24205469.00       | $23704464.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $46103001.00       | $33718059.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $34382924.00       | $33202757.21       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $27634147.00       | $26327148.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1000.00           | $913.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1254.00           | $1166.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1438.00           | $1354.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $3266491.00        | $3134265.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1440500.00        | $822566.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $13692000.00       | $9998792.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1024.00           | $978.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $11102880.00       | $8961493.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $6684692.00        | $6759891.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5751720.00        | $5630531.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $1425000.00        | $72263.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $39290653.00       | $8725841.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $916.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1024.00           | $840.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $769.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1798.00           | $1667.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3054002.00        | $3189809.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2016.00           | $1512.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $27982.00          | $24298.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3312395.00        | $3362744.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $582407.00         | $591059.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $857.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $50000002.00       | $38426877.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $710.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2050943.00        | $1806316.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $910.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $7988776.00        | $2597746.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $910.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5065308.00        | $4737866.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2048.00           | $1995.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $27035068.00       | $23322911.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $14627801.00       | $2010573.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $914.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1024.00           | $1033.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $594494.00         | $467662.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1060.00           | $1073.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $954.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $431055.00         | $115718.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $716.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $6000.00           | $3587.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $7215661.00        | $7290593.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $250000349.00      | $19406231.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $1400000.00        | $53883.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $643.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1797602.00        | $535063.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $334551.00         | $351844.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $200.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $705.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $2917773.00        | $2839910.32        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20449466.00       | $14914321.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6000.00           | $4703.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1051.00           | $1047.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $15515272.00       | $14436249.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $10500000.00       | $8133919.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2000.00           | $1549.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $2018202.00        | $954859.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2825.00           | $2936.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4057956.00        | $3292671.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4925802.00        | $4752263.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1279.00           | $1336.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $948.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $1498865.00        | $12513.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $8269140.00        | $6291762.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $54075.00          | $309.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2282.00           | $1996.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $41088870.00       | $35473619.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1454557.00        | $1499015.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1560322.00        | $1288178.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1022.00           | $1057.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $83141.00          | $70504.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $10668331.00       | $10789387.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1305444.00        | $1345085.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $263.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2240650.00        | $2302485.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $17812344.00       | $17188421.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $955982.00         | $839261.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $773503.00         | $669210.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3261.00           | $3103.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $893.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $860.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $3821.00           | $3686.56           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $9649540.00        | $8316988.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2522103.00        | $2392195.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $826.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $266000.00         | $164651.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1577000.00        | $853837.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $982.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $11585917.00       | $9680500.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1010.00           | $1032.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $8027424.00        | $7687404.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $20513.00          | $1545.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $958.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6359559.00        | $5562774.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $700.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $2909000.00        | $2463716.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $6002160.00        | $5590510.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $248992.00         | $171461.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2462330.00        | $2527793.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1308538.00        | $1325516.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $12413971.00       | $10653537.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1127.00           | $1042.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1008.00           | $867.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1049353.00        | $821486.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $1999.00           | $92.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $87794.00          | $1003.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $727.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $25503287.00       | $21357352.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $2000.00           | $1624.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $4309927.00        | $4469920.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $45806000.00       | $38975613.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $620101.00         | $79069.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $587.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $936.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $908.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $5000.00           | $3080.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1000116.00        | $791913.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1024.00           | $865.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1000.00           | $827.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $791520.00         | $540775.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1427659.00        | $1106303.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4425567.00        | $3080937.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $10884909.00       | $8232470.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1033.00           | $1015.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1358975.00        | $1406840.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $2234.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1008.00           | $1027.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $11000000.00       | $9361250.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $564.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $1085750.00        | $632317.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $100000.00         | $88386.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $5095454.00        | $3987301.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $106167.00         | $44401.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $12022000.00       | $10621889.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1015.00           | $999.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $785.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1040.00           | $919.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $34834463.00       | $35403600.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1002.00           | $1006.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $200000.00         | $100794.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1008.00           | $585.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1056.00           | $1014.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $1000.00           | $43.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $839.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $6062053.00        | $6305311.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $29163800.00       | $29693570.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1377063.00        | $1122665.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $974.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $7684.00           | $978.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $826.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $831.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $1000.00           | $873.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1030.00           | $817.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $10001.00          | $10092.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $784.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $530.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1010018.00        | $1024118.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2024.00           | $1555.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $755.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $29928497.00       | $26758246.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $953.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $733.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1047.00           | $885.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1000.00           | $913.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2000.00           | $1529.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $36641.00          | $252.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1001.00           | $1000.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $12325000.00       | $11035830.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $371018.00         | $137848.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1024.00           | $939.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2000.00           | $2077.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1362.00           | $1294.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1040.00           | $989.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $40000000.00       | $27100830.88       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1003968.00        | $1056420.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $7934126.00        | $7334372.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3134387.00        | $3122237.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3096219.00        | $3158518.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1041.00           | $673.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $7000.00           | $4508.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1032.00           | $996.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2504212.00        | $1601331.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $13782041.00       | $9291934.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $815.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1000.00           | $888.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1235770.00        | $1233335.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $40000.00          | $5535.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1084035.00        | $1030454.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $2059.00           | $448.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | N/A      | N/A     | $48549825.00       | $39604729.04       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $1000000.00        | $45834.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $2084.00           | $825.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $42808086.00       | $42097089.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $6491000.00        | $1684310.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1024.00           | $1005.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2115050.00        | $2199144.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $743.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $612.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $8872402.00        | $2309478.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $1700000.00        | $84711.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2265217.00        | $2078279.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $18755000.00       | $2915394.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $437592.00         | $433314.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $14285000.00       | $10909251.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $807.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $9276314.00        | $8413706.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2152.00           | $2197.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1909433.00        | $1487314.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2618671.00        | $1886244.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $831.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $18310899.00       | $13825173.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $28500.00          | $21532.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1179.00           | $1097.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $3507958.00        | $3103544.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $954.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1859304.00        | $1931052.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $19165.00          | $270.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3299489.00        | $2932853.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $1000.00           | $176.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $600.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1000.00           | $666.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $736.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1003.00           | $1016.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $6246650.00        | $6412188.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $52202031.00       | $11217689.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1037368.00        | $1040963.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $30016596.00       | $28079334.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $26728.00          | $25699.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000.00           | $642.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $968.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $49065.00          | $42272.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1008.00           | $976.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $78000.00          | $58153.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $1000.00           | $936.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $6000.00           | $5770.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3499446.00        | $3578915.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $724.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $2289084.00        | $1364364.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1099.00           | $1089.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1000.00           | $176.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $16689733.00       | $16683664.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1000.00           | $399.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2000.00           | $1572.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $763.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $607.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $605.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $625.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $2026.00           | $746.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $12760000.00       | $10844571.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2075.00           | $2138.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1265682.00        | $1296256.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $6238314.00        | $6119040.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1860089.00        | $1900621.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $753.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1000.00           | $889.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $3000000.00        | $1483481.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $22995515.00       | $21100028.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $3023623.00        | $1832021.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $6120000.00        | $6126038.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4000000.00        | $3200628.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2790881.00        | $2584396.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $718.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1017.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20634277.00       | $15913274.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $758.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2919144.00        | $2642340.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $31453.00          | $93.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $636.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $2000.00           | $1115.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $500000.00         | $512914.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $1003.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $38000.00          | $28034.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1067.00           | $1051.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $858.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1000.00           | $311.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | N/A      | N/A     | $22777520.00       | $15418575.87       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1001.00           | $1018.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $7000.00           | $5445.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $3005.00           | $3119.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $50340875.00       | $44722855.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $1000.00           | $959.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $12923000.00       | $9536013.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1002044.00        | $1052523.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $366387.00         | $262816.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $966.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1024.00           | $877.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1701243.00        | $1723362.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1000.00           | $430.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $20154281.00       | $3629683.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2000.00           | $2017.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1024.00           | $992.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $6600240.00        | $6325075.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $6000.00           | $4740.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1025.00           | $921.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $2778619.00        | $1520672.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1000.00           | $72.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1024.00           | $1053.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1000.00           | $785.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | N/A      | N/A     | $3000002.00        | $1645863.71        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $9492643.00        | $2765565.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $2000.00           | $1682.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $1000.00           | $74.88             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $774.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2698389.00        | $2683905.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $390043.00         | $300977.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1031.00           | $962.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5745000.00        | $1560134.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2377328.00        | $2302928.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $753.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1248593.00        | $1172517.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $15651622.00       | $13079841.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2002.00           | $2054.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $142000.00         | $107959.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $664.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $976.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $170000.00         | $131420.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $19027572.00       | $17127869.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $31564541.00       | $25703723.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2033.00           | $1780.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $100000.00         | $73014.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $8152464.00        | $6767149.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $12660183.00       | $10346308.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1661350.00        | $1712127.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $74000.00          | $69718.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2723892.00        | $2596804.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $1000.00           | $52.99             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $1000.00           | $283.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $428.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1380947.00        | $1061093.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $767.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1001.00           | $1001.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $2000.00           | $821.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $15688340.00       | $13371129.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1028.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $125226.00         | $100774.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $10629764.00       | $6672745.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1000.00           | $180.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1040.00           | $988.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $5689275.00        | $5725172.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $1000000.00        | $45916.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $41500000.00       | $3731466.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $1150000.00        | $55108.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $3072.00           | $2596.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $1983.00           | $241.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $1000.00           | $156.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $817.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-15      | N/A      | N/A     | $32015000.00       | $2598344.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1868804.00        | $1824107.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1146.00           | $1122.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3196987.00        | $3020028.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1004.00           | $271.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $13767000.00       | $12105157.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $6000.00           | $4232.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $28444000.00       | $20516074.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1019948.00        | $1013430.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $2000.00           | $1265.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1000.00           | $801.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1156635.00        | $983367.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $8524246.00        | $7023177.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $38931766.00       | $29099366.52       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1024.00           | $887.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1024.00           | $781.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $7000.00           | $4413.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $11638076.00       | $11228564.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $1200190.00        | $767030.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $2213.00           | $20.67             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1108218.00        | $1098195.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2048.00           | $1528.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $1000.00           | $466.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $1479.00           | $59.70             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $34706791.00       | $35718806.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1010.00           | $947.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1443.00           | $1412.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2498959.00        | $1605942.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1008.00           | $788.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $3000.00           | $1539.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $711.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1018.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1024.00           | $785.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $2001.00           | $1187.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $2018.00           | $686.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $13311000.00       | $11912251.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1030597.00        | $81272.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1004.00           | $646.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $11000.00          | $4433.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2002.00           | $996.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $4000.00           | $2767.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $912.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2000.00           | $1096.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1021.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $859.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $5005.00           | $1083.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1000.00           | $776.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $803.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $46208062.00       | $13509404.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $12264797.00       | $6678951.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $688.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $408000.00         | $299727.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $257.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $91884.00          | $5768.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $450001.00         | $432380.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $5790000.00        | $4744199.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $4000.00           | $1726.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1218.00           | $947.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $161.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $613.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $3000.00           | $1604.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1024.00           | $911.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2000.00           | $1383.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $4096.00           | $3935.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $3199.00           | $549.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2970.00           | $3060.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $18107721.00       | $17240531.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $785.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $2000.00           | $1097.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1086.00           | $994.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1901.00           | $1065.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1001.00           | $396.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1000.00           | $615.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $5248000.00        | $4929513.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1000.00           | $424.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-25      | N/A      | N/A     | $1400000.00        | $1170348.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1054.00           | $379.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $419358.00         | $431586.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $21800000.00       | $16338805.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $706.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $19000000.00       | $2298262.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $4270909.00        | $3372646.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $882755.00         | $917934.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $972.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1624731.00        | $1376362.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1000.00           | $750.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1024.00           | $752.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $815.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $33999.00          | $22867.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $483026.00         | $496222.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $11001.00          | $6679.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $615.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $477000.00         | $242109.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $22640739.00       | $17325578.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $98357.00          | $54455.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $848.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1000.00           | $736.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $1204.00           | $32.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3020.00           | $2270.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $5440878.00        | $5162914.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2058950.00        | $2135027.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2000.00           | $1541.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $2000.00           | $806.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000.00           | $982.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $6000.00           | $638.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1001.00           | $923.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1001.00           | $894.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $24199109.00       | $24702768.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $5000000.00        | $4180755.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3000.00           | $2251.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1511.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $4045.00           | $3872.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1001.00           | $607.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $250.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1000.00           | $590.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $880.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1024.00           | $491.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $4000.00           | $2163.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1000.00           | $604.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1113.00           | $570.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $22030.00          | $3214.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $448.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1000.00           | $122.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $1992.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $743.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $712.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000000.00       | $37485749.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $695976.00         | $85270.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $3000.00           | $1570.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $2000.00           | $219.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $82000.00          | $77264.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $456002.00         | $483091.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1024.00           | $1046.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1024.00           | $998.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $500000.00         | $419654.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2079.00           | $1906.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1817096.00        | $1859427.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $1252016.00        | $217545.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1026.00           | $960.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $510.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4032.00           | $3168.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2000.00           | $1658.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1452916.00        | $1196763.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $763760.00         | $425979.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $3000.00           | $1435.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4000.00           | $3390.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1000.00           | $133.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $284.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1193.00           | $1076.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2000.00           | $1535.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1196204.00        | $760956.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $3001.00           | $2333.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $848.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $364.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | N/A      | N/A     | $27746000.00       | $27299935.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $587000.00         | $453917.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $2000000.00        | $33882.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2000.00           | $1309.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1020724.00        | $1072452.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2367864.00        | $1669909.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1024.00           | $751.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1000.00           | $981.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1524504.00        | $1371942.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $13216488.00       | $10615050.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1024.00           | $1027.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $10090.00          | $2760.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $29815000.00       | $23295889.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1000.00           | $523.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1009.00           | $987.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1065.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1501.00           | $1525.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $655.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1008.00           | $1034.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2000.00           | $1516.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2000.00           | $1715.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $300001.00         | $49782.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $1998.00           | $330.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000.00           | $147.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2000.00           | $1707.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $767.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $331833.00         | $203657.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1001.00           | $249.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $358.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5700.00           | $4511.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $736.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $797.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $7683633.00        | $7272206.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $6000.00           | $4058.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $9993.00           | $1007.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1001.00           | $1030.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $1000.00           | $565.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $35854810.00       | $38845360.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1025.00           | $965.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2000.00           | $1251.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $4000.00           | $3234.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1035.00           | $274.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $876631.00         | $895884.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1310000.00        | $984382.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $318304.00         | $326444.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1024.00           | $642.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1000.00           | $154.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $877.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1089.00           | $21.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $141.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $769.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2560000.00        | $2091090.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $7108.00           | $2409.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $19000.00          | $6256.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $981.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $36176570.00       | $35723210.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $266.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $173.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $3434000.00        | $3212276.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3000.00           | $2176.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2048.00           | $1572.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $644.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $705501.00         | $654204.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $1002.00           | $3.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $827.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $1038.00           | $923.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1024.00           | $529.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1024.00           | $796.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $1052.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5000.00           | $3373.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $22000.00          | $6854.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $1000.00           | $51.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $3090718.00        | $3089851.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1003140.00        | $1009209.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1000.00           | $737.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1000.00           | $623.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $426.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1011.00           | $837.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1015.00           | $870.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $2000.00           | $535.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $2000.00           | $353.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1050.00           | $1072.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $2000.00           | $1404.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1000.00           | $526.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $811.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1001.00           | $850.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $14596710.00       | $1637813.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $1553.00           | $8.64              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $9000.00           | $5994.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2079.00           | $1321.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20809917.00       | $15315681.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3072.00           | $2911.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $953.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1024.00           | $1035.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $1000.00           | $429.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $27846000.00       | $28295423.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1000.00           | $332.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1031.00           | $697.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $910.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $615.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1039.00           | $7.62              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $175000.00         | $64067.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1024.00           | $1027.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $9059000.00        | $7664765.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $643.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $4008.00           | $3401.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $20807396.00       | $21040152.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $1000.00           | $118.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4739102.00        | $4811768.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1000.00           | $830.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2473083.00        | $917336.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4037717.00        | $3228615.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $753.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1024.00           | $723.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1001.00           | $635.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $6002.00           | $4709.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $767.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $18930926.00       | $14078264.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3360.00           | $3138.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2007.00           | $1373.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $5136119.00        | $3698119.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $2007.00           | $199.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $41861454.00       | $38764320.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $2048.00           | $1587.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $6000.00           | $1233.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $30000.00          | $2549.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1371783.00        | $917212.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $543.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $100000.00         | $76009.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1694761.00        | $1489371.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $3072.00           | $2818.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $728.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $8986368.00        | $7316296.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $2016.00           | $259.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1015.00           | $773.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1136.00           | $262.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $13389722.00       | $13383481.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $4096.00           | $1717.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1000.00           | $611.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $1000.00           | $502.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $32250000.00       | $10487276.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1008.00           | $998.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $628.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $749.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $185.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $2000.00           | $1150.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1000.00           | $210.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3508525.00        | $3008202.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $6728000.00        | $6322504.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $7000.00           | $4716.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $828.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $34801288.00       | $30725091.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1000.00           | $394.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $15149442.00       | $14382776.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $1119.00           | $334.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $544.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $29384.00          | $11986.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1196.00           | $1139.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2407296.00        | $1697778.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $511999.00         | $150065.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $58573.00          | $36410.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $52212255.00       | $38402289.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-07-01      | N/A      | N/A     | $1000.00           | $551.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $759.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1027.00           | $1043.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $19401612.00       | $18496397.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $659.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1086.00           | $1062.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2000.00           | $1445.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2048.00           | $1978.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $31934848.00       | $23005996.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1024.00           | $536.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1024.00           | $1071.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $152539.00         | $92002.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $100000.00         | $65405.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | N/A      | N/A     | $780212.00         | $688918.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $8074861.00        | $7183743.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $785.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $3010.00           | $465.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1008.00           | $789.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $2000.00           | $470.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $888.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $11095090.00       | $2353234.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1000.00           | $542.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $78885.00          | $72000.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2000.00           | $1906.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $16655000.00       | $15265932.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $26142762.00       | $23454082.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $6066221.00        | $6134742.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $876.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $38001.00          | $33754.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $464.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1024.00           | $859.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1056.00           | $1065.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1591186.00        | $1408186.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $293025.00         | $53214.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $19421.00          | $6585.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $509.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1097.00           | $918.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $34635343.00       | $32895201.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2000.00           | $1505.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $14859.00          | $7298.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1008.00           | $909.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1000.00           | $536.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $558.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1000.00           | $230.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $498000.00         | $246897.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2608.00           | $997.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1269358.00        | $1198763.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2006.00           | $2082.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $733.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $2000.00           | $1747.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1024.00           | $957.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $1000.00           | $327.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2000.00           | $1612.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2001.00           | $1617.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $729.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2000.00           | $1200.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $6144.00           | $6043.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $2000.00           | $514.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $2507597.00        | $1614214.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $6000.00           | $1004.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $954.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1024.00           | $556.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $800.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1413.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2000.00           | $1609.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1000.00           | $598.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $10000.00          | $3205.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2156.00           | $1733.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $25249901.00       | $19905025.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $6952179.00        | $2362649.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $34464000.00       | $32371250.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | N/A      | N/A     | $6349312.00        | $5045506.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $15327600.00       | $13766253.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $22262576.00       | $21066313.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $399.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $229.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $2000.00           | $1172.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1024.00           | $432.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $756.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $7004.00           | $377.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $779.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1147.00           | $1113.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3004.00           | $2113.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $789.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $12801590.00       | $1711280.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1000.00           | $576.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2036.00           | $2021.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $916.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $14520783.00       | $14536931.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $12519000.00       | $10081322.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $558000.00         | $513358.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $32930000.00       | $26456305.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1000.00           | $735.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5635463.00        | $5305001.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $452.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1350000.00        | $895261.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $228.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $5004.00           | $3086.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $235.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20839798.00       | $16618305.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1000.00           | $817.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1010.00           | $1027.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $521.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $2171701.00        | $1294394.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1008.00           | $268.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $31500000.00       | $23048625.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $767.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1000.00           | $176.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $1003.00           | $434.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1186095.00        | $1025861.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5006446.00        | $3631008.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $399000.00         | $175066.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $1000.00           | $315.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1000.00           | $637.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $59098.00          | $17550.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $11316116.00       | $11329416.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $1000.00           | $145.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $14000.00          | $10948.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $2000.00           | $343.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $22936501.00       | $18426375.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1673432.00        | $1131336.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $200000.00         | $29750.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $743.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $2218.00           | $1166.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $6000.00           | $3835.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1749.00           | $1462.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $20522663.00       | $3232917.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1017.00           | $938.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $366999.00         | $103193.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1049.00           | $1043.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2136113.00        | $2166185.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $845.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $26031421.00       | $23456972.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1000.00           | $566.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $20000000.00       | $1830258.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $4975000.00        | $76476.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1256.00           | $163.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $6000.00           | $4502.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3000.00           | $2201.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $668.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1024.00           | $1033.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $20994.00          | $1753.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $718.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6281415.00        | $6406605.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1869000.00        | $1119216.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $1000.00           | $350.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $34529.00          | $22376.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $684975.00         | $614733.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1016.00           | $704.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $2000.00           | $1229.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $1000.00           | $167.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $36074.00          | $4757.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $107931.00         | $103977.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $3409200.00        | $2847269.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $542.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3000.00           | $2522.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $4000.00           | $3426.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $13822000.00       | $11582525.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $12381.00          | $4268.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $4000.00           | $1534.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1030.00           | $988.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1103215.00        | $1069624.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2062.00           | $1140.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $17506000.00       | $17134195.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $10204.00          | $6978.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1000.00           | $192.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $530303.00         | $385391.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $67049.00          | $41738.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $46809.00          | $48627.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $964.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $2000.00           | $752.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2000.00           | $1744.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $173263.00         | $1185.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $926.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1680688.00        | $1381373.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2060.00           | $1602.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $57857979.00       | $59228943.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $12000.00          | $2903.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3024.00           | $2286.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $819.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $2000.00           | $1154.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1008.00           | $701.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1043.00           | $537.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $650000.00         | $31239.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $3073.00           | $1533.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1028.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $7000.00           | $1551.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $340003.00         | $359103.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5000.00           | $3275.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | N/A      | N/A     | $1000.00           | $300.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2000.00           | $1518.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1028.00           | $969.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $12000.00          | $5481.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2024.00           | $1580.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $3063.00           | $1639.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $26001.00          | $5680.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1008.00           | $841.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | N/A      | N/A     | $48884941.00       | $27261157.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $17597399.00       | $1759682.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $15364216.00       | $14217452.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $45806559.00       | $43570058.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1555.00           | $1505.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $2000.00           | $1193.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4000.00           | $704.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $2000.00           | $699.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1000.00           | $207.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $17630029.00       | $13054319.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2000.00           | $2004.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $339.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $542.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $3000.00           | $1962.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $734.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1000.00           | $414.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $242.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3589759.00        | $3655960.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1000.00           | $228.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | N/A      | N/A     | $94000.00          | $74215.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $303.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1000.00           | $233.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $20000000.00       | $18553188.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $700.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $790.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $551.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $2000.00           | $993.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1212493.00        | $1010004.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $780.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $2000.00           | $1637.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2024.00           | $119.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2163151.00        | $2181287.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $766.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $2104.00           | $1737.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2029.00           | $1205.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $90000.00          | $65689.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1450.00           | $1450.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $908.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4000.00           | $2539.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $901.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $27000.00          | $7097.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $56873477.00       | $11365914.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $2000.00           | $77.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1000.00           | $832.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2021.00           | $1634.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1455926.00        | $1371795.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $20000000.00       | $19070226.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $1091.00           | $538.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1076382.00        | $1002410.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1008.00           | $827.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1000.00           | $583.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1002.00           | $303.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $4000.00           | $704.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $290517.00         | $44331.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $8000.00           | $4689.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1000.00           | $112.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1006.00           | $1045.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $852.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $678.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $10001.00          | $1799.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $12000.00          | $2930.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $3088862.00        | $3090000.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $6502730.00        | $3725793.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1026.00           | $947.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1024.00           | $1006.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $635.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1021.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $7807095.00        | $4694381.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $762.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $4000.00           | $946.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $227920.00         | $130009.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $1000.00           | $127.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $597000.00         | $149407.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1000.00           | $683.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $8035623.00        | $5171852.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1000.00           | $908.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1116.00           | $1048.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $130000.00         | $26350.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $10524210.00       | $7634289.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2000.00           | $1567.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $982.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2077.00           | $1905.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2098.00           | $1640.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1041.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1016940.00        | $905046.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1000.00           | $494.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $46313283.00       | $42236265.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2000.00           | $1580.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1040.00           | $1013.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $349000.00         | $134337.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1000.00           | $632.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $702.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $9000.00           | $6891.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1000.00           | $539.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1006.00           | $1074.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1016.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $20213661.00       | $15154823.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000.00           | $930.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $4000.00           | $2935.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $14501672.00       | $11550560.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2048.00           | $1114.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $19836.00          | $9864.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $2000.00           | $2004.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $12000.00          | $1634.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1024.00           | $931.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $41005.00          | $40824.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $138.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $650816.00         | $587097.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $5000.00           | $4492.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1024.00           | $887.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $433836.00         | $421015.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $62000.00          | $24877.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2426.00           | $1999.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $906.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1000.00           | $557.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $352000.00         | $345139.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $2048.00           | $465.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1008.00           | $703.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $579.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1141680.00        | $1203979.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $835.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1145011.00        | $737433.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2326420.00        | $2278240.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2048.00           | $1981.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $50000.00          | $3686.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2048.00           | $2125.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $968.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1024.00           | $1004.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $698.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1024.00           | $481.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $135.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $751.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1000.00           | $883.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $7395000.00        | $2389090.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1221098.00        | $1119903.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $98000.00          | $14447.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2000.00           | $532.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1000.00           | $796.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1017.00           | $936.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $807.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $662.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $905.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $43.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $24000.00          | $1999.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1760.00           | $1402.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1008.00           | $818.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4000.00           | $3606.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $777.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $298.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1024.00           | $925.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1345785.00        | $1338026.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1039.00           | $997.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $209.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $930570.00         | $778755.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3000.00           | $2900.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1932119.00        | $671544.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1695451.00        | $97868.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $566.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $49000.00          | $46323.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $359327.00         | $62667.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1024.00           | $865.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $980585.00         | $965914.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1025.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000.00           | $942.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $500000.00         | $35630.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $748.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1051.00           | $1063.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $1022.00           | $133.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $190902.00         | $121183.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1024.00           | $1068.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $258509.00         | $180840.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $29011.00          | $20542.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1000.00           | $801.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3000.00           | $2457.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $1000.00           | $74.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $1000.00           | $141.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1008.00           | $997.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $673.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1000.00           | $853.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1000.00           | $971.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1024.00           | $404.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $840.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1286908.00        | $291918.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $28509039.00       | $27935583.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $47700.00          | $43593.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1000.00           | $673.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1001.00           | $654.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $1000.00           | $145.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $162603.00         | $96697.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $3000.00           | $2603.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4000.00           | $3073.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3000.00           | $2652.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $18300000.00       | $14697332.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1000.00           | $914.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $496000.00         | $61636.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1024.00           | $523.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $556.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $174000.00         | $99903.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $598.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $18000.00          | $1980.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $660620.00         | $663486.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1000.00           | $847.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $895.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1066930.00        | $308981.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $141001.00         | $16637.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $792770.00         | $561298.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $533.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $4096.00           | $3942.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1024.00           | $1008.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1232000.00        | $887736.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1159500.00        | $1159927.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3062.00           | $2636.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4806907.00        | $4503587.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1080.00           | $1004.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $451.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1040.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $16851690.00       | $16806536.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2133310.00        | $2167376.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2048.00           | $1621.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $33000000.00       | $26239363.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $3999.00           | $500.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1003556.00        | $711402.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $875.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $33595288.00       | $4926571.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1003.00           | $924.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $533265.00         | $509147.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1000.00           | $978.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $3670610.00        | $678913.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $8044.00           | $5183.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | N/A      | N/A     | $1000.00           | $413.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $19914848.00       | $18455953.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $19274482.00       | $16350095.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $732.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2076.00           | $2039.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1000.00           | $716.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $819.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1821000.00        | $1464166.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $483.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $2247.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1017.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $2000.00           | $1312.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $10026107.00       | $1464355.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5300000.00        | $1345166.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $3000.00           | $2673.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $702.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $741.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1121800.00        | $1185094.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1024.00           | $940.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $677.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $125000.00         | $75248.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $956.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2271.00           | $1321.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $738947.00         | $412272.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $871.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $5000.00           | $3465.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $815.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $129000.00         | $81331.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4192000.00        | $3917070.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $4040.00           | $3389.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3000.00           | $2041.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2032.00           | $1806.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2058198.00        | $1949506.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $1000.00           | $462.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1326090.00        | $38233.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2906908.00        | $1714754.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $2000.00           | $1115.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $207.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1174.00           | $446.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $20163.00          | $17175.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $60043769.00       | $8083564.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $26051531.00       | $23563369.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $47000000.00       | $38328032.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $951.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $756.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1018983.00        | $834814.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $920.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1000.00           | $508.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1024.00           | $1024.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1035.00           | $992.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $4000.00           | $2648.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $51269702.00       | $14470483.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $674.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $736.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $26000.00          | $3859.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1024.00           | $756.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $2000.00           | $1404.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1004.00           | $1007.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $5594409.00        | $4305373.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $741490.00         | $50959.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $6770329.00        | $6949744.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $12275617.00       | $12459292.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $3018.00           | $1023.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2000.00           | $1416.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $4001.00           | $644.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $17575103.00       | $9541543.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $100000.00         | $93711.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $137150282.00      | $1838792.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $4000.00           | $2239.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $2062.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1009.00           | $1006.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $790644.00         | $819632.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $937.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1000.00           | $97.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4564176.00        | $3972250.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $599.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $1000.00           | $149.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $549.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $922.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2000.00           | $449.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $98.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3000.00           | $2169.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1024.00           | $797.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $27201.00          | $2410.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $478051.00         | $433906.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $973.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5001.00           | $4087.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2000.00           | $1702.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $22494802.00       | $1857357.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1100.00           | $830.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1040.00           | $927.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $501.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $821.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1000.00           | $882.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1000.00           | $112.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1010030.00        | $861993.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1497198.00        | $1255381.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1000.00           | $615.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2000.00           | $2059.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $3995.00           | $3998.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $1930.00           | $31.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $1020.00           | $863.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $61131.00          | $50737.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $777.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1382.00           | $1299.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $50000.00          | $42435.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $13600000.00       | $3126776.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $8907139.00        | $2078327.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3071.00           | $2343.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $743.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1010.00           | $142.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $614.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $8760.00           | $857.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $2241.00           | $34.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $1000.00           | $8.57              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $12000.00          | $9967.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $11608619.00       | $10274514.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3000.00           | $2494.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $2945.00           | $1640.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2000.00           | $1757.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $7003.00           | $5293.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4024.00           | $2899.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $4820.00           | $4160.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $1000.00           | $19.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1120.00           | $1149.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $47372989.00       | $46072124.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $605919.00         | $8409.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1133412.00        | $1142433.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $9372750.00        | $8171147.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $539315.00         | $557494.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $173719.00         | $130220.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $944731.00         | $10299.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $19519944.00       | $15693149.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5100000.00        | $5115309.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $17040547.00       | $16023025.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1494169.00        | $1544458.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1810.00           | $1934.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $324058.00         | $3614.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1043529.00        | $1065264.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $1545949.00        | $1597375.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $4095858.00        | $2098203.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $258287.00         | $250626.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $11124564.00       | $8217569.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $391079.00         | $2086.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $608532.00         | $629844.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $172063.00         | $84042.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $116972.00         | $86246.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $470797.00         | $3122.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $21512537.00       | $22043875.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1163054.00        | $1112647.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $4813875.00        | $620609.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $26659000.00       | $22078830.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $4150494.00        | $4707857.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1328957.00        | $390345.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27524.00          | $1705.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $29188.00          | $29250.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $21435576.00       | $21361931.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $12892563.00       | $12587533.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1535.00           | $1075.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $9490000.00        | $9273809.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4834810.00        | $3540574.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $26583381.00       | $27596650.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $50000.00          | $41678.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $239319.00         | $5366.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $12654233.00       | $10768562.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $6328241.00        | $3153433.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $233912.00         | $210211.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $113600.00         | $84693.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $34885069.00       | $30288301.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $15000000.00       | $12898592.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $1686100.00        | $1090917.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $25417185.00       | $12681362.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $122645.00         | $118182.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $417195.00         | $187603.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $643169.00         | $11656.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $641969.00         | $484404.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $2757000.00        | $1325898.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $1001190.00        | $17964.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5723089.00        | $5777568.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $13463167.00       | $12930915.26       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $400.00            | $205.60            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-08      | N/A      | N/A     | $925000.00         | $918284.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $100.00            | $101.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-09      | N/A      | N/A     | $345000.00         | $336406.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $50000000.00       | $50102421.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $62541400.00       | $63079363.11       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $100.00            | $59.88             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $439200.00         | $427922.45         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $149617600.00      | $141657129.83      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $80912500.00       | $81403187.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $300.00            | $127.05            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $100.00            | $78.49             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $12000000.00       | $6052157.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $4879300.00        | $4856353.26        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $239600.00         | $235942.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-20      | N/A      | N/A     | $500000.00         | $498925.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $50000000.00       | $51005258.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $1800000.00        | $1958048.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-01      | N/A      | N/A     | $149998100.00      | $144998663.33      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-26      | N/A      | N/A     | $600.00            | $590.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $4450000.00        | $4617613.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $8000000.00        | $8281840.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $500000.00         | $510616.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-06      | N/A      | N/A     | $557500.00         | $541895.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-26      | N/A      | N/A     | $7000000.00        | $6957944.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $100.00            | $101.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $38855600.00       | $38217741.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $100.00            | $75.21             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-31      | N/A      | N/A     | $50000000.00       | $50287484.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $9998900.00        | $10088085.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $11000000.00       | $11457092.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $50000000.00       | $49867000.00       | U.S. Treasuries (including strips)        |

### Security 32: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26OI9
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $45928503.13       | $38253345.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $60277246.88       | $21449959.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $64859014.88       | $44961177.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $98000000.00       | $93483866.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $73967021.88       | $57691984.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $264397300.00      | $284531252.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $17480673.14       | $17130360.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $70000000.00       | $69230700.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $60087278.13       | $52163809.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $30732498.14       | $25858385.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $78231479.88       | $46478104.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $90000000.00       | $40266990.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $154495500.00      | $189132105.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $90000000.00       | $87407190.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $98383479.88       | $69925074.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $61527471.88       | $35582444.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $86000000.00       | $64077826.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $79000000.00       | $60256776.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $45469678.13       | $41819872.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $88351795.88       | $64306942.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $78768371.88       | $43082203.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $79493248.88       | $51030770.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $50000000.00       | $21168500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $45000000.00       | $20430045.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $43421328.13       | $40662250.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $22574573.14       | $18601741.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $16927998.14       | $15139555.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $67513653.13       | $59785230.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $36083948.14       | $34106872.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $60923199.88       | $34287455.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $70000000.00       | $47319090.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $32234873.14       | $20423145.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $50875735.64       | $39253529.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $49149596.88       | $39219510.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $74317554.38       | $32330960.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $64426173.14       | $36739347.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $41250303.13       | $35074761.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $26833313.88       | $16787431.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $38826180.88       | $31653936.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $57711254.88       | $35216215.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $24378873.14       | $14679348.40       | U.S. Treasuries (including strips) |

### Security 33: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UH9, C.4 - ISIN: US313313UH97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $61125180.00
- **C.18.a - Value (excl. sponsor support):** $61125180.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125030680.00
- **C.18.a - Value (excl. sponsor support):** $125030680.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110033145.20
- **C.18.a - Value (excl. sponsor support):** $110033145.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $304874974.40
- **C.18.a - Value (excl. sponsor support):** $304874974.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH32, C.4 - ISIN: US3133EPH329, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75008315.25
- **C.18.a - Value (excl. sponsor support):** $75008315.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200065424.00
- **C.18.a - Value (excl. sponsor support):** $200065424.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397974770.78
- **C.18.a - Value (excl. sponsor support):** $397974770.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275192216.75
- **C.18.a - Value (excl. sponsor support):** $275192216.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185030210.50
- **C.18.a - Value (excl. sponsor support):** $185030210.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365094794.15
- **C.18.a - Value (excl. sponsor support):** $365094794.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529970420.70
- **C.18.a - Value (excl. sponsor support):** $529970420.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79995870.40
- **C.18.a - Value (excl. sponsor support):** $79995870.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $122972882.50
- **C.18.a - Value (excl. sponsor support):** $122972882.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75053445.75
- **C.18.a - Value (excl. sponsor support):** $75053445.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209987500.80
- **C.18.a - Value (excl. sponsor support):** $209987500.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997965.10
- **C.18.a - Value (excl. sponsor support):** $89997965.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275187629.75
- **C.18.a - Value (excl. sponsor support):** $275187629.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374978208.75
- **C.18.a - Value (excl. sponsor support):** $374978208.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BR2, C.4 - ISIN: US3130B8BR21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500012165.00
- **C.18.a - Value (excl. sponsor support):** $500012165.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $987238750.00
- **C.18.a - Value (excl. sponsor support):** $987238750.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AB8, C.4 - ISIN: US3130B8AB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954972858.90
- **C.18.a - Value (excl. sponsor support):** $954972858.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QR0, C.4 - ISIN: US313385QR03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1492399995.00
- **C.18.a - Value (excl. sponsor support):** $1492399995.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YK6, C.4 - ISIN: US3130B6YK64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997505.00
- **C.18.a - Value (excl. sponsor support):** $249997505.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UJ3, C.4 - ISIN: US313385UJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246446562.50
- **C.18.a - Value (excl. sponsor support):** $246446562.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299980239.00
- **C.18.a - Value (excl. sponsor support):** $299980239.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86M9, C.4 - ISIN: US3130B86M98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995670.00
- **C.18.a - Value (excl. sponsor support):** $499995670.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $419179625.00
- **C.18.a - Value (excl. sponsor support):** $419179625.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B35, C.4 - ISIN: US3130B8B352, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $944977943.70
- **C.18.a - Value (excl. sponsor support):** $944977943.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RD8, C.4 - ISIN: US3130B7RD87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999814250.00
- **C.18.a - Value (excl. sponsor support):** $999814250.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A44, C.4 - ISIN: US3130B8A446, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704993535.15
- **C.18.a - Value (excl. sponsor support):** $704993535.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BN1, C.4 - ISIN: US3130B8BN17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999995550.00
- **C.18.a - Value (excl. sponsor support):** $999995550.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499971255.00
- **C.18.a - Value (excl. sponsor support):** $499971255.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99957111.00
- **C.18.a - Value (excl. sponsor support):** $99957111.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q68, C.4 - ISIN: US3130B5Q687, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700000133.00
- **C.18.a - Value (excl. sponsor support):** $700000133.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56R4, C.4 - ISIN: US3130B56R40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $822046863.20
- **C.18.a - Value (excl. sponsor support):** $822046863.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N28, C.4 - ISIN: US3130B6N286, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388558610.73
- **C.18.a - Value (excl. sponsor support):** $388558610.73
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13675599.55
- **C.18.a - Value (excl. sponsor support):** $13675599.55
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $396232332.00
- **C.18.a - Value (excl. sponsor support):** $396232332.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56Q6, C.4 - ISIN: US3130B56Q66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499356740.00
- **C.18.a - Value (excl. sponsor support):** $499356740.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XP6, C.4 - ISIN: US3130B6XP60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999969230.00
- **C.18.a - Value (excl. sponsor support):** $999969230.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YH3, C.4 - ISIN: US3130B6YH36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999979990.00
- **C.18.a - Value (excl. sponsor support):** $999979990.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99946389.00
- **C.18.a - Value (excl. sponsor support):** $99946389.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PJ1, C.4 - ISIN: US3130B5PJ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799991520.00
- **C.18.a - Value (excl. sponsor support):** $799991520.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86N7, C.4 - ISIN: US3130B86N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949984116.00
- **C.18.a - Value (excl. sponsor support):** $949984116.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197281750.00
- **C.18.a - Value (excl. sponsor support):** $197281750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1496066518.05
- **C.18.a - Value (excl. sponsor support):** $1496066518.05
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $496348750.00
- **C.18.a - Value (excl. sponsor support):** $496348750.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LH9, C.4 - ISIN: US3130B5LH99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999992380.00
- **C.18.a - Value (excl. sponsor support):** $999992380.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YF7, C.4 - ISIN: US3130B6YF79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249993685.00
- **C.18.a - Value (excl. sponsor support):** $249993685.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R97, C.4 - ISIN: US3130B7R970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749860687.50
- **C.18.a - Value (excl. sponsor support):** $749860687.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EV0, C.4 - ISIN: US3130B8EV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148070250.00
- **C.18.a - Value (excl. sponsor support):** $148070250.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BX9, C.4 - ISIN: US3130B8BX98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499997860.00
- **C.18.a - Value (excl. sponsor support):** $499997860.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YP5, C.4 - ISIN: US3130B6YP51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499986915.00
- **C.18.a - Value (excl. sponsor support):** $499986915.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UA2, C.4 - ISIN: US313385UA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147992437.50
- **C.18.a - Value (excl. sponsor support):** $147992437.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246959027.50
- **C.18.a - Value (excl. sponsor support):** $246959027.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54015217.20
- **C.18.a - Value (excl. sponsor support):** $54015217.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246985242.50
- **C.18.a - Value (excl. sponsor support):** $246985242.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXR67, C.4 - ISIN: US3130AXR672, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500008040.00
- **C.18.a - Value (excl. sponsor support):** $500008040.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000004580.00
- **C.18.a - Value (excl. sponsor support):** $2000004580.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954984185.20
- **C.18.a - Value (excl. sponsor support):** $954984185.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999933280.00
- **C.18.a - Value (excl. sponsor support):** $999933280.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1246391130.60
- **C.18.a - Value (excl. sponsor support):** $1246391130.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A28, C.4 - ISIN: US3130B8A289, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997335.00
- **C.18.a - Value (excl. sponsor support):** $249997335.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RA4, C.4 - ISIN: US3130B7RA49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499932045.00
- **C.18.a - Value (excl. sponsor support):** $499932045.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BA9, C.4 - ISIN: US3130B8BA95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499990380.00
- **C.18.a - Value (excl. sponsor support):** $499990380.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249986827.50
- **C.18.a - Value (excl. sponsor support):** $249986827.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U63, C.4 - ISIN: US3130B5U630, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1895004775.40
- **C.18.a - Value (excl. sponsor support):** $1895004775.40
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UH7, C.4 - ISIN: US313385UH74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492945000.00
- **C.18.a - Value (excl. sponsor support):** $492945000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246550312.50
- **C.18.a - Value (excl. sponsor support):** $246550312.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B8G22, C.4 - ISIN: US3130B8G229, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q35, C.4 - ISIN: US3130B5Q356, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449994771.00
- **C.18.a - Value (excl. sponsor support):** $449994771.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344896747.59
- **C.18.a - Value (excl. sponsor support):** $344896747.59
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $188709267.21
- **C.18.a - Value (excl. sponsor support):** $188709267.21
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $290278695.00
- **C.18.a - Value (excl. sponsor support):** $290278695.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86K3, C.4 - ISIN: US3130B86K33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995935.00
- **C.18.a - Value (excl. sponsor support):** $499995935.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000155500.00
- **C.18.a - Value (excl. sponsor support):** $1000155500.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1732199822.50
- **C.18.a - Value (excl. sponsor support):** $1732199822.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $396147668.00
- **C.18.a - Value (excl. sponsor support):** $396147668.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1123926805.14
- **C.18.a - Value (excl. sponsor support):** $1123926805.14
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $499978085.00
- **C.18.a - Value (excl. sponsor support):** $499978085.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $427012378.73
- **C.18.a - Value (excl. sponsor support):** $427012378.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $969985333.60
- **C.18.a - Value (excl. sponsor support):** $969985333.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1501191660.00
- **C.18.a - Value (excl. sponsor support):** $1501191660.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $899957754.00
- **C.18.a - Value (excl. sponsor support):** $899957754.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790367729.20
- **C.18.a - Value (excl. sponsor support):** $790367729.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1979154163.80
- **C.18.a - Value (excl. sponsor support):** $1979154163.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1206801953.82
- **C.18.a - Value (excl. sponsor support):** $1206801953.82
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275183040.00
- **C.18.a - Value (excl. sponsor support):** $275183040.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362321528.40
- **C.18.a - Value (excl. sponsor support):** $362321528.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005MR1
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $492612200.00      | $518012726.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $2040049400.00     | $1455249315.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $563650800.00      | $576737962.86      | U.S. Treasuries (including strips) |

### Security 125: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005MS9
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $1080000000.00     | $1112515354.57     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $389007000.00      | $395220985.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $1094788500.00     | $1129459218.65     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $1087544800.00     | $1122274295.19     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $1104703000.00     | $1130701632.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $438619700.00      | $719828514.06      | U.S. Treasuries (including strips) |

### Security 126: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005MU4
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $6901000.00        | $6756971.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $3677000.00        | $3733138.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $2453000.00        | $2156807.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $4056000.00        | $4036925.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $604594300.00      | $629717526.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $2831000.00        | $2924779.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $1442310000.00     | $959455676.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $8318000.00        | $8347445.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $3711000.00        | $3699283.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $6495000.00        | $6580127.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $4566000.00        | $4491380.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $4017000.00        | $3761719.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $11490000.00       | $11269953.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $866422000.00      | $915908351.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $7861000.00        | $7898248.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $66419000.00       | $69813497.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $3658000.00        | $3714022.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $32000000.00       | $31709215.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $15441000.00       | $15791860.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $10619000.00       | $10479424.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | N/A      | N/A     | $3777000.00        | $3893035.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $980443000.00      | $1003224959.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $375182300.00      | $385996409.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $4328000.00        | $4136499.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $974291000.00      | $994685881.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $38000000.00       | $56487262.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $4021000.00        | $4374062.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $3494000.00        | $3674010.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $6516000.00        | $6462536.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $1923000.00        | $2007294.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $950000000.00      | $945912150.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $35000000.00       | $37528959.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $11855000.00       | $12039423.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $13543000.00       | $13694329.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $2264000.00        | $2153917.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $3228000.00        | $3166775.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $18738000.00       | $18740458.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $1062710000.00     | $950310599.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $1000000000.00     | $997728674.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $9613000.00        | $9580440.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $2238000.00        | $1956006.05        | U.S. Treasuries (including strips) |

### Security 127: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005MX8
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-10-29      | N/A      | N/A     | $250000000.00      | $241064000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | N/A      | N/A     | $200000000.00      | $193334000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $316719900.00      | $368860259.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $36987700.00       | $56150984.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $280657800.00      | $287174271.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $300000000.00      | $281416522.83      | U.S. Treasuries (including strips) |

### Security 128: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005MY6
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $1787000000.00     | $1797837128.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $24028800.00       | $24730953.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $204868600.00      | $217431965.38      | U.S. Treasuries (including strips) |

### Security 129: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25SS9
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $4200000.00        | $3973078.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $9155000.00        | $9125070.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $19694000.00       | $5584214.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $141698600.00      | $146827219.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $48519600.00       | $17077103.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $6698900.00        | $2373112.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $34760000.00       | $34460048.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $48989300.00       | $49286391.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $44219400.00       | $41926338.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $38400700.00       | $36021971.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $356275.00         | $113618.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $132000.00         | $130916.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $487000000.00      | $516864795.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $11154700.00       | $3236201.56        | U.S. Treasuries (including strips) |

### Security 130: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25SV2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $3527000.00        | $3603042.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $112000.00         | $108679.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $34653500.00       | $35750937.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $3185400.00        | $3230062.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $11022500.00       | $10681581.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-25      | N/A      | N/A     | $5441300.00        | $5426662.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-28      | N/A      | N/A     | $5439000.00        | $5422574.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $422200.00         | $163761.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $6108000.00        | $4669921.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $4580000.00        | $3641435.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $7800000.00        | $5910339.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $7324000.00        | $3505764.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $437604000.00      | $404272190.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $6865800.00        | $4969033.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $1001100.00        | $985818.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $2916200.00        | $2760815.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | N/A      | N/A     | $184600.00         | $179433.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $3486000.00        | $3560630.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $11050100.00       | $11157392.75       | U.S. Treasuries (including strips) |

### Security 131: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25T25
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $105000.00         | $8778.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $269786.00         | $253888.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $121126400.00      | $120217115.99      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $2102000.00        | $1274123.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $20000.00          | $17531.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $3731196.00        | $3492416.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $724675.00         | $49416.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $435581.00         | $11789.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $20790688.00       | $14995738.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $25000.00          | $14568.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $1075000.00        | $215176.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-16      | N/A      | N/A     | $74929664.00       | $54963895.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1514312.00        | $1568826.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $13728416.00       | $1347906.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $19810432.00       | $6071038.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $5539880.00        | $4718340.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $29996192.00       | $33217037.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2257064.00        | $2363199.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-16      | N/A      | N/A     | $79934720.00       | $68039497.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $3400000.00        | $2583474.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $774699.00         | $811793.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $16500000.00       | $15731372.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2550704.00        | $2433866.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $2392110.00        | $386673.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $25000000.00       | $22487454.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1831678.00        | $1137962.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-06-15      | N/A      | N/A     | $4810664.00        | $5166794.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2871672.00        | $2987837.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1724836.00        | $1795969.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $710870.00         | $748995.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1453276.00        | $1520893.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $65845632.00       | $56375990.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | N/A      | N/A     | $805500.00         | $815096.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-16      | N/A      | N/A     | $54488768.00       | $47756817.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4101640.00        | $4293311.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $50000000.00       | $46102363.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $5601688.00        | $475352.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $14857000.00       | $565637.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $29000.00          | $16395.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-15      | N/A      | N/A     | $2049528.00        | $1768033.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1225658.00        | $1281646.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4482152.00        | $4425872.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-05-15      | N/A      | N/A     | $3129996.00        | $3280873.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-16      | N/A      | N/A     | $91576064.00       | $83573681.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1669194.00        | $1702567.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4429152.00        | $4537689.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $16866496.00       | $13689752.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $718128.00         | $761461.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $850000.00         | $489213.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $869465.00         | $909237.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | N/A      | N/A     | $663763.00         | $590980.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2333740.00        | $2443363.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $8581000.00        | $771804.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $19375000.00       | $17753281.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-06-15      | N/A      | N/A     | $17418784.00       | $17576807.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $3796336.00        | $2423169.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $4929984.00        | $5053978.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $744551.00         | $626825.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $384500.00         | $392047.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-03-16      | N/A      | N/A     | $102208256.00      | $86860002.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $99996800.00       | $46905697.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $24500000.00       | $23098890.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $6241472.00        | $6566937.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1340906.00        | $1333722.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-16      | N/A      | N/A     | $11780000.00       | $1785642.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $3525000.00        | $2114774.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $150000000.00      | $5743857.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1224274.00        | $1273486.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2029596.00        | $2071486.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $788124.00         | $824203.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | N/A      | N/A     | $22193568.00       | $16784038.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1105644.00        | $960089.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-16      | N/A      | N/A     | $30262976.00       | $28097720.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $113988960.00      | $67344490.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2265176.00        | $2379831.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5529256.00        | $5816548.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-15      | N/A      | N/A     | $5604032.00        | $5172049.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1522548.00        | $1596784.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-15      | N/A      | N/A     | $3123027.00        | $2689307.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | N/A      | N/A     | $200000.00         | $108978.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-15      | N/A      | N/A     | $22137472.00       | $19913257.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2900528.00        | $2955950.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1113220.00        | $1142362.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $999000.00         | $742320.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $200000.00         | $43843.65          | Agency Collateralized Mortgage Obligation |

### Security 132: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25T90
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-06-25      | N/A      | N/A     | $655000.00         | $652320.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | N/A      | N/A     | $62000000.00       | $10438779.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | N/A      | N/A     | $43351744.00       | $42885712.75       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $101000000.00      | $81739227.12       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $784800.00         | $691825.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $5026104.00        | $4929942.90        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2046-03-15      | N/A      | N/A     | $625000.00         | $732746.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $200000.00         | $11738.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | N/A      | N/A     | $117000000.00      | $113864606.69      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | N/A      | N/A     | $875000.00         | $806181.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | N/A      | N/A     | $1360000.00        | $1347652.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-25      | N/A      | N/A     | $67500000.00       | $50101671.92       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $20000000.00       | $19704654.11       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-06-15      | N/A      | N/A     | $1664286.00        | $1369624.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-15      | N/A      | N/A     | $10000000.00       | $24744.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $2036000.00        | $2041512.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $25051000.00       | $10761274.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | N/A      | N/A     | $14230000.00       | $4177353.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-10-25      | N/A      | N/A     | $25040000.00       | $22501344.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-03-25      | N/A      | N/A     | $26284000.00       | $6453573.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1130670.00        | $968258.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-15      | N/A      | N/A     | $191000000.00      | $8111768.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-25      | N/A      | N/A     | $281000.00         | $273197.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | N/A      | N/A     | $26000000.00       | $26079456.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $1600000.00        | $1267306.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $4007055.00        | $4156261.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-25      | N/A      | N/A     | $30890000.00       | $22377867.84       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $4284000.00        | $2898606.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | N/A      | N/A     | $324000.00         | $451203.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $1200000.00        | $57670.31          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-11-25      | N/A      | N/A     | $17343648.00       | $17380520.60       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-01-15      | N/A      | N/A     | $3000000.00        | $1837012.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-09-15      | N/A      | N/A     | $200000.00         | $23461.86          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-15      | N/A      | N/A     | $150000.00         | $176240.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-10-25      | N/A      | N/A     | $13000000.00       | $12928877.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | N/A      | N/A     | $10000000.00       | $8848108.12        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $1600000.00        | $597401.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-25      | N/A      | N/A     | $49566000.00       | $44889191.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-03-25      | N/A      | N/A     | $10000000.00       | $9007263.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | N/A      | N/A     | $92445568.00       | $93318666.93       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-27      | N/A      | N/A     | $19041000.00       | $6702137.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $472000.00         | $591423.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-25      | N/A      | N/A     | $75816448.00       | $75276554.30       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1539178.00        | $1548673.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $18721024.00       | $17615205.70       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $7369416.00        | $6455276.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-27      | N/A      | N/A     | $78850000.00       | $61731670.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | N/A      | N/A     | $5125336.00        | $4112981.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-03-15      | N/A      | N/A     | $865000.00         | $30572.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1682376.00        | $1039013.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-15      | N/A      | N/A     | $51000.00          | $43376.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $292690.00         | $85695.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $10000.00          | $7415.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-25      | N/A      | N/A     | $15829520.00       | $19044142.32       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $8066000.00        | $1642279.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $1100000.00        | $685463.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-04-25      | N/A      | N/A     | $1910000.00        | $1738514.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | N/A      | N/A     | $81348992.00       | $80484496.26       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-10-25      | N/A      | N/A     | $100000000.00      | $98237709.35       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-08-25      | N/A      | N/A     | $84012000.00       | $30400369.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-15      | N/A      | N/A     | $150000.00         | $14082.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-25      | N/A      | N/A     | $2286000.00        | $565673.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-25      | N/A      | N/A     | $162371072.00      | $164705493.08      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $195000.00         | $9549.94           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | N/A      | N/A     | $1734000.00        | $1356193.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $100000000.00      | $90920350.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $38000000.00       | $34198122.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $4220864.00        | $2139622.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | N/A      | N/A     | $135251968.00      | $9062095.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | N/A      | N/A     | $618369.00         | $787468.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $17303520.00       | $3267426.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-25      | N/A      | N/A     | $315000.00         | $70917.31          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $60981000.00       | $47426416.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | N/A      | N/A     | $18768832.00       | $5561574.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $700000.00         | $804898.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $3999963.00        | $279252.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $4000000.00        | $3533929.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $2000000.00        | $124931.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $600000.00         | $565974.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $13713840.00       | $1824046.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-25      | N/A      | N/A     | $8634000.00        | $8507866.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $1000000.00        | $994858.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $4265488.00        | $4073691.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-25      | N/A      | N/A     | $1900000.00        | $1313431.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | N/A      | N/A     | $1000000.00        | $871824.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $311255.00         | $118970.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1001920.00        | $1036873.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3092324.00        | $3022332.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | N/A      | N/A     | $130000.00         | $97751.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | N/A      | N/A     | $418558.00         | $315244.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $4934536.00        | $4870858.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $28330272.00       | $24705714.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $630812.00         | $623528.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-02-25      | N/A      | N/A     | $400000.00         | $15113.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2057-06-25      | N/A      | N/A     | $75000.00          | $90691.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-25      | N/A      | N/A     | $98388000.00       | $54440269.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-07-25      | N/A      | N/A     | $13665000.00       | $13262001.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $249263.00         | $250537.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-25      | N/A      | N/A     | $1316610.00        | $1189345.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | N/A      | N/A     | $2521696.00        | $2107146.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | N/A      | N/A     | $1269570.00        | $1124051.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $4078808.00        | $843428.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-25      | N/A      | N/A     | $294449.00         | $50813.59          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-02-25      | N/A      | N/A     | $217000.00         | $116012.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $7146328.00        | $7016240.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $7061000.00        | $6946639.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-08-25      | N/A      | N/A     | $6992000.00        | $1117664.33        | Agency Collateralized Mortgage Obligation |

### Security 133: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25TR0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $504067.00         | $451366.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $2147224.00        | $416340.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $880000.00         | $573342.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $501271.00         | $504359.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $7775470.00        | $4564655.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $95533440.00       | $15728065.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2000000.00        | $1277177.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $3027892.00        | $2428746.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1925000.00        | $1180221.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $16995140.00       | $17433764.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $77000.00          | $72464.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $4626112.00        | $4310103.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $22540000.00       | $22326598.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $5992192.00        | $763236.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $14999.00          | $11052.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $24456224.00       | $16624834.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $24214960.00       | $24213336.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1347368.00        | $901464.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $73880.00          | $47297.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $5059680.00        | $3299183.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $2000000.00        | $1412089.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $449814.00         | $444532.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $238043648.00      | $240199046.45      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $73235.00          | $27610.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $27693695.00       | $4605216.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $2783820.00        | $28260.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $26761216.00       | $22447405.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1700000.00        | $20210.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $2906108.00        | $113590.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1339256.00        | $189988.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $338574.00         | $324602.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $65761408.00       | $63781553.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5130000.00        | $1766857.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $170000.00         | $17821.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $21419936.00       | $7260802.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $6575432.00        | $5051443.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-05-01      | N/A      | N/A     | $46088960.00       | $14007424.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $4028048.00        | $3623470.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $39000.00          | $5043.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1131596.00        | $1135939.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $466701.00         | $231868.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1670000.00        | $43285.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $2749000.00        | $288989.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $663984.00         | $315983.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $205716.00         | $51624.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1037446.00        | $1077822.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $22950592.00       | $19986183.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | N/A      | N/A     | $2010912.00        | $1382660.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $1768226.00        | $307239.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $7000000.00        | $1434920.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1431508.00        | $1507058.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4695560.00        | $4864041.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3865916.00        | $3461803.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4075400.00        | $4200461.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $580000.00         | $12264.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $313512.00         | $300104.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $34156736.00       | $32899591.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-07-01      | N/A      | N/A     | $48382528.00       | $23564458.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $510000.00         | $69168.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $3500000.00        | $17411.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $8797000.00        | $3635212.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $32000.00          | $24921.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $195000.00         | $73788.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $520000.00         | $446967.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2127600.00        | $2212975.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-15      | N/A      | N/A     | $11277700.00       | $9966938.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $9115952.00        | $8045263.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $6550000.00        | $6171306.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-03-15      | N/A      | N/A     | $6268248.00        | $6471044.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $2379200.00        | $2229076.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $12865632.00       | $11849467.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $5754200.00        | $5032850.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $20000000.00       | $19855749.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $49997000.00       | $35923575.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $2539870.00        | $2152629.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $2303000.00        | $3365533.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-05-15      | N/A      | N/A     | $6848720.00        | $5903270.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $120564000.00      | $54241371.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $300000000.00      | $179343893.98      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $7300408.00        | $6547664.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $7937528.00        | $7180034.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $159427.00         | $145351.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-16      | N/A      | N/A     | $73312512.00       | $59360905.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $749000.00         | $236342.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $1783900.00        | $1716499.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $4853327.00        | $4133711.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $1335332.00        | $1153350.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | N/A      | N/A     | $2796848.00        | $2919458.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3256000.00        | $3214087.60        | Agency Collateralized Mortgage Obligation |

### Security 134: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25U56
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $870275.00         | $15801.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $6210980.00        | $3824458.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $3371224.00        | $2685015.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $3208312.00        | $1197304.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2582330.00        | $2215025.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $367529.00         | $303445.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1725000.00        | $1092138.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $1800000.00        | $348547.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1270546.00        | $1328620.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $3575000.00        | $1398360.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1274412.00        | $1189695.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $71845000.00       | $7841073.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $223991.00         | $22746.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1007864.00        | $884763.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $68606336.00       | $64283383.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1235872.00        | $1291674.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $31254336.00       | $26872546.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1700000.00        | $1408702.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $9090336.00        | $7577080.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $8162800.00        | $1013905.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1100000.00        | $902996.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $36962432.00       | $22943833.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $3200000.00        | $533019.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $2332796.00        | $1542364.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $6161752.00        | $6088534.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $18776288.00       | $15945475.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2385100.00        | $389833.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2301944.00        | $2415532.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1990000.00        | $1484103.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $17691264.00       | $15738542.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $13861824.00       | $12591514.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $19811840.00       | $13131540.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $5735000.00        | $717494.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1108970.00        | $1014120.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $4015792.00        | $1824966.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $3994992.00        | $1504272.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5002952.00        | $3981526.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $51057984.00       | $11076798.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $4100000.00        | $1767009.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $41629376.00       | $37446820.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $82838.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2520000.00        | $1714809.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $3364184.00        | $503123.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $127000.00         | $86240.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $32943000.00       | $23077311.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1159720.00        | $1117825.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $3271312.00        | $3143697.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $900000.00         | $778427.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $29047552.00       | $27060673.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $767740.00         | $470446.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $2500000.00        | $204754.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $18214336.00       | $18770227.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $32158464.00       | $31951944.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $3110000.00        | $28916.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $1800000.00        | $90705.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $3715240.00        | $1701775.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5000000.00        | $4008858.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $3800000.00        | $2861680.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $8711680.00        | $7538296.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1365000.00        | $1132840.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $40027584.00       | $10478792.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $9672048.00        | $9985098.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $58149840.00       | $57510191.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $2679000.00        | $480126.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $354665.00         | $292272.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $11964928.00       | $11048403.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $10948576.00       | $6988664.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $2500000.00        | $382227.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2100000.00        | $1782302.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $708377.00         | $8254.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $2034000.00        | $856235.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $2086000.00        | $425791.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2437416.00        | $2550201.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2809028.00        | $2769373.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $6156112.00        | $4927249.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $11323104.00       | $9607259.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $400000.00         | $307096.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $7938350.00        | $8208586.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1937342.00        | $1530183.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4889416.00        | $4413533.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $15120400.00       | $14056897.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000028.00        | $1004047.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $7070432.00        | $6713804.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $3551776.00        | $1878920.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1641254.00        | $1299461.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2374436.00        | $979418.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $710000.00         | $49365.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $13284360.00       | $1939494.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2320000.00        | $2207610.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $114120000.00      | $18106879.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $316786.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $473183.00         | $455546.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $1930000.00        | $1563965.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1689476.00        | $1755445.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $162000.00         | $148716.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $4105976.00        | $491183.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $15467232.00       | $11472301.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $29453888.00       | $1399722.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $13317184.00       | $12861451.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $8000000.00        | $5015163.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $63471000.00       | $12493966.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $3131992.00        | $2765458.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2503000.00        | $1805525.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1015722.00        | $1068558.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2502068.00        | $2432831.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $21800960.00       | $21010794.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4700000.00        | $997358.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $2542970.00        | $120600.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1218000.00        | $635259.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4170008.00        | $4183173.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $2659048.00        | $2368690.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $3569628.00        | $2128547.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1126172.00        | $869452.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2702596.00        | $2772544.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2846000.00        | $2054676.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1047308.00        | $448955.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3459348.00        | $3563868.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1006262.00        | $869748.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $1036640.00        | $198294.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $25000.00          | $8202.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-16      | N/A      | N/A     | $588614.00         | $448228.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1802948.00        | $1788042.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $9309936.00        | $9478185.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-16      | N/A      | N/A     | $2829372.00        | $2234180.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2449752.00        | $2422833.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $2000000.00        | $199299.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $68957440.00       | $70345024.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $245912.00         | $256984.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2458888.00        | $2557983.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-16      | N/A      | N/A     | $459371.00         | $226106.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $7183449.00        | $22241.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $99976700.00       | $63548778.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $1853160.00        | $19406.19          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1040762.00        | $1060361.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | N/A      | N/A     | $286945.00         | $108009.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $2393763.00        | $2050400.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $3201000.00        | $249293.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $119182720.00      | $118411820.48      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $1604006.00        | $642144.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $22755280.00       | $1026382.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $469665.00         | $185135.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-16      | N/A      | N/A     | $20000000.00       | $1240212.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $2696904.00        | $2110953.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $156012.00         | $91307.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $2583488.00        | $2208686.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $11704112.00       | $11466879.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $2323000.00        | $332830.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1030156.00        | $1072647.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2818064.00        | $2788292.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $5157848.00        | $5444395.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $9370304.00        | $9622199.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1262488.00        | $1324861.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $14000000.00       | $2118707.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1759052.00        | $1714886.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-09-16      | N/A      | N/A     | $485032.00         | $307066.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-01-16      | N/A      | N/A     | $17000000.00       | $6964041.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3074264.00        | $2539643.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $80000000.00       | $1497327.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $5000000.00        | $4838771.67        | Agency Collateralized Mortgage Obligation |

### Security 135: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25UL1
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3703956.00        | $2995058.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1561644.00        | $1221649.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $29571000.00       | $29844521.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $21398912.00       | $19628339.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $7265176.00        | $6856094.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1191646.00        | $1228467.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $130295296.00      | $133908462.07      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $58589184.00       | $56146.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $107000000.00      | $61989985.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $10002432.00       | $9013.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $11476500.00       | $1810026.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1756100.00        | $1227068.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $8345056.00        | $8475850.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $3625748.00        | $2943487.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $14207306.00       | $29470.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $2357304.00        | $179882.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $485214.00         | $51941.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1504542.00        | $276103.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1002960.00        | $1066209.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $1650000.00        | $36968.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $243000.00         | $196439.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1580000.00        | $1177039.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $372090.00         | $41244.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $30000000.00       | $9164348.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4022088.00        | $4211495.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $104000000.00      | $19345593.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $143935232.00      | $145000034.56      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $2749348.00        | $2749211.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $12516120.00       | $8081241.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $5466272.00        | $4503450.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1660434.00        | $745427.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $6599688.00        | $52211.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $969344.00         | $776271.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $643000.00         | $433361.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $300000.00         | $241977.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $50000.00          | $41726.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $10993663.00       | $8483.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $6105880.00        | $6390411.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $853326.00         | $25709.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-04-01      | N/A      | N/A     | $64571392.00       | $29207135.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $598592.00         | $502544.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $16097280.00       | $15724.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $5837352.00        | $4093897.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $4066384.00        | $3693628.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1538000.00        | $10681.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $107645696.00      | $105530265.72      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $54697792.00       | $52538331.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $2900000.00        | $234912.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $2222990.00        | $217547.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $812055.00         | $9429.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $9921184.00        | $8344131.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $8478980.00        | $6405130.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $6575000.00        | $4463823.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $705489.00         | $144443.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $11109936.00       | $9708718.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $245756.00         | $228864.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $92495.00          | $18995.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1140000.00        | $793535.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2616872.00        | $1922425.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-12-01      | N/A      | N/A     | $3454300.00        | $3035015.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $25333632.00       | $25445294.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $2773760.00        | $2696009.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-06-01      | N/A      | N/A     | $3053072.00        | $2430357.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $4439784.00        | $603844.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $10091952.00       | $2026884.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1480762.00        | $737278.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $203800.00         | $41914.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $452000.00         | $223651.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $74703616.00       | $61772096.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $216000000.00      | $38819645.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $12238800.00       | $11231182.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $59000.00          | $45980.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $1017172.00        | $119169.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $8323456.00        | $7016810.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $13327024.00       | $11999970.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $97542.00          | $22745.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $78430336.00       | $79447010.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-04-01      | N/A      | N/A     | $28927712.00       | $12313789.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $2025128.00        | $26179.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $13806224.00       | $13591905.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1933276.00        | $1942659.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $13000.00          | $10980.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $4225000.00        | $3631838.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $500000.00         | $76380.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $100098944.00      | $22734416.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $52754048.00       | $198190.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $20599104.00       | $18543626.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1970432.00        | $1626082.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $52498816.00       | $45516234.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $61830848.00       | $37100180.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $3850292.00        | $178486.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1714748.00        | $1341356.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $20341024.00       | $15907219.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $3216148.00        | $2191125.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $4466920.00        | $4670484.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $97992448.00       | $75005004.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $12517376.00       | $6298.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $600000.00         | $8344.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $2249432.00        | $953580.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $36512320.00       | $28015347.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $67970944.00       | $67430886.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $7253320.00        | $7211560.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $18284000.00       | $19154781.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $900000.00         | $88356.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $6455000.00        | $1520495.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $40000.00          | $35155.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $44095000.00       | $45450186.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1122000.00        | $537299.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $1850000.00        | $1322817.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1229000.00        | $1098869.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1575798.00        | $118212.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $75100800.00       | $56987992.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $5545000.00        | $146107.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1552214.00        | $1623803.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $2500000.00        | $27747.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3394268.00        | $3448278.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1245908.00        | $1287734.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $3237000.00        | $926084.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $990229.00         | $1004084.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $305000.00         | $237699.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $248000.00         | $162895.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $10173568.00       | $6637567.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $86111104.00       | $86479126.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $763922.00         | $796388.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1081910.00        | $1129872.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $899640.00         | $696996.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5846650.00        | $6100134.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $15874752.00       | $16005739.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1064498.00        | $1093069.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $1382780.00        | $17433.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1500000.00        | $307253.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $4893344.00        | $611100.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $1440318.00        | $115284.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $931133.00         | $114673.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $160000.00         | $68851.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-16      | N/A      | N/A     | $108592768.00      | $93306522.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2466808.00        | $2580669.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | N/A      | N/A     | $1359536.00        | $75712.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $160000.00         | $26208.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $34000.00          | $14345.59          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-16      | N/A      | N/A     | $21622000.00       | $18980092.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1582068.00        | $1667241.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $400000.00         | $314546.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $12530832.00       | $12985225.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-15      | N/A      | N/A     | $5000000.00        | $107510.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | N/A      | N/A     | $150000.00         | $142285.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $5978000.00        | $281091.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $745061.00         | $781911.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $7449000.00        | $452617.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $8053072.00        | $8377194.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5679944.00        | $5929976.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $29015000.00       | $189529.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $9095000.00        | $6794598.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $410000.00         | $124140.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $30950656.00       | $2030666.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $15500000.00       | $169106.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4667960.00        | $4874088.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $265222144.00      | $251902184.13      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $23252160.00       | $16889330.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $150000000.00      | $125945782.83      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $56837632.00       | $32422462.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $50000000.00       | $6010476.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3895840.00        | $3941064.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $5792016.00        | $3654051.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2918468.00        | $2996027.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1070692.00        | $816773.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $19298048.00       | $19463959.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | N/A      | N/A     | $9000000.00        | $448228.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $122000.00         | $34631.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2106204.00        | $2148585.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1204666.00        | $1265298.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $134044672.00      | $88061731.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $94000.00          | $45206.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $66000.00          | $38495.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $2279756.00        | $2265948.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2895488.00        | $2953749.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5202520.00        | $5323072.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $680000.00         | $127434.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $1000000.00        | $1021092.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $50000000.00       | $50165687.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $80000.00          | $6387.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $10675200.00       | $349783.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $30145759.00       | $26421403.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $150000000.00      | $8910953.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $119578240.00      | $116854138.63      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $144418304.00      | $82758170.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $109951488.00      | $1191776.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $160736768.00      | $14482327.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3727880.00        | $3881992.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $615000.00         | $741218.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $17501888.00       | $18289486.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $5254624.00        | $526059.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $4772624.00        | $2989137.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $7195224.00        | $7254019.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $106000.00         | $76522.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1041406.00        | $1088291.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-16      | N/A      | N/A     | $250000.00         | $259140.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $3936270.00        | $269437.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $1016132.00        | $105330.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $250000.00         | $191356.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $946736.00         | $901512.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $26000000.00       | $453003.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $2000000.00        | $211418.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $23624928.00       | $24100293.04       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $153943.00         | $23088.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4443660.00        | $4639552.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | N/A      | N/A     | $2250000.00        | $163605.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $212412.00         | $155645.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $5074448.00        | $4984693.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $64000.00          | $15787.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | N/A      | N/A     | $643283.00         | $110737.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $54300000.00       | $54514494.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-12-16      | N/A      | N/A     | $145044.00         | $94080.27          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-02-16      | N/A      | N/A     | $146000.00         | $120491.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3128252.00        | $3206218.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $15139000.00       | $14913272.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $32500000.00       | $32234572.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1088408.00        | $1120605.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $800000.00         | $685972.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $1124786.00        | $122755.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $1680000.00        | $246328.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $230675.00         | $59222.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1763902.00        | $1841756.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $30000000.00       | $23892639.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1722742.00        | $1812009.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1478350.00        | $1538256.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10295152.00       | $10347928.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1716356.00        | $1713030.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1373144.00        | $1321603.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-16      | N/A      | N/A     | $300000.00         | $267236.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $132534016.00      | $6707045.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $24561920.00       | $2760374.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $367488.00         | $374521.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $19512480.00       | $20235259.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $75822080.00       | $49184904.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $106661632.00      | $79618157.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $30000000.00       | $29949118.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1073574.00        | $1121408.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2481168.00        | $2564460.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $61000.00          | $39643.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1784430.00        | $1865455.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $2805000.00        | $130782.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $23000.00          | $10217.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $365000.00         | $143868.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $6873392.00        | $6980613.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $324000.00         | $256339.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1183886.00        | $1204121.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $4566744.00        | $4658632.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $7500000.00        | $7550915.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $44196352.00       | $41436677.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1313842.00        | $1373004.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $529799.00         | $539888.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2358550.00        | $2471504.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $499000.00         | $62324.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | N/A      | N/A     | $284352.00         | $274759.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $299998720.00      | $111424522.74      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $146373800.00      | $104522207.18      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $1000000.00        | $370663.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1005646.00        | $779155.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2382392.00        | $2478815.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-16      | N/A      | N/A     | $25000000.00       | $18403212.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $7866088.00        | $8209560.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $918368.00         | $907994.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $575000000.00      | $452507728.84      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1863774.00        | $1901275.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $250000.00         | $25322.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $15863960.00       | $7779740.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $2258020.00        | $292185.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $712163.00         | $691856.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | N/A      | N/A     | $290000.00         | $364183.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $19902304.00       | $20570424.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $10000000.00       | $9934286.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $1014472.00        | $391333.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1453828.00        | $1519606.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $713000.00         | $680211.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-16      | N/A      | N/A     | $2146356.00        | $1524569.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $40000000.00       | $31108223.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $150000.00         | $12645.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $100209408.00      | $62647938.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $3820200.00        | $3017328.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3762796.00        | $3806479.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $419689.00         | $428134.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-02-16      | N/A      | N/A     | $92670592.00       | $85468079.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1176918.00        | $1229166.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $210738.00         | $73314.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $60382720.00       | $57403217.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | N/A      | N/A     | $7000000.00        | $841375.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-16      | N/A      | N/A     | $63815360.00       | $61982765.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1745936.00        | $1819347.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | N/A      | N/A     | $541311.00         | $195378.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $25446176.00       | $12883426.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1024849920.00     | $957872879.77      | Agency Mortgage-Backed Securities         |

### Security 136: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25UM9
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $134339328.00      | $139980370.72      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2000000.00        | $394836.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2392000.00        | $1725580.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $200000.00         | $153370.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $1113410.00        | $396003.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $23290944.00       | $20161338.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $2000000.00        | $148399.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $45500000.00       | $6122738.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2818524.00        | $2360140.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $43717920.00       | $40646962.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $15010352.00       | $11290885.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $62000.00          | $51190.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $248479.00         | $45324.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $375000.00         | $145991.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $635000.00         | $61893.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1242060.00        | $1307507.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1806000.00        | $481943.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $400000.00         | $287526.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $18460672.00       | $17376762.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1960246.00        | $1727705.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1034100.00        | $615294.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5531088.00        | $5809144.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $800000.00         | $487257.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1661924.00        | $1046131.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $9965792.00        | $10006708.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2042052.00        | $1632502.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $8508368.00        | $8938103.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $560029.00         | $499418.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $11447344.00       | $1445634.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $2687140.00        | $986831.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $2571428.00        | $445009.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $11211936.00       | $9427079.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2900000.00        | $518494.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1523326.00        | $1478327.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $2500000.00        | $1563003.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $8882000.00        | $6666511.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4086368.00        | $4349520.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $800000.00         | $690521.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $4580000.00        | $1430305.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $19929000.00       | $19344148.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $6300000.00        | $669810.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1740000.00        | $401461.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1119408.00        | $1193387.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $224766208.00      | $214438904.41      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $683822.00         | $526588.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $15000000.00       | $7487138.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $8959040.00        | $6446101.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $13853160.00       | $14472913.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $84113280.00       | $81871253.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $1417540.00        | $465255.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1005000.00        | $891786.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $40222720.00       | $40002512.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $15832560.00       | $10961163.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $2650000.00        | $322611.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $21090944.00       | $17098631.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $10000.00          | $8262.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $2747536.00        | $1525466.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $50496704.00       | $44840190.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $27283680.00       | $24478197.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1787002.00        | $1481568.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $234000.00         | $30863.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6707750.00        | $5455139.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $495000.00         | $308588.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $2853000.00        | $314349.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $14493728.00       | $12611374.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $2600000.00        | $505115.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $7075510.00        | $5460116.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1806606.00        | $1402066.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $29511872.00       | $22523810.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $293000.00         | $256571.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1025412.00        | $781216.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $14065584.00       | $6436592.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2738000.00        | $1814116.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1337154.00        | $1244160.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2342530.00        | $2462950.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $10612672.00       | $9873557.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $1145000.00        | $92520.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $5105000.00        | $4778682.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3590236.00        | $3740010.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $800000.00         | $273058.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $12089680.00       | $9972963.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $15082624.00       | $14838991.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | N/A      | N/A     | $5874128.00        | $737598.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $15446352.00       | $15113982.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $2670456.00        | $339835.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $1119484.00        | $179408.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1057460.00        | $573990.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $75000.00          | $33502.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2333384.00        | $1726633.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1958956.00        | $795853.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $13000000.00       | $8421063.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5300000.00        | $4102130.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $7432368.00        | $1482435.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $300015.00         | $224660.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $18648736.00       | $17034337.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $798000.00         | $476248.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $9602720.00        | $9290693.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $4278360.00        | $3633873.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $200000.00         | $147518.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2386912.00        | $2227601.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $46380.00          | $14169.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2595532.00        | $2628806.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $10100000.00       | $8432545.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1056080.00        | $1053589.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $42104256.00       | $42027239.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1237942.00        | $1235373.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1212928.00        | $1249311.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4857344.00        | $786281.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $17801600.00       | $16923640.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $253782.00         | $158616.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $4630000.00        | $29183.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $3644908.00        | $612952.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1988420.00        | $2056308.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $1500000.00        | $277639.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $184583.00         | $102357.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $188098.00         | $145439.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2280000.00        | $698428.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $960000.00         | $318637.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1063520.00        | $426360.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1829000.00        | $492604.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $107191800.00      | $35615162.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $48448768.00       | $27653576.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $11711872.00       | $10630653.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $100000.00         | $76773.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $31469216.00       | $28576337.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1100000.00        | $789255.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $15721700.00       | $4020344.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $4927000.00        | $3740934.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $64000.00          | $41768.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $400000.00         | $275394.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $4600000.00        | $533462.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $1470000.00        | $254551.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2100000.00        | $429911.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1960000.00        | $1282479.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1845000.00        | $1389766.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $12400000.00       | $9869432.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $47934320.00       | $34431551.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5161820.00        | $5271919.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1700000.00        | $697606.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $59214656.00       | $51667251.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $149962000.00      | $147712819.99      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $9548064.00        | $9355274.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $265000.00         | $165811.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $13660640.00       | $11026438.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $6305360.00        | $1672577.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $10981984.00       | $10507239.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2328244.00        | $2201036.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $493344.00         | $469330.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1272286.00        | $1128815.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $7444144.00        | $3249077.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $5805000.00        | $367585.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1515000.00        | $365090.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $940456.00         | $728433.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $150454.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1215000.00        | $488819.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1108554.00        | $1146402.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1269568.00        | $1241742.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1060450.00        | $1054057.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $100000.00         | $34948.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $561107.00         | $485825.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $6342032.00        | $4950345.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $5600000.00        | $1225896.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1400000.00        | $220331.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $41250000.00       | $15065612.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $39000.00          | $31434.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2024744.00        | $2111525.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $3300000.00        | $915339.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $374000.00         | $37822.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-16      | N/A      | N/A     | $3013612.00        | $2262859.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $31000000.00       | $1668980.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $9309088.00        | $8194120.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $141693.00         | $240236.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $56009.00          | $6999.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $75999900.00       | $1228712.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $1517706.00        | $46278.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $1200000.00        | $102465.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $900237.00         | $869161.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $4111104.00        | $4103556.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $2353000.00        | $2533926.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $2333000.00        | $28810.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $625000.00         | $362169.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1289212.00        | $1303084.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | N/A      | N/A     | $740000.00         | $248789.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $11636631.00       | $1281833.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-10-16      | N/A      | N/A     | $20000000.00       | $11244550.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $31000.00          | $27606.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $612477.00         | $168111.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $875584512.00      | $752567402.60      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $4698168.00        | $152788.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $570306.00         | $38809.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $10041440.00       | $9976489.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $5581672.00        | $4483325.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $5000000.00        | $4469287.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $11331620.00       | $9019158.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $3300000.00        | $290279.16         | Agency Mortgage-Backed Securities         |

### Security 137: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25UN7
- **C.18 - Value (incl. sponsor support):** $6750000000.00
- **C.18.a - Value (excl. sponsor support):** $6750000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $1070124.00        | $330488.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1286166.00        | $1353837.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $34000.00          | $27628.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $37395000.00       | $37976417.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $1995000.00        | $153390.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $3522568.00        | $10562.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1600000.00        | $289007.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $4113944.00        | $24973.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $23795.00          | $5068.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $9112256.00        | $59072.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $594505.00         | $465408.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $35000.00          | $32608.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $889329.00         | $822699.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $54332288.00       | $11419536.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $1675950.00        | $7768.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $7663490.00        | $74763.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $1900000.00        | $23400.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4087440.00        | $3652906.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $2599000.00        | $2235934.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $117614208.00      | $13820599.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1819828.00        | $1654669.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $445000.00         | $41627.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $145000.00         | $23512.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $83000.00          | $76438.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $18000000.00       | $61377.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $150000000.00      | $111280673.05      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1484822.00        | $1564010.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1520000.00        | $94784.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $166989.00         | $144400.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $838567.00         | $566762.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $29621344.00       | $8577443.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $31000.00          | $26183.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1128242.00        | $1180760.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $444000.00         | $40586.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $43032.00          | $8157.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $200000.00         | $135438.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $15972000.00       | $134470.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $50000.00          | $9279.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $6562528.00        | $665217.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $55201792.00       | $893139.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $30000.00          | $23891.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $247895.00         | $195786.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $162200000.00      | $20233717.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2120000.00        | $337004.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2100000.00        | $1613433.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $26117664.00       | $26697430.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $61231.00          | $49377.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $14769152.00       | $12199156.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $3373916.00        | $1892200.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $14734864.00       | $2659077.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $1633300.00        | $1394142.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1200444.00        | $342587.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1235384.00        | $265774.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $92467.00          | $9255.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $2950000.00        | $366993.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $7256437.00        | $18553.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $57370.00          | $8109.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $51840.00          | $14319.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $2075984.00        | $295470.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $468980.00         | $328286.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $1920824.00        | $60648.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $222037.00         | $72665.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $520000.00         | $346109.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $993000.00         | $673769.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $100000.00         | $79742.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $200000.00         | $133187.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5765456.00        | $5593692.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $7836656.00        | $6851512.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $9551856.00        | $6576121.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $43000.00          | $27054.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $735000.00         | $7252.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $342087.00         | $38088.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $35675392.00       | $1592446.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1417994.00        | $27404.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $59000.00          | $12995.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $39201000.00       | $30675523.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1700000.00        | $1034940.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $433718.00         | $260484.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $16784640.00       | $694707.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1600000.00        | $1044209.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $850000.00         | $138844.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1099914.00        | $1020063.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | N/A      | N/A     | $410862.00         | $38984.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $200000.00         | $146029.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $100000.00         | $51917.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $500000.00         | $249792.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $447757.00         | $368108.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $24644384.00       | $18803248.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $346221.00         | $284821.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $113000.00         | $87694.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $149333.00         | $141313.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $1879480.00        | $172586.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $300000.00         | $163437.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $10448192.00       | $727307.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $6543136.00        | $4210680.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $289000.00         | $220507.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $19179328.00       | $1796315.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $9911000.00        | $1193972.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1600000.00        | $25231.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $1265520.00        | $10446.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $2096412.00        | $514991.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $100000.00         | $60571.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $50000.00          | $34960.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $2950000.00        | $204315.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $110000.00         | $36600.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $325000.00         | $66020.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $161892.00         | $126342.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $999900.00         | $654097.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $671680.00         | $355506.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $33998.00          | $33823.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $399000.00         | $9219.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $455000.00         | $15323.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $1167474.00        | $77135.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $156000.00         | $124752.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $514242.00         | $47597.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1100000.00        | $35672.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $36898432.00       | $35778962.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $700000.00         | $553828.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $984000.00         | $194755.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1108446.00        | $983672.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $200000.00         | $151472.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $9713840.00        | $8164108.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $714010.00         | $613566.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1291856.00        | $1105408.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1222090.00        | $1149924.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $18382880.00       | $12386752.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $295000.00         | $184338.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $208084736.00      | $215734359.63      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $292000.00         | $44717.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $110181522.00      | $77728673.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $40000.00          | $32900.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $14107056.00       | $76492.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $366747.00         | $14382.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $182218.00         | $6123.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $433845.00         | $50579.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2082592.00        | $2076848.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $2807476.00        | $1718040.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $715221.00         | $35489.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $36252480.00       | $2481164.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $3250000.00        | $3042433.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $2581272.00        | $1922574.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $150275.00         | $128618.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1356000.00        | $1168620.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $14717680.00       | $73933.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $5742816.00        | $5940727.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $220000.00         | $24651.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1207944.00        | $978133.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $11000.00          | $8063.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $300000.00         | $266246.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $2674328.00        | $1907015.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $5544520.00        | $208798.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $15149280.00       | $14552212.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $168000.00         | $36193.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $800000.00         | $467916.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $393000.00         | $38124.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $9817728.00        | $68263.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $5132552.00        | $4502700.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $100000.00         | $62419.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $500000.00         | $473061.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $3602624.00        | $522032.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $185000.00         | $8577.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $184805.00         | $105490.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1641000.00        | $309304.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1775000.00        | $771246.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $175000.00         | $111135.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $41054.00          | $5061.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $61000.00          | $53736.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $88000.00          | $8956.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $2900312.00        | $5979.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $50834.00          | $41420.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $22184800.00       | $17738721.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $320000.00         | $16035.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1279746.00        | $1347288.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $1230806.00        | $9276.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $45000.00          | $26908.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $2233480.00        | $62082.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $978383.00         | $622056.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1691490.00        | $331883.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $52866640.00       | $53360026.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-03-01      | N/A      | N/A     | $2044120.00        | $16305.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $168337.00         | $24581.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $267335.00         | $163273.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1873694.00        | $1463007.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $16615424.00       | $15149091.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $48564000.00       | $49200479.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $5000000.00        | $1105362.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $388000.00         | $279609.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-12-01      | N/A      | N/A     | $2458448.00        | $99498.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $436524.00         | $358123.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $1000000.00        | $501649.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $174306.00         | $119682.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $1397612.00        | $9726.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $105000.00         | $10960.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $6230192.00        | $4740990.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $300000.00         | $104751.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $4778344.00        | $12083.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $17007200.00       | $16364478.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $156000.00         | $20056.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $170000.00         | $128194.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $2420000.00        | $99148.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $216000.00         | $159382.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $13732000.00       | $13666420.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $199000.00         | $127967.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $28216448.00       | $119469.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $400000.00         | $277188.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $27926368.00       | $134200.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $2415772.00        | $108761.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $61516.00          | $63902.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $63871744.00       | $47347518.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $738000.00         | $611667.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1686502.00        | $70617.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $4055408.00        | $1696084.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $2822180.00        | $1838445.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $200000.00         | $65120.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $13900000.00       | $1902361.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1138728.00        | $311520.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $2005680.00        | $1431231.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $87245.00          | $6123.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $33363072.00       | $4354868.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $18281344.00       | $15020712.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2315000.00        | $210822.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $3841352.00        | $2859482.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $1103000.00        | $138222.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $1354758.00        | $96341.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $92545.00          | $9607.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $3636270.00        | $3796182.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $869950.00         | $9020.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $6297728.00        | $5606549.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $1012134.00        | $286348.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $464751.00         | $51555.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $12904608.00       | $4028455.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $29720000.00       | $29882470.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $5999980.00        | $3966295.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $6357624.00        | $953180.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $17859488.00       | $6192813.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2378492.00        | $2490129.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $11943408.00       | $4007242.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $502128.00         | $46191.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $13175584.00       | $11190907.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3293388.00        | $1918964.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $2000000.00        | $114759.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1999800.00        | $1562482.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $375000.00         | $13922.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $6280304.00        | $146138.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $40266000.00       | $34286327.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $812000.00         | $137659.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $19330816.00       | $7864703.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $62746.00          | $11836.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3696388.00        | $748464.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $132306176.00      | $104049856.71      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $6081592.00        | $1327066.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $302000.00         | $32709.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $200000.00         | $28220.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $582996.00         | $104003.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $336000.00         | $39699.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $15209312.00       | $13953683.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $276000.00         | $233582.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $275000.00         | $40041.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $212897.00         | $155499.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $1242820.00        | $156565.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $53648.00          | $25075.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $1059368.00        | $388665.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $561040.00         | $559958.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $300000.00         | $188894.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $7000.00           | $6190.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $432436.00         | $35976.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $920000.00         | $557277.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $782709.00         | $718481.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $38000.00          | $27068.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $883496.00         | $857077.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $599302.00         | $77938.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1472904.00        | $1543914.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2521108.00        | $2244734.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $7829560.00        | $6087393.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $3988000.00        | $5808.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $32159296.00       | $42009.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $6246616.00        | $12508.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $5378470.00        | $35853.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $16752384.00       | $17571699.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $862993.00         | $20468.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $16591.00          | $11918.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $6886232.00        | $4178038.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $148000.00         | $123556.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $40871.00          | $23052.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $48000.00          | $37465.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1771820.00        | $1851006.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $14990080.00       | $12647177.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $2846364.00        | $93066.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $10015936.00       | $7865394.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $599987.00         | $544208.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $9929680.00        | $26043.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $3900000.00        | $24213.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $5211952.00        | $689531.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $94000.00          | $17432.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $30000.00          | $25101.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $4269176.00        | $238425.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1677448.00        | $1712156.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $7272190.00        | $6087082.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $1351000.00        | $167379.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $28068224.00       | $24517256.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $15000.00          | $8587.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $2920000.00        | $100281.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $800000.00         | $692505.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $2834310.00        | $2616249.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $2500000.00        | $736224.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1912026.00        | $1253203.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $385791.00         | $5257.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $56872960.00       | $57576364.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $700000.00         | $5243.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1716988.00        | $1669827.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2378000.00        | $1786857.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2197016.00        | $2312087.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $200000.00         | $103588.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $1179000.00        | $158342.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $400000.00         | $153507.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $22000.00          | $15503.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3515044.00        | $90827.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $1409000.00        | $14482.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $300000.00         | $31605.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1018648.00        | $882383.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2732012.00        | $2391425.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1164264.00        | $191576.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $4000000.00        | $30659.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1722138.00        | $1824068.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1301014.00        | $1238270.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $295518.00         | $38180.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $210892.00         | $22633.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $100000.00         | $67169.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $806500.00         | $743584.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $100000.00         | $70049.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2297624.00        | $2394496.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $4532816.00        | $2698332.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $850000.00         | $140641.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $910696.00         | $934850.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $777883.00         | $57765.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $798000.00         | $71558.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $10000000.00       | $7390631.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $205000.00         | $31376.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $46162432.00       | $6406953.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $950000.00         | $492282.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $190000.00         | $16894.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $375000.00         | $46031.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2169552.00        | $2268958.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $600000.00         | $436413.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $2996308.00        | $812192.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1271470.00        | $1165756.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $3300000.00        | $2255312.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $11000.00          | $10434.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1005932.00        | $197962.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2925572.00        | $2598207.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $15000000.00       | $186559.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1500000.00        | $246020.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $955640.00         | $598461.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $93000.00          | $8308.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $220000.00         | $18273.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $100000.00         | $18531.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $3884424.00        | $1443235.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $1221758.00        | $5828.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $189000.00         | $22243.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $5000000.00        | $730487.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $75000.00          | $46275.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $1000000.00        | $17105.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $17445344.00       | $17677781.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $2630000.00        | $15092.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4590704.00        | $3601268.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $121064.00         | $9808.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $4000000.00        | $6024.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $125000.00         | $18568.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $706000.00         | $72276.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $513895.00         | $93771.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $8047056.00        | $19875.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3116580.00        | $3164825.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $324861.00         | $284643.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $137973.00         | $32771.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $345000.00         | $27696.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $1052300.00        | $15826.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $32300000.00       | $2497056.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $1634170.00        | $34634.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $294195.00         | $46124.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $7435968.00        | $20007.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1738500.00        | $1780495.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2389000.00        | $399845.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $81000.00          | $8848.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $8083184.00        | $6275734.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $2200000.00        | $732718.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $4162968.00        | $3745871.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $106196.00         | $11855.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4288192.00        | $3242945.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $283667.00         | $26762.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $877000.00         | $108193.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $163500.00         | $86350.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $334852.00         | $114777.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $6629592.00        | $5478221.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $127709312.00      | $124258721.10      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $7932192.00        | $554362.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $125000.00         | $10852.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $1000000.00        | $10028.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $127216.00         | $11893.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $800000.00         | $103974.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $6416040.00        | $5560606.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $69631360.00       | $70060313.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000576.00        | $1062935.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1200000.00        | $9569.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $779000.00         | $113600.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $55600.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $7866464.00        | $1217045.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $307793920.00      | $283616912.88      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-02      | N/A      | N/A     | $722068.00         | $498570.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1000000.00        | $409255.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $50051.00          | $23794.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $200000.00         | $108846.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $10571000.00       | $10609624.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2500000.00        | $12593.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $2850184.00        | $21626.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1090000.00        | $935404.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1401000.00        | $445455.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1475000.00        | $112219.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $350000.00         | $7055.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $372040.00         | $258175.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $51100.00          | $11173.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $50000.00          | $30875.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $100000.00         | $63480.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $520000.00         | $67950.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $61741360.00       | $5347148.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $51950592.00       | $31744413.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $1975000.00        | $2037909.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $995750.00         | $72492.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $22549.00          | $15766.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $35000000.00       | $16435626.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $22640032.00       | $23079918.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $26234.00          | $5458.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $3000000.00        | $8931.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1000000.00        | $164673.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2160914.00        | $1451153.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $2216220.00        | $585574.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $19083072.00       | $14022557.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $200000.00         | $196659.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $3577000.00        | $3181059.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $105991.00         | $18027.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1136350.00        | $793567.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $192184.00         | $19462.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $85800.00          | $7086.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $250000.00         | $7833.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $375000.00         | $297181.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1025978.00        | $771973.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $26389040.00       | $25308256.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $7968464.00        | $8188800.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $57927.00          | $5710.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $182592.00         | $162901.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $300000.00         | $155261.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $3199860.00        | $99323.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $225000.00         | $11836.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $5748488.00        | $4219432.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $475002.00         | $17518.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $234976.00         | $160902.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5609000.00        | $3906086.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $425000.00         | $38036.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $176000.00         | $18508.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $33360.00          | $20826.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $3630740.00        | $171601.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3018608.00        | $2438273.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $2447996.00        | $2045446.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6745930.00        | $6997394.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $2877128.00        | $210828.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $17050000.00       | $15523634.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $618266.00         | $31267.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1772972.00        | $1796555.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $280789.00         | $220521.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $8211392.00        | $1949705.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $430000.00         | $97298.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $51733248.00       | $51208627.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $7220000.00        | $894385.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2716432.00        | $2437709.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $196728832.00      | $184339474.12      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $3267604.00        | $44550.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $167145.00         | $16380.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $22796.00          | $13309.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $122894848.00      | $123997627.51      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1128152.00        | $21406.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $2000000.00        | $294985.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $1000000.00        | $537527.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $50989888.00       | $52502470.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $275303.00         | $230997.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1402770.00        | $1441399.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $2000000.00        | $205679.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $62000000.00       | $38643259.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $1531606.00        | $420208.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $300000.00         | $154510.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $104285.00         | $86490.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $80671104.00       | $71112778.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $615000.00         | $283603.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $10000.00          | $7639.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3938000.00        | $1593309.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1438646.00        | $1131557.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $7000000.00        | $664354.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $83000.00          | $18684.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $900000.00         | $537127.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1094260.00        | $1140478.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1030000.00        | $507490.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1158824.00        | $841711.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $10000000.00       | $1949284.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $5000000.00        | $589883.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $6398000.00        | $4539513.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $251000.00         | $20719.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $22878112.00       | $451315.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $195000.00         | $26522.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $46900000.00       | $46606953.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $5354840.00        | $2993522.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $189720.00         | $26536.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $3000000.00        | $373677.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2309940.00        | $2304819.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $94000.00          | $28218.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2009992.00        | $2042492.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $800000.00         | $157822.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $39910000.00       | $25017468.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $161000.00         | $123434.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $6245010.00        | $132474.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $87742848.00       | $589527.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1656962.00        | $1160852.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $24000.00          | $12429.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $145151.00         | $116283.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $984000.00         | $132557.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $273997.00         | $169574.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1475882.00        | $237238.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $3589000.00        | $856110.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $325000.00         | $36328.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $7187872.00        | $6010226.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $660902.00         | $24278.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $106000.00         | $55489.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $150000.00         | $105335.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $319000.00         | $77346.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1530000.00        | $1306686.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $886087.00         | $173105.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2450016.00        | $1791379.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $638046.00         | $25922.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $18000.00          | $5382.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $794000.00         | $667684.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1028318.00        | $1094454.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3403276.00        | $3056851.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1270836.00        | $1306627.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $510000.00         | $361783.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $100000.00         | $59677.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $961404.00         | $355942.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $540000.00         | $74851.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $45000.00          | $7576.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $278907.00         | $42861.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $200000.00         | $6148.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $190811.00         | $83368.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $300000.00         | $33055.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $8246700.00        | $6030172.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $1359000.00        | $50847.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $39000.00          | $7156.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $650000.00         | $46933.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $280000.00         | $120460.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $649000.00         | $145657.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $525000.00         | $106112.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1316602.00        | $1395131.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1328842.00        | $545291.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $4738360.00        | $42350.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $202585.00         | $36469.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $85000.00          | $6258.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $32611520.00       | $26831137.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $156000.00         | $20776.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $210000.00         | $39396.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $355072.00         | $272237.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $648392.00         | $29517.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $54918.00          | $5723.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $464142.00         | $437688.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-08-01      | N/A      | N/A     | $9115790.00        | $5148890.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $415000.00         | $298018.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $158000.00         | $16098.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $700000.00         | $56237.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $75000.00          | $39576.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1300000.00        | $290044.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $105000.00         | $9616.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $1150000.00        | $61121.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $489235.00         | $454577.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $320000.00         | $53400.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $11873232.00       | $7068838.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $604530.00         | $553817.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $50044.00          | $29201.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $48760000.00       | $6408323.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $349096.00         | $220909.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $405000.00         | $415732.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1696494.00        | $897114.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $7129944.00        | $74093.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1053150.00        | $961239.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $100000.00         | $46958.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $8211728.00        | $127946.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $26341.00          | $20918.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $279331.00         | $92858.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $500000.00         | $90831.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2123468.00        | $597817.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $3175000.00        | $1225906.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $4131056.00        | $2706520.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $217925.00         | $147350.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $204995.00         | $156930.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $69000.00          | $23993.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $7472088.00        | $6124627.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $16105600.00       | $32760.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $33000.00          | $25398.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $2600000.00        | $1013172.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $320841.00         | $6453.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $3900000.00        | $18117.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000000.00        | $120823.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $4000000.00        | $141737.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $460000.00         | $8922.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $100000.00         | $73708.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $248000.00         | $64295.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $808000.00         | $416950.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4094432.00        | $4265771.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $3214496.00        | $568384.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $3605100.00        | $44099.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $376861.00         | $304273.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $483251.00         | $258683.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $642940.00         | $429310.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $786000.00         | $601478.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $750000.00         | $586884.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $3258796.00        | $1564434.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1170000.00        | $22243.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $1626144.00        | $51699.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $116667.00         | $26714.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $15934.00          | $8681.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $3514552.00        | $35856.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $27246144.00       | $38675.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $100274432.00      | $82163250.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $4600000.00        | $43173.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $1118000.00        | $18889.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $132613.00         | $136973.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $634054.00         | $227236.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1541370.00        | $673189.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $650000.00         | $99793.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $77737.00          | $59407.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $4100000.00        | $908707.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $23429216.00       | $24784137.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $50000.00          | $26847.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $8970000.00        | $9342308.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $507000.00         | $48511.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $10815000.00       | $8384132.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $134387.00         | $11137.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $100000.00         | $65255.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $160000.00         | $126036.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $95105.00          | $87428.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $6000000.00        | $36819.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $90000.00          | $62380.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1837208.00        | $1889514.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $475000.00         | $34461.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $1997786.00        | $221766.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $23342080.00       | $18356833.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $600000.00         | $122663.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $3091536.00        | $287591.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $75464320.00       | $67985583.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $4478672.00        | $1222036.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1175000.00        | $303862.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $1215772.00        | $79617.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $70129.00          | $34721.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $249863360.00      | $221648598.64      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $2900000.00        | $901984.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $33455000.00       | $31983760.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1288000.00        | $310804.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $122321.00         | $34152.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1955000.00        | $70843.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1388448.00        | $1478054.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $4542888.00        | $50439.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1327020.00        | $1363265.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $7000.00           | $5982.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $74352.00          | $15542.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $190000.00         | $187623.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $830000.00         | $5280.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $5065312.00        | $4147684.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1418350.00        | $26401.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $219928.00         | $203485.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $36051264.00       | $31482755.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $22352.00          | $14853.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $849105.00         | $602099.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $125000.00         | $67810.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $391000.00         | $37892.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $4721390.00        | $285460.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $211197.00         | $174863.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $212000.00         | $210949.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $2000000.00        | $232568.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1453450.00        | $1283686.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1135880.00        | $796976.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $16724832.00       | $267217.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $18285000.00       | $18617829.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7954680.00        | $7179874.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $36000.00          | $22926.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1075366.00        | $8580.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $21608576.00       | $17202773.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4400000.00        | $247603.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2155084.00        | $1662469.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1570892.00        | $231203.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $31539744.00       | $517682.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $71000.00          | $7951.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $120000.00         | $36881.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $2695000.00        | $232778.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $420000.00         | $19894.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $705000.00         | $74140.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $14543488.00       | $15008691.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $19000.00          | $15814.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1575386.00        | $40902.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $150000.00         | $142229.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1208742.00        | $982807.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $223625984.00      | $95379014.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1430102.00        | $328794.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $1450000.00        | $33734.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $671000.00         | $670682.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1048384.00        | $771012.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $2218872.00        | $255676.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1820450.00        | $129101.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $500000.00         | $300023.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $10000.00          | $7591.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1286726.00        | $1337515.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $518209.00         | $6247.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $96129.00          | $11907.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $997773.00         | $1064892.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $1146004.00        | $703650.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $26585696.00       | $28668.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $8203000.00        | $8337829.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $50954.00          | $42336.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2877216.00        | $2032633.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $13000000.00       | $16099.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-25      | N/A      | N/A     | $20062336.00       | $12984394.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1863336.00        | $1082964.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2403552.00        | $2426697.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $74000.00          | $6312.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $322957.00         | $36655.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $3400000.00        | $393730.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1046696.00        | $14843.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000000.00        | $46544.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $300000.00         | $41915.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $150000.00         | $155241.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $325000.00         | $33605.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $6654600.00        | $473595.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $165410048.00      | $336181.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $15151000.00       | $15309812.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $5045000.00        | $820058.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $190600.00         | $135609.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $40000.00          | $5972.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $2067696.00        | $356128.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $173930.00         | $56443.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2060-03-01      | N/A      | N/A     | $2457100.00        | $1111509.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $8341504.00        | $116124.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $913000.00         | $8232.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $1000000.00        | $195606.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $600000.00         | $49386.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $37018.00          | $29719.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $10009040.00       | $52542.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1075384.00        | $1105788.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $400000.00         | $240914.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $40000000.00       | $1161767.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5200000.00        | $3858162.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $686119.00         | $473311.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $425000.00         | $266522.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $450000.00         | $18729.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20000.00          | $17510.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $14999100.00       | $14805652.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $243208.00         | $23249.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $63743.00          | $5764.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $12818208.00       | $1021921.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $7000000.00        | $39548.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1247372.00        | $715979.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $3333750.00        | $44448.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1973710.00        | $146058.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1095000.00        | $99916.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1359852.00        | $1382055.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $18298000.00       | $1720572.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $50055.00          | $20401.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $548508.00         | $431477.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $600000.00         | $387345.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $101000.00         | $71373.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $10450832.00       | $7211554.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $10285680.00       | $10690258.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $276195.00         | $20696.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $56000.00          | $43584.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $800000.00         | $477540.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $383146.00         | $57758.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $954678.00         | $594808.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1037296.00        | $430718.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $55875.00          | $10518.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $65000.00          | $6663.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1087000.00        | $134808.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $49000.00          | $6914.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $340300.00         | $263321.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $14997640.00       | $13604936.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $1345120.00        | $69638.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1379906.00        | $829089.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $800000.00         | $600365.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $796000.00         | $176611.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $51809.00          | $32675.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $473000.00         | $40829.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $151059.00         | $137548.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $9046624.00        | $6290695.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $724000.00         | $15594.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $8000000.00        | $963942.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $65000.00          | $6850.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $30962.00          | $28920.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1157788.00        | $806438.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $177008.00         | $141967.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $2000000.00        | $5359.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $120000.00         | $8944.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $600940.00         | $5331.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1240996.00        | $1277420.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $90000.00          | $54363.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $761000.00         | $68067.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $382000.00         | $222530.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $647281.00         | $474313.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $10030000.00       | $1564925.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $285568512.00      | $83488903.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $270000.00         | $55504.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $94540544.00       | $73452997.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $23100000.00       | $23265942.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $922000.00         | $178023.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $22000.00          | $15613.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $295000.00         | $12064.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $1355006.00        | $475461.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1254322.00        | $1310983.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $40000000.00       | $25562980.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $627673.00         | $203179.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $40000000.00       | $29770497.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1219114.00        | $1268031.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $50203.00          | $10643.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1158876.00        | $1176448.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $802583.00         | $38922.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1263910.00        | $1325505.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $48753600.00       | $26524170.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $761393.00         | $814462.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $1110960.00        | $113985.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $18432140.00       | $18803019.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | N/A      | N/A     | $9299000.00        | $858424.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1999836.00        | $2071142.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $248491.00         | $16543.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1496974.00        | $857833.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $444000.00         | $192574.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $7000000.00        | $7563895.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $40000.00          | $15324.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $1073456.00        | $1120497.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3682972.00        | $3849054.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1464776.00        | $1526026.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $8778496.00        | $9142742.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $2423216.00        | $611293.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $78000.00          | $52588.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-07-15      | N/A      | N/A     | $12103600.00       | $10322099.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1231348.00        | $1250422.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $34000.00          | $28130.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1273478.00        | $1317005.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $13117232.00       | $11563698.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1137476.00        | $1126142.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10488912.00       | $10851075.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $2758788.00        | $1028655.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | N/A      | N/A     | $242229376.00      | $22920032.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $9448576.00        | $9721150.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $3460316.00        | $2931976.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-10-15      | N/A      | N/A     | $250000.00         | $255520.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $20000.00          | $6564.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $3751976.00        | $2732939.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $11230160.00       | $9948126.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1007848.00        | $902147.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-15      | N/A      | N/A     | $1500000.00        | $163893.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $457341440.00      | $438161800.10      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-10-15      | N/A      | N/A     | $5781800.00        | $5914453.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $4382832.00        | $4471020.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $4495896.00        | $81227.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1004000.00        | $1066215.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $100000.00         | $84104.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $725789.00         | $758034.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1900518.00        | $1920069.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $2490000.00        | $187914.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1554294.00        | $1625423.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $8190816.00        | $8561142.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1805618.00        | $1879705.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $7691000.00        | $3772561.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $200000.00         | $56005.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1459000.00        | $407495.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-07-20      | N/A      | N/A     | $275092.00         | $240603.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $21245568.00       | $21459950.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2063880.00        | $2157846.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $24806336.00       | $22803141.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1485490.00        | $1387378.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-15      | N/A      | N/A     | $6440000.00        | $6601061.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $83545216.00       | $87197435.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $10157024.00       | $9834159.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4508456.00        | $4706556.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2713636.00        | $2768237.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $10027000.00       | $1326718.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $695165.00         | $729577.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $6356128.00        | $4036904.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2067-02-15      | N/A      | N/A     | $2565948.00        | $2661464.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1841008.00        | $1833702.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $1050000.00        | $1097279.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1017586.00        | $1067856.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $1316970.00        | $151265.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $16480352.00       | $592931.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1468004.00        | $1536358.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $6462288.00        | $6814062.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $5107056.00        | $198192.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $789984.00         | $805880.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-15      | N/A      | N/A     | $180000.00         | $23607.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $347966464.00      | $116620381.51      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $57661440.00       | $59597192.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $9667536.00        | $8985676.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1217268.00        | $1229790.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $2101088.00        | $392747.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3418710.00        | $3501946.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1416460.00        | $1483020.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $61000.00          | $44667.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $1137140.00        | $82924.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $810468.00         | $847435.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1431118.00        | $1494480.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-04-15      | N/A      | N/A     | $995620.00         | $190297.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2125856.00        | $2220488.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $447981.00         | $456538.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $804946.00         | $779159.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $1474720.00        | $983872.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2414310.00        | $2466747.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $26887160.00       | $2696739.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $135542784.00      | $92513392.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1501702.00        | $1132159.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $5208664.00        | $750068.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $11426096.00       | $11809670.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-20      | N/A      | N/A     | $1853854.00        | $133824.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $154015232.00      | $15135366.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $897363.00         | $937490.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3647984.00        | $3685512.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-15      | N/A      | N/A     | $1619000.00        | $1659715.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-09-15      | N/A      | N/A     | $5740050.00        | $5864258.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $596745.00         | $605216.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $10187824.00       | $847718.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-07-20      | N/A      | N/A     | $619538.00         | $552357.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | N/A      | N/A     | $830000.00         | $836999.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $2697256.00        | $2824068.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $100000000.00      | $72425944.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2068864.00        | $2046939.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-15      | N/A      | N/A     | $10878576.00       | $686562.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $4267992.00        | $84642.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3130912.00        | $3193910.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $885000.00         | $924849.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4010304.00        | $4024326.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $576850.00         | $550642.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $515853312.00      | $457957817.92      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1114458.00        | $1107281.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $9950750.00        | $10315909.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $15776120.00       | $1834240.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $50000000.00       | $6233918.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $2130056.00        | $2123965.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2886964.00        | $2881050.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-10-20      | N/A      | N/A     | $1045400.00        | $817661.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3361832.00        | $3494811.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-12-15      | N/A      | N/A     | $200000.00         | $13666.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1273376.00        | $1332515.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $3880000.00        | $303301.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $8637200.00        | $9256544.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $15441856.00       | $15736275.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $540116.00         | $550984.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1004392.00        | $1086145.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $453012.00         | $468442.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3438016.00        | $3657898.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1850982.00        | $1833862.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $840196.00         | $875652.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-05-15      | N/A      | N/A     | $6445496.00        | $6756454.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-04-20      | N/A      | N/A     | $237200.00         | $221711.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $767816.00         | $801255.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1037098.00        | $1059624.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $6144488.00        | $6350764.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $7791136.00        | $7947911.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $850000.00         | $57370.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $19133376.00       | $19459029.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-10-20      | N/A      | N/A     | $6272920.00        | $1278325.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $566560.00         | $98106.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-11-15      | N/A      | N/A     | $6669616.00        | $64465.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $1488710.00        | $215985.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $21000000.00       | $139922.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $400000.00         | $320989.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $3013370.00        | $2562950.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $24840928.00       | $22708716.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | N/A      | N/A     | $5241250.00        | $5049914.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | N/A      | N/A     | $454615.00         | $85832.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $327081472.00      | $32114067.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $142000.00         | $116164.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $35000.00          | $24899.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1327112.00        | $1321239.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $187067648.00      | $91885924.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $7437000.00        | $546474.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $2860000.00        | $3019942.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $2387228.00        | $590502.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1317252.00        | $1372817.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1449042.00        | $1433030.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $7216704.00        | $145624.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $194004.00         | $102865.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $4073752.00        | $4160479.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $9351968.00        | $5950084.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $1470932.00        | $123249.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $5294784.00        | $741078.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $3020700.00        | $377447.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $30320000.00       | $23609281.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $2297916.00        | $295424.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5243640.00        | $5300383.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-12-20      | N/A      | N/A     | $235161.00         | $191154.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1313220.00        | $1368207.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-03-15      | N/A      | N/A     | $3453436.00        | $3355454.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1829878.00        | $1878507.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $4197528.00        | $4281983.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1108302.00        | $872471.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-02-15      | N/A      | N/A     | $10923472.00       | $10317121.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4305432.00        | $4580958.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $30000000.00       | $22601608.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $4180000.00        | $370740.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $31045880.00       | $28313360.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $102547328.00      | $102815705.17      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $6966216.00        | $7106392.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $12111300.00       | $12355007.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $100000000.00      | $70158172.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-04-20      | N/A      | N/A     | $165123.00         | $147581.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-05-15      | N/A      | N/A     | $11416300.00       | $11742434.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $3666696.00        | $2273985.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1045798.00        | $1064791.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1168686.00        | $1218167.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $1941880.00        | $1432938.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1135776.00        | $1194329.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $3823211.00        | $3898478.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2429956.00        | $2534330.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $69425152.00       | $44607112.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $2021000.00        | $900359.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $237314.00         | $217083.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $918143.00         | $842763.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | N/A      | N/A     | $724600.00         | $687038.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $11849760.00       | $10298365.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1355188.00        | $1402731.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3874976.00        | $4044326.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1584846.00        | $1598500.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $370243.00         | $64389.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $131725.00         | $131154.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $5533000.00        | $478917.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $1398818.00        | $527472.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $11407020.00       | $10836509.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $20000000.00       | $13975021.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1167180.00        | $659239.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2579172.00        | $2720394.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $4274888.00        | $313527.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1359450.00        | $1355897.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $9242688.00        | $9408293.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-08-15      | N/A      | N/A     | $21611120.00       | $18324833.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $3050276.00        | $3111651.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-09-15      | N/A      | N/A     | $14582832.00       | $13479641.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1102860.00        | $1094123.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1500636.00        | $1551013.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1374444.00        | $1402101.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1033046.00        | $1082997.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-06-20      | N/A      | N/A     | $453191.00         | $191974.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $50000.00          | $16594.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3032348.00        | $3170005.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $204992.00         | $174444.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $8215376.00        | $73505.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $9659792.00        | $9538314.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $11303520.00       | $9203180.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $100096000.00      | $82948267.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $3000000.00        | $8689.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $253810.00         | $209364.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $2793584.00        | $2925834.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $11046128.00       | $11510717.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $100000000.00      | $65492107.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-04-15      | N/A      | N/A     | $1747028.00        | $1434056.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $16000.00          | $8483.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $105305.00         | $82897.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $2118872.00        | $175397.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | N/A      | N/A     | $704850.00         | $670511.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $524998656.00      | $257461149.32      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-15      | N/A      | N/A     | $1500000.00        | $53498.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $2264756.00        | $381938.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-09-15      | N/A      | N/A     | $4250000.00        | $4330584.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $8554096.00        | $561232.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-06-15      | N/A      | N/A     | $2448204.00        | $2267859.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-09-15      | N/A      | N/A     | $1750000.00        | $1653358.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-05-20      | N/A      | N/A     | $316316.00         | $251345.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $63000.00          | $5422.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-15      | N/A      | N/A     | $190000.00         | $15077.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1360094.00        | $554931.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-15      | N/A      | N/A     | $2311184.00        | $1701089.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $2250000.00        | $2109964.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $15780112.00       | $11205322.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $180720.00         | $171643.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $12818576.00       | $13396376.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | N/A      | N/A     | $5520100.00        | $5192510.42        | Agency Mortgage-Backed Securities |

### Security 138: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25UO5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 MORT | 2042-12-01      | N/A      | N/A     | $3211810.00        | $440815.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $150000.00         | $23290.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $1000000.00        | $57872.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000000.00        | $957449.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1303082.00        | $848243.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $1310000.00        | $20982.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $634218.00         | $666553.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $1102000.00        | $72906.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $6561550.00        | $6106682.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $15968528.00       | $42934.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $140000.00         | $124650.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $122000.00         | $21584.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $6061288.00        | $8631.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $786311.00         | $7331.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $95000.00          | $12942.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3992311.00        | $5406.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $3046824.00        | $15952.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $200494.00         | $170301.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2624156.00        | $290160.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $2090000.00        | $205354.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $5457560.00        | $472337.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4494016.00        | $4658384.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $2969883.00        | $7173.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1000000.00        | $49145.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $694060.00         | $346954.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $100000.00         | $15308.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $15000000.00       | $2093179.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $239283968.00      | $238940962.77      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $240140.00         | $8162.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $10532656.00       | $123711.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $2317796.00        | $929044.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $25000000.00       | $289238.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $425000.00         | $39258.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $680000.00         | $510322.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $3552499.00        | $2798193.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $6179740.00        | $25016.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1149990.00        | $153918.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1333500.00        | $970701.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $10874304.00       | $12441.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $2154764.00        | $2243372.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1720246.00        | $368337.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $100985.00         | $7144.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $436000.00         | $99540.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1280000.00        | $1218135.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1870000.00        | $262098.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $3118484.00        | $523559.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $227955968.00      | $590262.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $161526016.00      | $46372677.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $872386.00         | $24410.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $1000000.00        | $142504.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1289164.00        | $1141634.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $13048976.00       | $317076.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1420436.00        | $93643.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $674000.00         | $346334.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $4300000.00        | $8474.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $555000.00         | $146683.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $1001098.00        | $12420.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $200000.00         | $191504.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $54571.00          | $45480.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $370611.00         | $106495.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $6755024.00        | $25179.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $4500000.00        | $3119719.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $567000.00         | $106662.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $1501168.00        | $1007756.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $44383872.00       | $42034823.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $437000.00         | $7508.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $106523.00         | $111920.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2560368.00        | $1882371.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $13496992.00       | $1891909.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2000000.00        | $210395.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $790415.00         | $95331.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $13210832.00       | $596708.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $39777280.00       | $487006.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $400000.00         | $339104.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $926693.00         | $810520.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $1800000.00        | $39134.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $574000.00         | $470514.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $1935000.00        | $170620.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2301348.00        | $2423858.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $800000.00         | $720511.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $651050.00         | $36192.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $7800000.00        | $1087322.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $84323200.00       | $83737388.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $747012.00         | $737415.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1759772.00        | $6632.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $4600328.00        | $419528.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1419012.00        | $1350661.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $6000000.00        | $124785.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $125000.00         | $109208.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $4737056.00        | $3321969.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $48000.00          | $45104.40          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $64430000.00       | $51012905.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $13333328.00       | $13346020.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $79305000.00       | $35679074.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-16      | N/A      | N/A     | $100020800.00      | $4333981.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $12500000.00       | $12391208.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $2218000.00        | $2211097.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $55000000.00       | $54968658.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $8084368.00        | $6772452.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-07-16      | N/A      | N/A     | $15000000.00       | $10591861.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $30000000.00       | $30107749.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $46475000.00       | $9432494.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $50000000.00       | $36891183.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $46666624.00       | $46715452.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $24382000.00       | $24959349.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $501940.00         | $411705.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $60668000.00       | $47870599.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1872000.00        | $1134602.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $30672000.00       | $29339015.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $8111856.00        | $6139442.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $17744928.00       | $13431558.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-10-16      | N/A      | N/A     | $16243776.00       | $11365580.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $11281000.00       | $10707720.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $7000000.00        | $1781629.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $100000000.00      | $79644254.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $2175000.00        | $103414.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-01-16      | N/A      | N/A     | $33000000.00       | $19806949.67       | Agency Collateralized Mortgage Obligation |

### Security 139: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003F45
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $22530000.00       | $17609928.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-15      | N/A      | N/A     | $21052152.00       | $16985508.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $16625052.00       | $14235026.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $11434248.00       | $11988159.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $20000000.00       | $16527577.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $18569000.00       | $13531149.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $20563373.00       | $14491866.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $5520381.00        | $4809337.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $16864000.00       | $16280042.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $22417952.00       | $15378412.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $18046007.00       | $17975474.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $65000000.00       | $16227398.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $67780402.00       | $15015825.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $20350000.00       | $16892008.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $99909219.00       | $13232208.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $14451257.00       | $11757112.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $22693286.00       | $15313305.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $13468532.00       | $12729737.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $15900000.00       | $13203775.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $19673036.00       | $14406642.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $15218000.00       | $12688021.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $26818118.00       | $15175726.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $20000000.00       | $15766418.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $25253560.00       | $16030904.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $58000000.00       | $13398104.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $31856471.00       | $14582200.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $21841884.00       | $17178807.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $20570381.00       | $17060904.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20548841.00       | $15573977.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $14725028.00       | $12536311.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14180000.00       | $12522416.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $51139939.00       | $17390756.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $25469838.00       | $17343283.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $16300000.00       | $12290958.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $15000000.00       | $12047509.24       | Agency Mortgage-Backed Securities |

### Security 140: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002RB5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $50000000.00       | $30036521.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $50000000.00       | $51686576.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $30000000.00       | $26397700.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $40000000.00       | $39894978.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $25000000.00       | $24895000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $50000000.00       | $47841249.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $25000000.00       | $25444344.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $20000000.00       | $19602152.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-02      | N/A      | N/A     | $100000000.00      | $99688451.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $90000000.00       | $56998674.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $45000000.00       | $45743942.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $37001200.00       | $37060401.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $30000000.00       | $30264000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $57798600.00       | $58183243.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $150000000.00      | $110343748.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $25000000.00       | $24385000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $355000000.00      | $207878159.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $35000000.00       | $35836514.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $55000000.00       | $47936983.60       | U.S. Treasuries (including strips) |

### Security 141: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001SR1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONA    | 2044-07-20      | N/A      | N/A     | $30000000.00       | $2058959.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-08-20      | N/A      | N/A     | $90000000.00       | $6572465.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $25000000.00       | $651546.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000000.00      | $11807324.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $75000000.00       | $3438825.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $150000000.00      | $24947145.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $40000000.00       | $26865769.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $310000000.00      | $84720938.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $50000000.00       | $14774676.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $100000000.00      | $101327729.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $50000000.00       | $31229071.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $35000000.00       | $2614914.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $22500000.00       | $1280188.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $100000000.00      | $61599723.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $50000000.00       | $4191502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $224998700.00      | $17853383.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $22622000.00       | $23033004.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $20000000.00       | $1535575.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $100000000.00      | $6082685.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $35000000.00       | $1943074.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $150000000.00      | $7345887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $25000000.00       | $868827.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000000.00      | $9731486.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $30000000.00       | $2061885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $87500000.00       | $4103865.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $44000000.00       | $547340.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $100000000.00      | $56925544.00       | Agency Mortgage-Backed Securities |

### Security 142: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005SR4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $12169060.00       | $6989068.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1888469.00        | $1952574.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $1642538.00        | $991149.22         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $6792328.00        | $6462736.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $20000000.00       | $23405792.30       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1336867.00        | $1241271.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1750028.00        | $1119024.18        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1189909.00        | $1249726.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3000000.00        | $2601357.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $1904000.00        | $1339482.92        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1280.00           | $1048.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $45145728.00       | $39833897.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $13069797.00       | $7681054.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1492950.00        | $1307158.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | N/A      | N/A     | $3432937.00        | $1859430.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1936402.00        | $1580756.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $8548680.00        | $8447663.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $3591408.00        | $3581759.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $1776000.00        | $1283674.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $4931173.00        | $3792320.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1150000.00        | $957864.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $9390160.00        | $1632133.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $2602000.00        | $1771949.83        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $3791587.00        | $3628142.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | N/A      | N/A     | $1581428.00        | $821416.15         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $3000000.00        | $3468723.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $9797315.00        | $6312783.57        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2276500.00        | $2377800.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $3447000.00        | $2354881.83        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $18600000.00       | $6115483.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1170639.00        | $1094715.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $27471540.00       | $27717108.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $509744.00         | $465208.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $6811194.00        | $5281203.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | N/A      | N/A     | $2000000.00        | $1939889.91        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1991118.00        | $2043873.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $2888610.00        | $832172.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | N/A      | N/A     | $533000.00         | $403554.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1582047.00        | $1653871.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1757377.00        | $1558056.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | N/A      | N/A     | $2255145.00        | $1267371.29        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $17222592.00       | $14302851.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-15      | N/A      | N/A     | $11159000.00       | $7185903.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $12210000.00       | $1765397.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $10783740.00       | $10798973.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $8012607.00        | $6334895.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $2920359.00        | $1978507.88        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $95766784.00       | $28477339.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4173193.00        | $4200277.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $1864788.00        | $1215589.98        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-06-25      | N/A      | N/A     | $1500000.00        | $1416305.78        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $4497000.00        | $3527811.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1065426.00        | $1094875.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1300896.00        | $1348822.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1173712.00        | $1005503.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3615860.00        | $3706899.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4714793.00        | $4098235.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $1614454.00        | $1265655.62        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2279122.00        | $2367811.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1615236.00        | $845544.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $44105792.00       | $44787077.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $50488923.00       | $6399056.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-15      | N/A      | N/A     | $1922844.00        | $1198398.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $4297759.00        | $3003687.63        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $2443632.00        | $1523841.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $18867072.00       | $2961699.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $25900000.00       | $4293172.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-15      | N/A      | N/A     | $1007353.00        | $1148115.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-25      | N/A      | N/A     | $4000000.00        | $4749195.84        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $9900000.00        | $9952199.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $3000000.00        | $2995108.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $3113099.00        | $298918.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $26482989.00       | $2550815.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $2000000.00        | $739789.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $2938016.00        | $3017456.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | N/A      | N/A     | $1295951.00        | $1047319.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | N/A      | N/A     | $3000000.00        | $1910265.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1830650.00        | $1912619.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $15750000.00       | $2668803.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-25      | N/A      | N/A     | $5317338.00        | $2082309.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $28014000.00       | $28769238.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-25      | N/A      | N/A     | $4000000.00        | $3300326.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-25      | N/A      | N/A     | $2056000.00        | $1133292.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5241124.00        | $2916631.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1500000.00        | $1313352.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $5000000.00        | $4577786.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $32476528.00       | $31415519.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $8540000.00        | $8638770.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $26664000.00       | $4244554.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1153042.00        | $996321.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-25      | N/A      | N/A     | $7637000.00        | $3653044.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $5958802.00        | $5230012.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $16225000.00       | $16253355.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $8674928.00        | $9017004.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $11343.00          | $11746.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $286815.00         | $198179.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $25155000.00       | $25654393.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $14626782.00       | $3609477.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4476156.00        | $4397312.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | N/A      | N/A     | $6604235.00        | $2747300.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6964187.00        | $4532631.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $5500000.00        | $4696817.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2031382.00        | $2065598.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $8328705.00        | $2994973.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | N/A      | N/A     | $6702000.00        | $4467556.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $849041.00         | $822243.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1429690.00        | $1478360.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-25      | N/A      | N/A     | $3523175.00        | $1909294.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-25      | N/A      | N/A     | $1500000.00        | $1690657.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-25      | N/A      | N/A     | $1000000.00        | $740014.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $6585329.00        | $6151509.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1287113.00        | $1334157.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $16699000.00       | $16444329.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $17960512.00       | $16947120.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $44822000.00       | $45702573.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $22704521.00       | $2739321.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $14000000.00       | $13254052.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $28996325.00       | $26147580.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $4863960.00        | $3115276.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $24378900.00       | $25014429.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $2220000.00        | $1301684.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $24892987.00       | $21848458.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $1461217.00        | $857120.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3052818.00        | $3156987.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5360000.00        | $4908089.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $65160567.00       | $6214204.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $25000000.00       | $24799891.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2005395.00        | $2081246.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1171312.00        | $1225817.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4130434.00        | $3777613.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $11610531.00       | $11919676.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $1747770.00        | $2001555.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $7178579.00        | $6526936.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1928031.00        | $1693074.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $3396265.00        | $3576453.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $14280000.00       | $13994090.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $32250000.00       | $7897806.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $3000000.00        | $2900685.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $49743193.00       | $4082501.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2063903.00        | $2119048.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $8000000.00        | $7558657.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1407386.00        | $1466923.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $4807456.00        | $3713362.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $15240584.00       | $14881211.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-25      | N/A      | N/A     | $9900000.00        | $1224739.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $87300000.00       | $14936375.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | N/A      | N/A     | $3004007.00        | $1563910.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $1500000.00        | $1432104.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | N/A      | N/A     | $2500000.00        | $1528259.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $41509000.00       | $42738531.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1425654.00        | $1509892.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $21150000.00       | $5445925.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1014013.00        | $498012.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1101885.00        | $840909.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2318745.00        | $2435982.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1051951.00        | $311208.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $44666068.00       | $9187209.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1877142.00        | $1803528.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4938325.00        | $5178987.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $39186360.00       | $5827769.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1180319.00        | $1220031.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3374866.00        | $3464890.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $1207240.00        | $761050.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $11250608.00       | $11438481.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2378650.00        | $2441283.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $4753517.00        | $5106704.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $5442395.00        | $3355609.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1052585.00        | $376039.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3375000.00        | $3518014.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $44574607.00       | $36295866.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $44752465.00       | $8323083.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $20000000.00       | $4192664.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $22465000.00       | $22840577.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $3911000.00        | $2480159.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-25      | N/A      | N/A     | $5170000.00        | $3313832.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-25      | N/A      | N/A     | $3095000.00        | $1277450.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $110881024.00      | $102217941.83      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $814700.00         | $846992.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $19993000.00       | $20323284.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $1397364.00        | $1321635.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | N/A      | N/A     | $512811.00         | $578971.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $2000000.00        | $839496.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $2868913.00        | $2444904.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $794024.00         | $763688.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $53633664.00       | $39239659.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1021663.00        | $1069134.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $55437376.00       | $45145798.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2000000.00        | $1396691.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $7667094.00        | $8865972.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $2500000.00        | $2217652.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $5000000.00        | $6037940.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $4485052.00        | $2420085.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1380193.00        | $1153453.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $3156348.00        | $3443509.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $2610474.00        | $1489012.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $6114418.00        | $5646898.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $4000000.00        | $1697169.07        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2056-04-01      | N/A      | N/A     | $26840000.00       | $5314078.44        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-09-15      | N/A      | N/A     | $16945000.00       | $8644627.31        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-12-15      | N/A      | N/A     | $15533000.00       | $6346939.13        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2038-06-15      | N/A      | N/A     | $5598000.00        | $3079627.74        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $40513300.00       | $25881514.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $100.00            | $101.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $11243700.00       | $5670720.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $1000.00           | $986.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $4800.00           | $4895.91           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $1999900.00        | $2012685.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $100.00            | $82.87             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-28      | N/A      | N/A     | $9094600.00        | $9374000.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-16      | N/A      | N/A     | $1000.00           | $982.81            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $4274700.00        | $4397912.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $100.00            | $101.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $200.00            | $189.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $99974100.00       | $95550558.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $49987200.00       | $50219779.03       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $300.00            | $274.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $27306300.00       | $27131839.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $5002000.00        | $3445901.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $4667400.00        | $4590323.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $800.00            | $784.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $18803800.00       | $17881841.51       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $22368600.00       | $18606093.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $9999100.00        | $10672889.08       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $100108200.00      | $91822703.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $4311800.00        | $4250640.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $9172000.00        | $9489696.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $14445700.00       | $14666249.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $11308700.00       | $8718840.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $300.00            | $300.04            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $4338600.00        | $4054395.67        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $100.00            | $94.58             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $100.00            | $75.32             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $67370400.00       | $68368503.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $200.00            | $188.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $141975000.00      | $135494267.18      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $23760400.00       | $20510150.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $90845000.00       | $57601442.37       | U.S. Treasuries (including strips)        |

### Security 143: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005SS2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $9651900.00        | $9766892.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $2981200.00        | $2991503.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $400.00            | $378.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $100.00            | $129.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $800.00            | $606.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $12755600.00       | $13050151.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $40954000.00       | $41215831.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $3634400.00        | $3669688.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $600.00            | $603.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $1100.00           | $990.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $100.00            | $92.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $1084300.00        | $1104826.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $100.00            | $65.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $300.00            | $306.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $12823200.00       | $12859502.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $16024300.00       | $14939719.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $24400.00          | $24173.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $231000.00         | $229524.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $2766800.00        | $2581563.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $5082300.00        | $5320784.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $100.00            | $95.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $181000.00         | $183982.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $200.00            | $202.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $100.00            | $96.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $100.00            | $50.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $1357300.00        | $1400643.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $25781000.00       | $26635481.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $361700.00         | $321209.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $499600.00         | $509037.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $14176800.00       | $14239013.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $8232200.00        | $7131873.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $18535600.00       | $18831687.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $2000000.00        | $2019512.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $1100.00           | $1443.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $1000.00           | $663.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $200.00            | $188.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $1197400.00        | $1219427.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $14193100.00       | $14203471.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | N/A      | N/A     | $9299900.00        | $9775782.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $100.00            | $55.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $1000.00           | $948.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $6427300.00        | $6321788.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $100.00            | $98.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $300.00            | $295.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $660000.00         | $616766.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $8000000.00        | $4887846.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-04      | N/A      | N/A     | $9198100.00        | $9164618.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $61240200.00       | $57981888.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $1999900.00        | $2002166.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $35127800.00       | $36288094.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $600.00            | $566.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $7465700.00        | $7052029.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $5718000.00        | $5752676.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $1000.00           | $943.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $100.00            | $104.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $100.00            | $93.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $19825300.00       | $19762707.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $2112400.00        | $2223950.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $1070800.00        | $728923.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $700.00            | $722.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $900.00            | $933.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $101800.00         | $103907.11         | U.S. Treasuries (including strips) |

### Security 144: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001SQ7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $295986500.00      | $306000060.70      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001DK2
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $6280000.00        | $6385504.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $143999946.00      | $45437634.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1000000.00        | $305127.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $3700000.00        | $3240375.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $99000000.00       | $42684723.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $2600000.00        | $1315876.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $33000000.00       | $14782034.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $99000000.00       | $29434477.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $10550000.00       | $3213609.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $2800000.00        | $1281393.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $47000000.00       | $48420064.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $15500000.00       | $6995190.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $40000000.00       | $13859189.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $3400000.00        | $2912835.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $2600000.00        | $2428634.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $175999900.00      | $55514152.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $5000000.00        | $3678124.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $8000000.00        | $7989271.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $50000000.00       | $23205602.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $8993000.00        | $5489853.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $16800000.00       | $17593690.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $9500000.00        | $5375422.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $5500000.00        | $3331301.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $1640000.00        | $1389057.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $32985000.00       | $17657401.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1825000.00        | $1511216.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $3950000.00        | $1307639.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $25000000.00       | $7699644.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $1395000.00        | $1031721.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $5600000.00        | $3211610.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $4345000.00        | $1235784.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $14900000.00       | $4813857.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $7500000.00        | $3900336.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $122700000.00      | $31177552.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $35800000.00       | $19731251.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $15000000.00       | $13751412.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $100000000.00      | $93902909.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $5500000.00        | $5586059.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $45000000.00       | $22678560.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $5200000.00        | $3582824.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $7900000.00        | $4381485.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $20000000.00       | $5752333.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $1800000.00        | $1904478.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $3790000.00        | $2219318.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $78000000.00       | $22246971.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $34843200.00       | $27664127.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $85000000.00       | $28472291.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $111000000.00      | $82888420.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $2400000.00        | $1856819.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $5300000.00        | $3845219.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $2700000.00        | $2029007.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $2150000.00        | $1195444.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $4500000.00        | $3284327.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $4600000.00        | $2363374.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $11362000.00       | $5354990.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $5510000.00        | $1539736.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $4400000.00        | $3496146.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $1800000.00        | $1560583.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $15800000.00       | $9818191.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $7092000.00        | $5509686.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $2710000.00        | $2698618.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $80000000.00       | $64064402.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $3475000.00        | $2801284.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $1200000.00        | $1109753.47        | U.S. Treasuries (including strips) |

### Security 146: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001DK1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $26908586.00       | $12314461.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $16800000.00       | $15900816.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $22000000.00       | $11606001.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $18300000.00       | $18275457.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $100000000.00      | $53531611.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $25900000.00       | $26399862.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $6600000.00        | $2527416.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $4500000.00        | $1761442.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $208200000.00      | $79376891.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $78000000.00       | $77773800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $16000000.00       | $16428156.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $10000000.00       | $8061249.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $25000000.00       | $10538593.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $75000000.00       | $60353346.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $75200000.00       | $30105847.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $39500000.00       | $40836330.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $100000000.00      | $55115228.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $75000000.00       | $37874076.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $77000000.00       | $78293600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $50000000.00       | $26002240.00       | U.S. Treasuries (including strips) |

### Security 147: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004IP7
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2026-03-09      | N/A      | N/A     | $500000.00         | $504895.56         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-01-16      | N/A      | N/A     | $20000.00          | $20879.88          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-01-27      | N/A      | N/A     | $250000.00         | $249934.72         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-10-14      | N/A      | N/A     | $75000.00          | $75740.84          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-08-20      | N/A      | N/A     | $25000.00          | $25201.98          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2044-09-12      | N/A      | N/A     | $20000.00          | $20038.95          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2033-09-12      | N/A      | N/A     | $100000.00         | $100361.08         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2036-04-07      | N/A      | N/A     | $14000.00          | $13447.70          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2037-08-10      | N/A      | N/A     | $60000.00          | $60021.15          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-10-14      | N/A      | N/A     | $250000.00         | $249806.53         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-05      | N/A      | N/A     | $20000.00          | $20273.51          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2040-10-22      | N/A      | N/A     | $50000.00          | $49904.80          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2038-09-30      | N/A      | N/A     | $720000.00         | $720793.68         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-10-27      | N/A      | N/A     | $350000.00         | $349115.94         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-05-12      | N/A      | N/A     | $400000.00         | $404248.78         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-01      | N/A      | N/A     | $75000.00          | $69246.60          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-10-16      | N/A      | N/A     | $340000.00         | $340151.78         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2035-10-29      | N/A      | N/A     | $250000.00         | $248798.64         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2038-03-17      | N/A      | N/A     | $285000.00         | $286426.80         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2039-09-26      | N/A      | N/A     | $50000.00          | $50228.44          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2040-10-22      | N/A      | N/A     | $320000.00         | $319130.88         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2031-10-27      | N/A      | N/A     | $560000.00         | $557613.16         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2045-07-14      | N/A      | N/A     | $20000.00          | $20455.89          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2033-03-15      | N/A      | N/A     | $275000.00         | $275694.70         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2030-10-21      | N/A      | N/A     | $10000.00          | $9990.94           | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-11-23      | N/A      | N/A     | $75000.00          | $73511.78          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2029-10-22      | N/A      | N/A     | $10000.00          | $9995.67           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2040-10-02      | N/A      | N/A     | $15000.00          | $15008.13          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-10-27      | N/A      | N/A     | $170000.00         | $169174.56         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2028-07-10      | N/A      | N/A     | $80000.00          | $79968.68          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-10-29      | N/A      | N/A     | $50000.00          | $49965.16          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-12-10      | N/A      | N/A     | $225000.00         | $212325.19         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-01-08      | N/A      | N/A     | $50000.00          | $50671.13          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2033-10-24      | N/A      | N/A     | $95000.00          | $94340.49          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2034-10-16      | N/A      | N/A     | $250000.00         | $250040.83         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-10-28      | N/A      | N/A     | $750000.00         | $748218.75         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2031-05-28      | N/A      | N/A     | $250000.00         | $255211.88         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-09-26      | N/A      | N/A     | $30000.00          | $30054.78          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2025-12-12      | N/A      | N/A     | $500000.00         | $508722.50         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2040-09-25      | N/A      | N/A     | $35000.00          | $35113.86          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2040-10-30      | N/A      | N/A     | $255000.00         | $253992.75         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-03-24      | N/A      | N/A     | $1000000.00        | $1010157.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-03-25      | N/A      | N/A     | $15000000.00       | $6278666.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $66451000.00       | $66630927.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | N/A      | N/A     | $22500000.00       | $6516940.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $7800000.00        | $974738.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1000000.00        | $349549.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $1625443.00        | $375993.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-25      | N/A      | N/A     | $28420000.00       | $26058534.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | N/A      | N/A     | $13000000.00       | $7981415.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $10000000.00       | $438871.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $46900000.00       | $1319979.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $23325000.00       | $595873.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-25      | N/A      | N/A     | $178248000.00      | $169620499.84      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-06-15      | N/A      | N/A     | $160000.00         | $16091.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $4000000.00        | $293424.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $5097997.00        | $4241288.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $20000000.00       | $8454822.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | N/A      | N/A     | $52700000.00       | $52753929.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | N/A      | N/A     | $63440000.00       | $7854621.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-25      | N/A      | N/A     | $4500000.00        | $2665456.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-27      | N/A      | N/A     | $30301000.00       | $4355018.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $2454391.00        | $1918189.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $1000000.00        | $229519.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $1250000.00        | $94033.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $1350000.00        | $248464.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $3500000.00        | $1334718.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-25      | N/A      | N/A     | $5780000.00        | $4308440.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $5000000.00        | $534412.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $7193159.00        | $858811.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-25      | N/A      | N/A     | $26620000.00       | $27442873.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $7497692.00        | $652934.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-26      | N/A      | N/A     | $6250000.00        | $6253126.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $4100000.00        | $132678.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4035833.00        | $4157964.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $7000000.00        | $3262681.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-25      | N/A      | N/A     | $840000.00         | $448588.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $2723864.00        | $145272.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $8590000.00        | $2386878.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | N/A      | N/A     | $14500000.00       | $8021548.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $953543.00         | $321068.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2064706.00        | $51049.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $3000.00           | $21.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $9908824.00        | $974882.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-25      | N/A      | N/A     | $50450000.00       | $22986370.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $40773546.00       | $1267097.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $1000000.00        | $291749.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $750000.00         | $332379.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-27      | N/A      | N/A     | $50000000.00       | $39145003.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | N/A      | N/A     | $2545000.00        | $2097345.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-10-25      | N/A      | N/A     | $4770000.00        | $446183.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | N/A      | N/A     | $6340000.00        | $7973185.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-09-25      | N/A      | N/A     | $32140000.00       | $7026852.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $60766000.00       | $57553109.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $2055818.00        | $475846.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $3000000.00        | $342329.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | N/A      | N/A     | $4397981.00        | $230293.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-25      | N/A      | N/A     | $54000000.00       | $54135144.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $3197197.00        | $2708215.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $4000000.00        | $1826620.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $7075000.00        | $1272296.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $4100000.00        | $145398.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $4700000.00        | $431936.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $2781024.00        | $1671504.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $3800000.00        | $348656.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-25      | N/A      | N/A     | $57250000.00       | $17189183.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | N/A      | N/A     | $9000000.00        | $6814803.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | N/A      | N/A     | $25000000.00       | $23548949.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $3000000.00        | $269437.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $23200000.00       | $457686.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $104967927.00      | $79249411.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1170891.00        | $1016613.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $1035336.00        | $652261.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $2000000.00        | $720034.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $20000000.00       | $469727.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $5250000.00        | $1364732.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $46900000.00       | $2376408.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $20509000.00       | $8810146.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1266562.00        | $995362.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $3050000.00        | $230362.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $4000000.00        | $366842.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $22350000.00       | $20938441.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $5750000.00        | $817945.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $1000000.00        | $88100.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $4344789.00        | $2289177.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $1100000.00        | $68080.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $2250000.00        | $126518.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-25      | N/A      | N/A     | $67000.00          | $48084.87          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-25      | N/A      | N/A     | $20000000.00       | $20180080.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-11-15      | N/A      | N/A     | $105000.00         | $33156.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $9959380.00        | $4569120.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-26      | N/A      | N/A     | $17000000.00       | $16544430.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-06-25      | N/A      | N/A     | $25000000.00       | $13516045.60       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $11394853.00       | $987546.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-25      | N/A      | N/A     | $48750000.00       | $5563823.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $3000.00           | $3.09              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $4000000.00        | $273880.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $25000000.00       | $300439.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $4200000.00        | $321418.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $7375000.00        | $423472.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $2704905.00        | $1020628.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $53711095.00       | $488170.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $4948980.00        | $134163.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | N/A      | N/A     | $10600000.00       | $207268.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-15      | N/A      | N/A     | $10243444.00       | $6400996.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | N/A      | N/A     | $369485994.00      | $69811826.43       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $2000.00           | $1.49              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $500000.00         | $265843.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-25      | N/A      | N/A     | $20088000.00       | $8152961.93        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $5000.00           | $2.90              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $3699000.00        | $193847.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $7500000.00        | $4126885.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $58390000.00       | $58455610.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $15000000.00       | $6798971.13        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $2733000.00        | $244430.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-25      | N/A      | N/A     | $24529000.00       | $5396101.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $2350000.00        | $119483.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-25      | N/A      | N/A     | $16000000.00       | $16023006.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | N/A      | N/A     | $17500000.00       | $5143949.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-25      | N/A      | N/A     | $12483000.00       | $11713142.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | N/A      | N/A     | $25950000.00       | $6878903.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $4000.00           | $4.35              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $3000.00           | $15.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $5000.00           | $3.39              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1000000.00        | $471746.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $9433000.00        | $524008.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $1500000.00        | $831309.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1000.00           | $32.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $4091196.00        | $473176.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-27      | N/A      | N/A     | $34000000.00       | $30991527.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $9815027.00        | $307530.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $10000000.00       | $966811.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $36275000.00       | $4012310.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-15      | N/A      | N/A     | $9000.00           | $4559.35           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-01      | N/A      | N/A     | $8100000.00        | $345637.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-25      | N/A      | N/A     | $50000000.00       | $48798533.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $2040000.00        | $220854.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $1000000.00        | $242539.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-25      | N/A      | N/A     | $27975000.00       | $25314736.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-25      | N/A      | N/A     | $15000000.00       | $10520109.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $6000.00           | $496.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-25      | N/A      | N/A     | $750000.00         | $526923.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | N/A      | N/A     | $26150000.00       | $3943525.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $1183866.00        | $1062921.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $1200000.00        | $101707.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $2000000.00        | $890931.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-25      | N/A      | N/A     | $9000000.00        | $6149228.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | N/A      | N/A     | $1500000.00        | $1491869.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $45000000.00       | $42545122.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $2130325.00        | $1698185.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $33735000.00       | $30408961.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $3500000.00        | $413315.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $2000000.00        | $1981168.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | N/A      | N/A     | $56250000.00       | $5961503.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | N/A      | N/A     | $8095000.00        | $1465025.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $3500000.00        | $1457400.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $21000000.00       | $2151278.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $5056267.00        | $1044622.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $2000000.00        | $89600.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $7800000.00        | $293473.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $11186383.00       | $4588252.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $80387000.00       | $36756724.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $4000.00           | $2.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-28      | N/A      | N/A     | $39250000.00       | $20186972.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | N/A      | N/A     | $63240000.00       | $63820606.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | N/A      | N/A     | $36000000.00       | $10781332.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | N/A      | N/A     | $34545291.00       | $5018615.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-03-25      | N/A      | N/A     | $15000000.00       | $3523974.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $3410000.00        | $117132.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-25      | N/A      | N/A     | $28552000.00       | $14470467.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $1032479.00        | $203674.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $700000.00         | $499688.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $1535000.00        | $325887.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | N/A      | N/A     | $22000000.00       | $21138824.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $5291041.00        | $1693920.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $1000.00           | $93.48             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-25      | N/A      | N/A     | $44110000.00       | $12745419.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-09-15      | N/A      | N/A     | $15000.00          | $12479.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $5000.00           | $1.40              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $15950000.00       | $592186.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-25      | N/A      | N/A     | $25000000.00       | $24981866.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $1025000.00        | $453290.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-25      | N/A      | N/A     | $15950000.00       | $8414208.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $1720000.00        | $764087.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-26      | N/A      | N/A     | $18500000.00       | $2716586.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $1000000.00        | $355410.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $955000.00         | $472409.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-15      | N/A      | N/A     | $45000000.00       | $14243417.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | N/A      | N/A     | $24250000.00       | $18183949.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $11500000.00       | $9764300.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $15000000.00       | $1528512.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $9700000.00        | $15913.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $10000000.00       | $4814866.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $1008.00           | $27.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | N/A      | N/A     | $17000.00          | $14815.25          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $10000000.00       | $9941546.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-25      | N/A      | N/A     | $20000000.00       | $16344670.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $2000.00           | $0.65              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-25      | N/A      | N/A     | $13000000.00       | $10757033.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $10100000.00       | $945139.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $2288684.00        | $264870.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $1886485.00        | $150450.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $10600000.00       | $407978.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $1000000.00        | $288701.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $10000000.00       | $1064790.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $10000000.00       | $4607869.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $810000.00         | $237316.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $30000000.00       | $2646723.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-15      | N/A      | N/A     | $12000.00          | $33.96             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $10000000.00       | $397903.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $15000000.00       | $484294.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $4000.00           | $7.56              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $5000.00           | $2.16              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $9698999.00        | $128580.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $4601616.00        | $382493.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $1075000.00        | $92942.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-15      | N/A      | N/A     | $20000000.00       | $8598542.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $113597432.00      | $56368233.09       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $42097753.00       | $1894212.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $51247000.00       | $4378101.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $2000000.00        | $536005.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-25      | N/A      | N/A     | $61074000.00       | $13122715.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $1543253.00        | $143519.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $1000000.00        | $311270.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $12100000.00       | $737479.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $9790000.00        | $9452024.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $1000000.00        | $49896.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $6000.00           | $5.60              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $3260000.00        | $461372.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $1500000.00        | $642378.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $4100000.00        | $255472.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $7922315.00        | $740542.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | N/A      | N/A     | $50000000.00       | $30239530.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $36206332.00       | $5160175.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | N/A      | N/A     | $199949916.00      | $64607476.07       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-25      | N/A      | N/A     | $13475000.00       | $7887404.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $5200000.00        | $234246.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $10000000.00       | $4415983.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $4250000.00        | $606626.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3305099.00        | $3369293.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $8000.00           | $18.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $3299526.00        | $245356.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3610000.00        | $456027.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $18760000.00       | $183319.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $24589089.00       | $196256.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $4000.00           | $520.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2089838.00        | $360449.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000000.00        | $737872.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $3000.00           | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $11050000.00       | $606582.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $13020812.00       | $825584.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $12000000.00       | $1619929.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $5000000.00        | $935486.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-30      | N/A      | N/A     | $750000.00         | $745719.75         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-12-25      | N/A      | N/A     | $3500000.00        | $2619996.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-25      | N/A      | N/A     | $1729000.00        | $792087.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-09-25      | N/A      | N/A     | $5750000.00        | $3970265.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $2750000.00        | $580933.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-25      | N/A      | N/A     | $13515000.00       | $4844444.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $16214465.00       | $3192521.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $3977179.00        | $72837.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $5545675.00        | $2686003.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $9749000.00        | $1602466.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $2118325.00        | $239094.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $11000000.00       | $1058780.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $9380000.00        | $1224439.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $7328185.00        | $876588.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $5807759.00        | $2336198.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1893599.00        | $1886480.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $150000.00         | $144322.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-08-25      | N/A      | N/A     | $10650000.00       | $8834642.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1500000.00        | $783210.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $2347.00           | $17.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $9776009.00        | $2712457.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $4746159.00        | $618205.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $2000000.00        | $857382.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $16100000.00       | $788261.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-25      | N/A      | N/A     | $339842128.00      | $1659324.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-28      | N/A      | N/A     | $60000.00          | $52680.60          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $3000000.00        | $353516.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-25      | N/A      | N/A     | $6077005.00        | $6373800.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | N/A      | N/A     | $52000.00          | $161.04            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $8877000.00        | $903658.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $19666811.00       | $1185742.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $5000000.00        | $1560677.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $12993330.00       | $11042741.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $8260000.00        | $1520359.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $2800000.00        | $1036422.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $9154311.00        | $1050425.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $5100000.00        | $220833.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $10735024.00       | $980038.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $17942605.00       | $1469158.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $3300000.00        | $451133.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $5274068.00        | $472764.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $7854314.00        | $7816076.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $7003186.00        | $953830.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4179284.00        | $3999514.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-25      | N/A      | N/A     | $9950000.00        | $7675928.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $3000.00           | $35.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $10000000.00       | $1251103.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $8500000.00        | $928874.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-25      | N/A      | N/A     | $197000000.00      | $3696318.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $774173.00         | $769917.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $5000000.00        | $687132.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $4619073.00        | $295246.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $7506726.00        | $1356327.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $2650000.00        | $371113.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $25500000.00       | $1976801.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-25      | N/A      | N/A     | $91757000.00       | $2694455.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1914994.00        | $1940812.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $6504540.00        | $737783.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $45000.00          | $24705.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $1000000.00        | $437587.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $3069235.00        | $2185108.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-25      | N/A      | N/A     | $55090000.00       | $41568793.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $10055000.00       | $10224259.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3150000.00        | $1503501.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $29294000.00       | $21378845.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $9065000.00        | $627392.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-24      | N/A      | N/A     | $204000.00         | $203851.08         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-04-25      | N/A      | N/A     | $15000000.00       | $7177681.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-25      | N/A      | N/A     | $58935000.00       | $36083478.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1073817.00        | $996249.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $9220000.00        | $573893.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-25      | N/A      | N/A     | $1900000.00        | $133936.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $9000000.00        | $1081301.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $9770000.00        | $682692.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-25      | N/A      | N/A     | $6000.00           | $207.42            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $2160564.00        | $1407957.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $3431410.00        | $231488.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $2775000.00        | $1352027.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $3650000.00        | $793091.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $11623514.00       | $379416.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $2525000.00        | $448618.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $2703321.00        | $472125.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1714831.00        | $1736377.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1000000.00        | $459780.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $20000000.00       | $1634875.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $6000.00           | $733.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $38937000.00       | $151444.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $22042346.00       | $19607577.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $61463.00          | $55243.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $4086599.00        | $334455.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-25      | N/A      | N/A     | $2003957.00        | $868797.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | N/A      | N/A     | $35067140.00       | $26428013.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $9380000.00        | $926894.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $4250000.00        | $1951843.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-25      | N/A      | N/A     | $107416000.00      | $104353365.87      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $24298651.00       | $2978550.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-25      | N/A      | N/A     | $50000.00          | $19508.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $2100000.00        | $1052804.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $2000000.00        | $227780.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-25      | N/A      | N/A     | $17240000.00       | $11276860.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $14794.00          | $14860.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $7000000.00        | $252214.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-25      | N/A      | N/A     | $10000000.00       | $8920828.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $8138498.00        | $748005.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $5000000.00        | $734033.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-25      | N/A      | N/A     | $18260000.00       | $14235607.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $5300000.00        | $1159843.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-15      | N/A      | N/A     | $100000.00         | $101346.19         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1000.00           | $5.16              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | N/A      | N/A     | $48426000.00       | $1968043.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $10049000.00       | $1521084.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-25      | N/A      | N/A     | $23035000.00       | $19963658.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-10-24      | N/A      | N/A     | $200000.00         | $199804.69         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $16762792.00       | $674723.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $4846256.00        | $4211035.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $7400000.00        | $475705.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $6500000.00        | $1711458.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $16000000.00       | $709427.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $5000000.00        | $808647.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $14417043.00       | $4367828.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $15000.00          | $27.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | N/A      | N/A     | $21000000.00       | $12375968.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $21957598.00       | $20336748.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3500000.00        | $1454712.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-25      | N/A      | N/A     | $11585652.00       | $10536882.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $15073880.00       | $3471761.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-25      | N/A      | N/A     | $200000000.00      | $282966.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $15000000.00       | $1426293.05        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K- | 2027-10-25      | N/A      | N/A     | $67111000.00       | $63439267.73       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2026-06-25      | N/A      | N/A     | $5360000.00        | $620149.88         | Agency Collateralized Mortgage Obligation |
| FHLMC SERIES FRESR 20 | 2027-11-25      | N/A      | N/A     | $630000.00         | $448031.69         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | N/A      | N/A     | $103145000.00      | $47537919.57       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | N/A      | N/A     | $42562000.00       | $6946366.89        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-09-25      | N/A      | N/A     | $17500000.00       | $2852327.49        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | N/A      | N/A     | $28250000.00       | $9895228.84        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | N/A      | N/A     | $30000000.00       | $5864604.62        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | N/A      | N/A     | $21185000.00       | $6278874.25        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | N/A      | N/A     | $21375887.00       | $6626392.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $173802000.00      | $83124440.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $3000.00           | $26.76             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $50000.00          | $19569.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $17000.00          | $14345.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $125000000.00      | $69898540.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $248333086.00      | $1500954.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $20000000.00       | $12889033.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $200000000.00      | $78560327.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $874056.00         | $25080.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-16      | N/A      | N/A     | $85238.00          | $12093.18          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $6000.00           | $5658.35           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $259000.00         | $233356.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $216000000.00      | $78590249.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $36547329.00       | $630298.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $150000000.00      | $68658713.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $25000000.00       | $848233.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $50000.00          | $50476.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $10000.00          | $9728.43           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $40911575.00       | $600825.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $479910.00         | $475848.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $323860946.00      | $140066147.46      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $6000.00           | $5.29              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $6000000.00        | $658824.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $50000.00          | $41217.06          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $177711000.00      | $83341021.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $5000000.00        | $156907.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $34590629.00       | $739818.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $75000.00          | $17512.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $10000.00          | $6692.69           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $25000.00          | $20170.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $9606823.00        | $243724.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $224000.00         | $222094.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $400000.00         | $369453.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $150000000.00      | $69815567.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $149300000.00      | $65269279.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $154672000.00      | $72136025.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $5000000.00        | $310385.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $10000000.00       | $5938038.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2000.00           | $1828.51           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $155388000.00      | $84043283.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $34373262.00       | $922863.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $20000.00          | $3828.35           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $128849000.00      | $75174893.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $248000.00         | $242634.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $164994.00         | $158498.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $5000.00           | $3.94              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $6750000.00        | $89068.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $25000.00          | $12.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25000.00          | $3.84              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $221000.00         | $211288.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $234000.00         | $221171.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | N/A      | N/A     | $1000.00           | $18.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $73.86             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $37126.00          | $31.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $50000.00          | $263.29            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25000.00          | $7.93              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $11135000.00       | $4448633.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $10000000.00       | $306043.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $25000.00          | $14.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $19000.00          | $18432.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $108914.00         | $105918.21         | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2033-07-15      | N/A      | N/A     | $20000.00          | $21003.18          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-09-15      | N/A      | N/A     | $80000.00          | $85768.67          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2048-01-15      | N/A      | N/A     | $18000.00          | $17864.00          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $24000.00          | $23910.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $820000.00         | $802891.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $6100.00           | $6220.68           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $920000.00         | $896376.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $800000.00         | $811211.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $5400.00           | $3467.81           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $240000.00         | $235770.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $1300000.00        | $1278659.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $8000.00           | $8275.24           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $850000.00         | $865310.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $17000.00          | $17187.02          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $630000.00         | $632931.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $700000.00         | $612626.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $600000.00         | $566754.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $1000000.00        | $1040952.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $122000.00         | $120137.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $47200.00          | $77460.97          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $10600000.00       | $10449648.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-15      | N/A      | N/A     | $5300.00           | $5346.22           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $949300.00         | $1086358.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $152700.00         | $205234.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $100000.00         | $92996.50          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $124600.00         | $267000.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-31      | N/A      | N/A     | $2000.00           | $2043.35           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $960600.00         | $1037824.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $846800.00         | $952444.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $75000.00          | $74682.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $900000.00         | $877290.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $400000.00         | $394750.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $342800.00         | $379407.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $300.00            | $306.37            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $8000.00           | $8253.35           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $942100.00         | $939910.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-15      | N/A      | N/A     | $587100.00         | $604061.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $3100200.00        | $3244116.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $5800.00           | $8804.97           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $9291800.00        | $9489628.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $81600.00          | $81667.79          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $5000300.00        | $5113920.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $81000.00          | $74296.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $931900.00         | $936001.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $277500.00         | $355513.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $500000.00         | $472213.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $200000.00         | $189445.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $20000.00          | $20428.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $4974700.00        | $5050651.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $46000.00          | $47344.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $929000.00         | $991600.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $779700.00         | $836037.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $600000.00         | $597178.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $150600.00         | $205071.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $906600.00         | $941351.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $580000.00         | $578168.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $300.00            | $306.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $14000.00          | $13566.99          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $399000.00         | $400971.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $10200000.00       | $9963572.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-10-31      | N/A      | N/A     | $104000.00         | $103057.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $909900.00         | $905984.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $15000.00          | $14960.10          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $2215700.00        | $2252475.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $256400.00         | $306875.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $844100.00         | $887239.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $3000000.00        | $2935111.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $3995100.00        | $4074929.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $851000.00         | $849067.10         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $700000.00         | $709174.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $200000.00         | $198365.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $299500.00         | $352076.52         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $780000.00         | $702579.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $999900.00         | $1026038.99        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $100000.00         | $65017.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $100000.00         | $101555.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $876200.00         | $930075.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $14000.00          | $13204.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $346700.00         | $362494.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $800000.00         | $812779.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $5000.00           | $4914.27           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $1200000.00        | $1212292.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $54700.00          | $81311.93          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $482000.00         | $471940.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $256700.00         | $340886.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $7900.00           | $7005.62           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $52500.00          | $111289.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $100000.00         | $102882.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $28700.00          | $30248.52          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $2090000.00        | $2133394.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $478000.00         | $481102.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $1000000.00        | $1012580.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $55000.00          | $55814.83          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $92000.00          | $94136.11          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $80400.00          | $80564.69          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $1635000.00        | $1637305.35        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $999700.00         | $1029797.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $329000.00         | $354053.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $100000.00         | $101807.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $3100.00           | $3096.24           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $100000.00         | $85915.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $2988600.00        | $3029446.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $900000.00         | $887783.06         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $541000.00         | $536331.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $26000.00          | $24614.63          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $332900.00         | $408377.55         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $3000.00           | $2267.84           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $351100.00         | $379028.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $8057000.00        | $8121100.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $2100000.00        | $2070671.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $308800.00         | $392346.55         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $332000.00         | $328013.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $56000.00          | $55193.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $979700.00         | $1030216.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $917100.00         | $966399.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $450000.00         | $391856.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $400000.00         | $407823.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $270700.00         | $324240.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $100000.00         | $84140.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $4300.00           | $3018.23           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $300000.00         | $280604.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $295000.00         | $302728.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $344500.00         | $377664.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $700000.00         | $686594.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $186000.00         | $176140.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $11579000.00       | $11559761.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $189600.00         | $232106.74         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $600000.00         | $600009.74         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $300000.00         | $309856.08         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $315300.00         | $413687.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $357500.00         | $462744.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $540000.00         | $474796.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $6868300.00        | $7741588.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $119700.00         | $188098.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $4700000.00        | $4591918.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $700.00            | $693.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $841400.00         | $892526.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $6000.00           | $6063.66           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $9867000.00        | $10388049.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $54000.00          | $53921.09          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $36000.00          | $35317.20          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $603500.00         | $623434.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $905600.00         | $1088032.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $55000.00          | $56213.85          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $2550000.00        | $2589046.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $800000.00         | $786788.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $40000.00          | $40804.91          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $10000.00          | $9330.50           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $550000.00         | $556311.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $2000000.00        | $1993420.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-31      | N/A      | N/A     | $500000.00         | $520098.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $600000.00         | $567658.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $750200.00         | $762773.35         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $2500000.00        | $2532905.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $900.00            | $866.94            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $10400.00          | $21151.79          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $157500.00         | $248588.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $300000.00         | $317134.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $600.00            | $603.67            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $300000.00         | $307287.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $510000.00         | $496891.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $697200.00         | $811977.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $17500.00          | $28670.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $55000.00          | $55183.29          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $680000.00         | $692509.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $800000.00         | $821928.99         | U.S. Treasuries (including strips)        |

### Security 148: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CV1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9958366.00        | $9609423.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1024.00           | $845.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $61906568.00       | $57134619.41       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $12681451.00       | $10361658.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $78566147.00       | $69499862.09       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | N/A      | N/A     | $5000000.00        | $3411643.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1000.00           | $186.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | N/A      | N/A     | $50000000.00       | $44484546.43       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1024.00           | $793.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $710.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | N/A      | N/A     | $51613760.00       | $17073925.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $15198341.00       | $12023962.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1000.00           | $949.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | N/A      | N/A     | $36806090.00       | $23752727.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-25      | N/A      | N/A     | $97332910.00       | $72845062.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $11234204.00       | $10218549.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-25      | N/A      | N/A     | $2849730.00        | $1259143.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $50090560.00       | $9943314.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $2361411.00        | $1907221.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $50000000.00       | $44388361.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | N/A      | N/A     | $50000000.00       | $41054549.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $767.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-25      | N/A      | N/A     | $1000000.00        | $717693.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $57419944.00       | $56927300.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1008.00           | $974.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $53844736.00       | $11727218.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $100000.00         | $66818.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $53000000.00       | $48525819.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $97385000.00       | $75058299.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $13500000.00       | $11701784.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $108650726.00      | $9749277.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | N/A      | N/A     | $44643378.00       | $42970427.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $129585194.00      | $90203460.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $999.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1000.00           | $967.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $63168448.00       | $10186994.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $1000000.00        | $1013006.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $35611679.00       | $28112953.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $500000.00         | $260881.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $134170613.00      | $10068268.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $12000000.00       | $11232317.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $1024.00           | $306.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $52880000.00       | $41519551.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $121206298.00      | $89945494.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $7543760.00        | $7455490.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1500000.00        | $204181.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $56188352.00       | $9836647.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $53591465.00       | $4150624.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1610354.00        | $534498.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $10234064.00       | $10206949.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $219.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $663626.00         | $398422.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1024.00           | $1005.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $60246912.00       | $10100780.01       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $5000.00           | $5117.16           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $29836200.00       | $25705147.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $3024.47           | $1196.09           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $0.96              | $0.80              | U.S. Treasuries (including strips)        |

### Security 149: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CW9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4968383.00        | $3744131.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $10852523.00       | $8897891.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $868.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $8920442.00        | $9390474.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $709742.00         | $655032.90         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $64000.00          | $45589.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5061444.00        | $5218377.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $10767737.00       | $10627165.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1098.00           | $1123.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $6467.00           | $121.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-25      | N/A      | N/A     | $94623.00          | $60123.14          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-25      | N/A      | N/A     | $15079209.00       | $10047938.03       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1000.00           | $712.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $9163959.00        | $8736426.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $15155169.00       | $8979465.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $12783354.00       | $9650544.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $10146127.00       | $9023991.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $690.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $10464110.00       | $10803051.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $17074523.00       | $3300745.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $6295230.00        | $6417082.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12809167.00       | $12273696.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $4208.00           | $151.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $8371843.00        | $7981240.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $16543797.00       | $12954498.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $101748835.00      | $90351186.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $11134244.00       | $10794726.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $63317047.00       | $10791076.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $49690200.00       | $51139116.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $7487000.00        | $5990777.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $15000000.00       | $19218369.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $21893.00          | $8932.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $11026215.00       | $9558319.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $51237632.00       | $6754162.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11757448.00       | $10115355.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $530.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $11825820.00       | $10916183.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2275696.00        | $308037.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $10116389.00       | $7866416.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $7126908.00        | $5937474.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $13800000.00       | $10726270.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $8668033.00        | $2495235.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $151976.00         | $138949.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $6000000.00        | $4576762.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-25      | N/A      | N/A     | $13414427.00       | $8122511.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $37278427.00       | $35912607.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $10107292.00       | $9753756.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $86932478.00       | $3992731.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-01-25      | N/A      | N/A     | $100300000.00      | $1559335.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1065.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $13159001.00       | $10072090.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $8751739.00        | $8517317.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-25      | N/A      | N/A     | $10000000.00       | $4872965.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $5795898.00        | $5905639.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $28542771.00       | $21833217.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $7030000.00        | $6884080.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $10502134.00       | $8523716.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-25      | N/A      | N/A     | $6000000.00        | $1356236.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $12825353.00       | $9015102.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | N/A      | N/A     | $1144448.00        | $114163.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $13148760.00       | $10325749.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $41835639.00       | $21674542.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $73850000.00       | $58290928.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-25      | N/A      | N/A     | $4283600.00        | $3591493.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $6746745.00        | $6990322.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $3010.00           | $2173.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $3258852.00        | $1561746.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $500000.00         | $440414.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $23639758.00       | $17488385.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $81875968.00       | $17878049.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $2491236.00        | $1291290.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $8794786.00        | $7207462.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $4140790.00        | $3612507.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $10000000.00       | $6840496.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $27491970.00       | $7040066.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8093.00           | $8402.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1650000.00        | $1370390.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $61912798.00       | $48981473.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $8061571.00        | $7171600.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $9786796.00        | $9972636.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $5469111.00        | $4765195.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $3087235.00        | $2552261.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-25      | N/A      | N/A     | $45549436.00       | $689387.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $500760.00         | $423817.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $7799970.00        | $6265202.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $56648000.00       | $8678935.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $11234000.00       | $8559930.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-25      | N/A      | N/A     | $5000000.00        | $904645.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-06-01      | N/A      | N/A     | $27700000.00       | $9548531.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $46870610.00       | $8484574.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $11241990.00       | $9004939.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $13555496.00       | $13524265.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $16914483.00       | $6041767.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $7958773.00        | $6415500.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $6097190.00        | $6418461.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | N/A      | N/A     | $1000000.00        | $286183.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $5113471.00        | $4899029.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7861254.00        | $7789593.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $15724112.00       | $11358312.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $60631832.00       | $56592202.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $11196171.00       | $9169893.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $4736086.00        | $4490193.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7346602.00        | $6922080.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $3805000.00        | $2352135.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-10-25      | N/A      | N/A     | $1401980.00        | $773393.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1000.00           | $157.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $103004740.00      | $7921442.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | N/A      | N/A     | $135190.00         | $62950.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $50493197.00       | $50092215.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2208756.00        | $2030688.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $8532750.00        | $6425444.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $24700000.00       | $7979787.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1000.00           | $974.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $100.00            | $68.77             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $100.00            | $102.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-04      | N/A      | N/A     | $110500.00         | $110488.18         | U.S. Treasuries (including strips)        |

### Security 150: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CY5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1000.00           | $791.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $28120469.00       | $26991433.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25465920.00       | $16808455.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $7000000.00        | $5043022.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | N/A      | N/A     | $23262100.00       | $20704972.88       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $6267000.00        | $5044386.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $983.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1301471.00        | $1370143.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $18210260.00       | $13723098.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5687123.00        | $5833751.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2000.00           | $2074.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $3310912.00        | $2767970.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $5107000.00        | $4417124.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2716100.00        | $2771824.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $1676.00           | $23.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2677335.00        | $2646323.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $874124.00         | $804991.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1014310.00        | $1014623.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4100.00           | $4307.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1173.00           | $42.24             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $638720.00         | $506879.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1877011.00        | $1789439.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $2900000.00        | $2151162.63        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $13533518.00       | $12119113.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $65401020.00       | $64211632.04       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $57568.00          | $763.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $976.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $964.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $33326208.00       | $29614221.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $78448107.00       | $64222387.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $189872.00         | $164880.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1654062.00        | $1135228.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | N/A      | N/A     | $44995974.00       | $40274452.62       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $6518486.00        | $6108290.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $2173933.00        | $2133226.94        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $22786700.00       | $3182359.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12784186.00       | $12249759.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $285248.00         | $296145.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-25      | N/A      | N/A     | $4300000.00        | $4114766.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2750620.00        | $2619014.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $7100000.00        | $4749717.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1657000.00        | $1568252.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $50000000.00       | $46673975.01       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $8571064.00        | $3004497.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1000.00           | $909.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1322343.00        | $1376011.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3374757.00        | $3585836.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $11424350.00       | $11793883.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $4015240.00        | $3799547.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $15000000.00       | $5402098.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $173725.00         | $165405.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $7400000.00        | $6830834.48        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2295860.00        | $2373368.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $17000000.00       | $3070451.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1008.00           | $965.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $58568035.00       | $10660765.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9612444.00        | $9650012.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $200000.00         | $139830.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $995.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $9745000.00        | $7797532.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $31704232.00       | $5692498.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $9536700.00        | $6355884.78        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $499977.00         | $312809.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4000.00           | $4147.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $6427089.00        | $2913308.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $6441839.00        | $6709662.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-15      | N/A      | N/A     | $6493056.00        | $5067607.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $7471431.00        | $7771237.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $1640035.00        | $1542794.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $140254000.00      | $110213537.13      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5011.00           | $5305.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2302475.00        | $2168014.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $355003.00         | $237094.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $235170.00         | $131110.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $3542259.00        | $2783118.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1008.00           | $864.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1185716.00        | $1217937.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1024.00           | $1011.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4488061.00        | $4645751.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | N/A      | N/A     | $12955328.00       | $10077276.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $14397728.00       | $13610174.26       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $1000.00           | $1017.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $654239.00         | $227765.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $14146280.00       | $13197694.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1075697.00        | $1124961.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2197577.00        | $2248540.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1000.00           | $901.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $150000000.00      | $110141177.89      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $967.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $697193.00         | $212466.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1320000.00        | $512907.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $939.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5057230.00        | $1013737.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1368199.00        | $1421673.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1008.00           | $988.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $1000.00           | $120.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1024.00           | $1032.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5597696.00        | $3978795.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1024.00           | $635.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | N/A      | N/A     | $49998000.00       | $32814259.82       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $7407274.00        | $7613628.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1023.00           | $253.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3810631.00        | $3556131.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $1000.00           | $122.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1527.00           | $18.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5743300.00        | $3582654.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $14256484.00       | $14070367.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1201824.00        | $1165579.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1873694.00        | $1463007.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-15      | N/A      | N/A     | $7903545.00        | $6441185.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4173489.00        | $3953078.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $1004.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $500.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3987819.00        | $4096784.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1024.00           | $975.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1638198.00        | $1548247.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $50000000.00       | $39623334.17       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1050000.00        | $325433.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1000.00           | $986.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1042.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $4900000.00        | $4293961.75        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1804324.00        | $1703800.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $4244940.00        | $3167883.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $48085085.00       | $12854364.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $4973085.00        | $3983924.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $63543.00          | $49147.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-25      | N/A      | N/A     | $48104304.00       | $37863910.53       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $120000000.00      | $92894276.80       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1976000.00        | $1640227.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1000.00           | $500.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5083208.00        | $5371225.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1024.00           | $423.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-25      | N/A      | N/A     | $17171806.00       | $14609320.25       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5513515.00        | $4074739.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $13329166.00       | $3218840.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $8342305.00        | $3351749.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $462618.00         | $482755.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $74578940.00       | $7127628.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $9500000.00        | $8447273.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2689624.00        | $53858.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $43977131.00       | $4590323.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $55000000.00       | $3380115.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $999.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4149680.00        | $1329339.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2135845.00        | $2057183.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2721351.00        | $2588035.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $6525951.00        | $6071464.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $70456.00          | $14374.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-25      | N/A      | N/A     | $20000000.00       | $12465337.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $523443229.00      | $61276447.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2750057.00        | $28818.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1697570.00        | $117641.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $19589578.00       | $18572509.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $5041573.00        | $3983213.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $36406311.00       | $10246491.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | N/A      | N/A     | $4000000.00        | $3294475.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $165650585.00      | $93611533.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $212920.00         | $26595.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $1457878.00        | $748860.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1086939.00        | $323963.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $50000000.00       | $21857079.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1420.00           | $34.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1024.00           | $218.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $5134122.00        | $4049581.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $1340309.00        | $120183.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $2578000.00        | $765586.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $393600.00         | $358420.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $1000.00           | $1019.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $48940703.00       | $4485233.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $1000000.00        | $915581.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $23492805.00       | $5206646.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $31707769.00       | $230114.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $769.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2021682.00        | $2087241.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $3602126.00        | $2977929.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2705082.00        | $2177475.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3446548.00        | $3540182.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3973562.00        | $4152643.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $118879156.00      | $14021306.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $1000.00           | $722.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1995850.00        | $274471.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1024.00           | $110.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $93531064.00       | $13183590.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $970.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $303000.00         | $14832.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1016.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $2100000.00        | $1980912.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1070034.00        | $1111484.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $3000.00           | $2361.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1305799.00        | $523707.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1324579.00        | $1379261.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $8500000.00        | $7399034.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $635600.00         | $661145.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1428433.00        | $291820.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $11148103.00       | $134152.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-12-01      | N/A      | N/A     | $1024.00           | $713.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $8636544.00        | $7846844.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $596638.00         | $566046.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $368092.00         | $377139.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $2465170.00        | $517394.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $28862133.00       | $5433373.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $14100000.00       | $4795981.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $1000.00           | $299.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-25      | N/A      | N/A     | $4100000.00        | $3306224.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $4840978.00        | $3767551.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-25      | N/A      | N/A     | $4684660.00        | $2472259.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $67043141.00       | $12889039.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $100000000.00      | $97302397.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1405727.00        | $400107.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5278000.00        | $5067981.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3581667.00        | $3645759.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $3883905.00        | $3094941.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $6724715.00        | $5320167.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $26926396.00       | $252216.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1023.00           | $277.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $8249.00           | $8510.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $12899054.00       | $3315820.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $397146.00         | $175620.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $7364900.00        | $4113437.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $1000.00           | $341.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $5921371.00        | $5039606.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3121336.00        | $2982356.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-25      | N/A      | N/A     | $2300000.00        | $1840582.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1539500.00        | $1591156.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $10467017.00       | $4939122.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $939.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | N/A      | N/A     | $15456800.00       | $5329831.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1002.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $5713325.00        | $280990.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6213109.00        | $5790793.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $1100.00           | $974.68            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $403722.00         | $421062.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5000.00           | $5222.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $23372000.00       | $17660976.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1784176.00        | $1491279.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1724269.00        | $488714.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $6804444.00        | $4184088.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $4450000.00        | $3058343.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $5993010.00        | $1070872.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $1004.00           | $669.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1739597.00        | $1791075.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $1948.00           | $192.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $6844000.00        | $5365326.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | N/A      | N/A     | $120785537.00      | $77948676.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $3507964.00        | $233083.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $6266000.00        | $4860830.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $68717222.00       | $10521691.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | N/A      | N/A     | $294294.00         | $137037.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $19499900.00       | $16902491.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2058-05-01      | N/A      | N/A     | $39675674.00       | $12241415.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $4639423.00        | $986823.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4284340.00        | $4036770.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1271650.00        | $111973.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $828000.00         | $597776.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $71186.00          | $57165.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1028.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $9000000.00        | $9101591.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $3901024.00        | $151172.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $4153477.00        | $300179.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1250150.00        | $245095.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $10853643.00       | $11156855.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-25      | N/A      | N/A     | $3886300.00        | $3504151.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $13798475.00       | $8703307.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $35722183.00       | $3642247.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1069120.00        | $510815.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $2799900.00        | $2141727.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $5973145.00        | $287493.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $159687.00         | $166666.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $5026502.00        | $408327.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | N/A      | N/A     | $2820000.00        | $729712.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1658533.00        | $1720373.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $5282962.00        | $5423921.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $239038.00         | $193423.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1887887.00        | $369540.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5020153.00        | $5154633.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $55455552.00       | $13947832.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $56057792.00       | $12602101.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $221904.00         | $219881.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1134996.00        | $375039.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $4500677.00        | $3779689.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1884300.00        | $523121.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3028.00           | $3117.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1646594.00        | $1716491.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $12718584.00       | $133363.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $15627168.00       | $14508597.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $14205000.00       | $11047576.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2504692.00        | $1858696.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $55366592.00       | $12208052.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $86387002.00       | $77744032.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1075000.00        | $331958.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5000.00           | $5145.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $6559000.00        | $5516743.67        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $1999900.00        | $1989375.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $2561600.00        | $2565801.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $43407700.00       | $44424871.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $2087000.00        | $2117280.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $311646.82         | $162874.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $1.68              | $0.54              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $12354600.00       | $12642788.26       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $2000000.00        | $2563840.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-11-28      | N/A      | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3766200.00        | $4304111.77        | U.S. Treasuries (including strips)        |

### Security 151: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08YW9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $463341800.00      | $472113013.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $36396500.00       | $37887044.48       | U.S. Treasuries (including strips) |

### Security 152: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08Z16
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $689487398.00      | $654860031.16      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $474000000.00      | $332663605.57      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $237822558.00      | $238536481.93      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $300000000.00      | $303939881.59      | Agency Mortgage-Backed Securities |

### Security 153: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08Z57
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $420461700.00      | $364262261.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $339344300.00      | $346925579.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $61241800.00       | $62398721.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $242351700.00      | $246413514.49      | U.S. Treasuries (including strips) |

### Security 154: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08Z65
- **C.18 - Value (incl. sponsor support):** $1825000000.00
- **C.18.a - Value (excl. sponsor support):** $1825000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $155906600.00      | $160885298.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $155301000.00      | $158506345.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $174897500.00      | $164461015.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $162155200.00      | $158770910.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $107133200.00      | $107222202.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $165925100.00      | $169333445.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $160970400.00      | $168523851.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $161566300.00      | $163007401.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $103003500.00      | $105208678.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | N/A      | N/A     | $173995500.00      | $172419100.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $176233800.00      | $165317010.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $187696900.00      | $167844805.84      | U.S. Treasuries (including strips) |

### Security 155: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08Z73
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $14608548.00       | $14636898.33       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $44470463.00       | $39663754.55       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $45819825.00       | $42911529.53       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-19      | N/A      | N/A     | $63805738.00       | $46951332.04       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $42928064.00       | $38124851.81       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $62891525.00       | $52387956.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $53505908.00       | $53008312.06       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $9783856.00        | $9943603.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $25611062.00       | $5948153.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $530848073.00      | $38700204.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $83641985.00       | $42909056.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1929665.00        | $1982420.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $250130688.00      | $37937093.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $83715812.00       | $45570252.36       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $121804544.00      | $54377293.52       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000000.00       | $37550460.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $40073088.00       | $38820186.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50988396.00       | $45403147.54       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $54021397.00       | $50003260.37       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $23764245.00       | $22570759.47       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2025-11-28      | N/A      | N/A     | $45737600.00       | $45599472.45       | U.S. Treasuries (including strips) |

### Security 156: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08Z81
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $178249500.00      | $181025702.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $121871000.00      | $124974305.92      | U.S. Treasuries (including strips) |

### Security 157: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004UE5
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $34415146.07       | $31400523.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $2611652.21        | $2604355.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $37357136.93       | $37493779.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $39285714.29       | $38714264.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $39285714.29       | $30730962.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $31598285.71       | $32738309.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $78571428.57       | $29605157.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $78571428.57       | $35868147.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $78571428.57       | $35689634.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $40961957.14       | $41106216.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10250111.93       | $10617370.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $31428571.43       | $31413937.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $78571428.57       | $39513263.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $78571428.57       | $37945675.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $39285714.29       | $38743621.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $78571428.57       | $39247121.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $21698597.64       | $8174470.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $30108982.36       | $30226218.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $14798905.00       | $14863355.40       | Agency Collateralized Mortgage Obligation |

### Security 158: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001Y93
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BAN | 2045-11-01      | N/A      | N/A     | $84132100.00       | $8220127.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2046-04-01      | N/A      | N/A     | $89115700.00       | $9485503.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $90258200.00       | $17123635.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $134341800.00      | $13679712.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $155000000.00      | $27943181.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $59904600.00       | $13167581.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $88406400.00       | $21312276.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $423000.00         | $420045.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $324802200.00      | $34342590.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $151447100.00      | $14824767.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $193155700.00      | $39224900.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $60000000.00       | $34386036.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $65000000.00       | $35521183.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $94304900.00       | $21449772.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $42859900.00       | $24036895.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $6332300.00        | $4128602.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $60592600.00       | $30694184.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $43903500.00       | $22950517.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $57347000.00       | $34323889.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $51331500.00       | $27238169.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $29873000.00       | $25144922.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $22040500.00       | $11597365.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $53698700.00       | $33085975.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $22421000.00       | $15528147.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $24662900.00       | $15847211.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $59469100.00       | $32971951.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $46518800.00       | $28155227.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $134287000.00      | $22828850.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $93421700.00       | $20855672.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $89223400.00       | $19142564.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $190674000.00      | $17712251.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $90299400.00       | $18152535.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $65098100.00       | $42430670.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $8154200.00        | $5009717.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $20331600.00       | $11697437.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $21972000.00       | $17828595.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $47924700.00       | $29129125.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $40000000.00       | $22951458.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $26990400.00       | $15171414.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $60799600.00       | $32918926.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $15201000.00       | $12566873.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $70498800.00       | $34315933.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $11484500.00       | $6397472.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $50831200.00       | $29684348.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $63453600.00       | $40783312.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $134290600.00      | $26526062.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $22646800.00       | $12944586.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $45793900.00       | $7361613.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $48727400.00       | $29069756.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $12139300.00       | $7829473.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $16899100.00       | $11025865.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $60012400.00       | $40511762.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $222679000.00      | $45495452.96       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | N/A      | N/A     | $37141900.00       | $25107969.71       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | N/A      | N/A     | $44649000.00       | $27523379.55       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-07-01      | N/A      | N/A     | $59599700.00       | $36196869.36       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | N/A      | N/A     | $37293600.00       | $21630226.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | N/A      | N/A     | $23904800.00       | $14259243.79       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | N/A      | N/A     | $40000000.00       | $24289436.00       | Agency Mortgage-Backed Securities |

### Security 159: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18LN0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $13000.00          | $562.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1000.00           | $90.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $64000.00          | $228.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $2000.00           | $262.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $100000.00         | $9.03              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $2000.00           | $262.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $100000.00         | $342.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $10000.00          | $63.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $4000.00           | $91.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $3000.00           | $340.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $4314.00           | $328.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1000.00           | $108.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $276.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $31000.00          | $25.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $10000.00          | $131.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $2467.00           | $0.06              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $6000.00           | $509.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $1000.00           | $84.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $4000.00           | $8.29              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $40000.00          | $141.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $44000.00          | $104.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $6000.00           | $472.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $17000.00          | $276.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2666.00           | $211.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $10000.00          | $150.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $16000.00          | $92.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $3000.00           | $137.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $18000.00          | $170.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $20000.00          | $95.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $5000.00           | $2.10              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $15000.00          | $103.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1000.00           | $708.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $7000.00           | $713.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $3000.00           | $148.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $15000.00          | $100.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $54000.00          | $8.66              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $10000.00          | $6.45              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $60000.00          | $125.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $18000.00          | $28.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $5000.00           | $44.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $6000.00           | $427.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1000.00           | $82.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $36000.00          | $153.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $6000.00           | $16.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $12000.00          | $58.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $20000.00          | $1766.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $28000.00          | $168.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $6000.00           | $0.32              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $445000.00         | $179.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $370000.00         | $258.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1200.00           | $687.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $18000.00          | $13776.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $6000.00           | $3.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $5000.00           | $32.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $633.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $25000.00          | $39.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $5000.00           | $2.19              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $77.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $3000.00           | $686.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6800.00           | $5016.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $4000.00           | $338.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $65977.00          | $427.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $31000.00          | $268.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $5000.00           | $1.86              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $5000.00           | $71.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1000.00           | $159.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1000.00           | $83.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $8000.00           | $52.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $5333.00           | $117.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $80667.00          | $517.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $3000.00           | $273.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $49000.00          | $283.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $25000.00          | $19.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $17000.00          | $82.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $6000.00           | $20.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $5000.00           | $305.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $3000.00           | $1.64              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $5000.00           | $2.50              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $110.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $56000.00          | $21.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $1000.00           | $8.56              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1000.00           | $119.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $1034.00           | $37.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $215000.00         | $50.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $4246.00           | $563.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $6000.00           | $790.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $2000.00           | $17.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $145.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $155000.00         | $326.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $18000.00          | $112.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $5000.00           | $335.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $5000.00           | $1.85              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $20000.00          | $171.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $2000.00           | $144.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $75000.00          | $64.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $4400.00           | $55.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $20000.00          | $39.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $50000.00          | $15051.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2250.00           | $1.28              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $85000.00          | $581.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $270000.00         | $117.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1000.00           | $156.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $65000.00          | $32.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2000.00           | $1318.91           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $4500.00           | $398.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $25000.00          | $8.78              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $8000.00           | $1482.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $20000.00          | $49.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $1000.00           | $97.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $22000.00          | $47.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $10000.00          | $29.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $5000.00           | $17.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $88000.00          | $742.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1000.00           | $167.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $4000.00           | $3111.97           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $13040.00          | $46.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $1096.00           | $31.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1000.00           | $209.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $18342.00          | $107.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $7000.00           | $55.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $27000.00          | $2466.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $30000.00          | $150.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $57000.00          | $61.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $80000.00          | $14719.38          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $2000.00           | $16.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $4000.00           | $441.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $35000.00          | $7.60              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $12000.00          | $63.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | N/A      | N/A     | $50000.00          | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $80000.00          | $154.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $1000.00           | $19.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $24000.00          | $1417.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $16168.00          | $75.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $10000.00          | $104.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $72.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $23000.00          | $10940.90          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $17000.00          | $1326.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $1000.00           | $122.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-02-01      | N/A      | N/A     | $50000.00          | $7.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $4000.00           | $89.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $3000.00           | $230.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $99990.00          | $217.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $12000.00          | $719.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $50000.00          | $248.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $4000.00           | $186.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $2000.00           | $297.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $7000.00           | $588.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $65000.00          | $114.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $119000.00         | $123.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $10000.00          | $57.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $3000.00           | $232.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $15000.00          | $1516.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $3000.00           | $387.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $25000.00          | $31.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1011.00           | $67.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $32000.00          | $6507.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1000.00           | $112.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $683.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $6500.00           | $537.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $2000.00           | $215.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3000.00           | $106.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | N/A      | N/A     | $25000.00          | $10.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $10000.00          | $4.15              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1000.00           | $207.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $311000.00         | $31.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $3000.00           | $371.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $28750.00          | $54.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $5000.00           | $73.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $80000.00          | $398.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $5000.00           | $174.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $75000.00          | $37.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | N/A      | N/A     | $5000.00           | $1.96              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10000.00          | $167.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $48000.00          | $246.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $27000.00          | $23.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $285000.00         | $10.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $2000.00           | $210.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $497000.00         | $2953.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $3000.00           | $470.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $34400.00          | $106.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $28000.00          | $1253.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $3000.00           | $168.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $25000.00          | $392.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $2750.00           | $1.43              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $320000.00         | $0.42              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $3680.00           | $151.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1000.00           | $123.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $835.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $14000.00          | $491.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $100000.00         | $180.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $45000.00          | $16.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $27874.00          | $2939.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $2000.00           | $131.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $4000.00           | $328.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $50000.00          | $32.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $3000.00           | $309.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $19000.00          | $178.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $10000.00          | $80.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $1950.00           | $15.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $2000.00           | $168.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2000.00           | $250.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $3000.00           | $206.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $60000.00          | $2063.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $25000.00          | $710.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $7999.00           | $140.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $2500.00           | $2.65              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $10000.00          | $103.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $5000.00           | $42.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $22000.00          | $186.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $10000.00          | $18.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1770.00           | $961.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $8693.00           | $1450.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $50000.00          | $8.81              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $4000.00           | $337.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $13000.00          | $118.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $3000.00           | $95.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $15000.00          | $4.68              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $9000.00           | $62.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $6000.00           | $536.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $33000.00          | $224.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $3000.00           | $2114.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $4071.00           | $200.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $2000.00           | $431.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $19000.00          | $30.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $36668.00          | $29.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $23000.00          | $3454.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $6000.00           | $501.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $25000.00          | $129.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $18334.00          | $210.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $12500.00          | $46.46             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $2000.00           | $108.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $20000.00          | $22.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $61000.00          | $833.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $10000.00          | $80.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $10000.00          | $193.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $7000.00           | $76.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10000.00          | $69.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $1000.00           | $17.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $2000.00           | $146.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $30000.00          | $158.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $13000.00          | $1125.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $3000.00           | $30.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $100000.00         | $1090.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $33000.00          | $269.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $30000.00          | $79.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $3000.00           | $1449.97           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2000.00           | $141.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $618.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $6000.00           | $420.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $20000.00          | $2285.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $2000.00           | $275.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2000.00           | $392.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $50000.00          | $8306.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $3000.00           | $274.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $17376.00          | $1236.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $15000.00          | $124.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1129.00           | $43.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $51000.00          | $52.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-11-15      | N/A      | N/A     | $100000.00         | $1.97              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $10000.00          | $99.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1006.00           | $89.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $13770.00          | $133.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $5000.00           | $5.21              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $7000.00           | $3.44              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $50000.00          | $5.28              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $3000.00           | $1.19              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $14000.00          | $1185.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $5000.00           | $445.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $3300.00           | $321.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $52000.00          | $101.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $13000.00          | $76.46             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1000.00           | $135.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $3500.00           | $234.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $5000.00           | $60.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $53000.00          | $3953.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $2077.00           | $100.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $1000.00           | $7.34              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $70000.00          | $196.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $80000.00          | $918.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $8000.00           | $597.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $49000.00          | $27.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $15000.00          | $3.30              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $4000.00           | $591.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $15000.00          | $72.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $20750.00          | $248.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $10000.00          | $47.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $40000.00          | $39.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $2000.00           | $131.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $25019.00          | $249.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $1000.00           | $59.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $145000.00         | $83.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $3000.00           | $289.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $1000.00           | $84.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $45000.00          | $409.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $5000.00           | $2.62              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $9500.00           | $555.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $38000.00          | $269.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $3000.00           | $443.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $13000.00          | $41.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $10465.00          | $1012.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $32000.00          | $34.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2021.00           | $155.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $13000.00          | $98.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $777.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $2000.00           | $611.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $25000.00          | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $90000.00          | $9718.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $10000.00          | $1.09              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $34000.00          | $54.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | N/A      | N/A     | $4000.00           | $0.95              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $14667.00          | $85.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $82.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $10000.00          | $479.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $425000.00         | $291.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $12000.00          | $15.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $6000.00           | $534.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $6000.00           | $2619.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $1000.00           | $199.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $4750.00           | $310.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $4000.00           | $205.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $5750.00           | $467.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $10000.00          | $70.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $60000.00          | $25.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $2167.00           | $352.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5000.00           | $515.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $1000.00           | $121.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $78000.00          | $443.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1000.00           | $95.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $77.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $1000.00           | $66.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $19000.00          | $105.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $3000.00           | $296.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $1000.00           | $99.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $3000.00           | $797.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $60000.00          | $6.19              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $78.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $50000.00          | $640.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $3000.00           | $617.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $130.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $13500.00          | $131.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $1000.00           | $49.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $1000.00           | $74.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $25000.00          | $65.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $8000.00           | $15.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $165000.00         | $128.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $5250.00           | $589.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $27000.00          | $3475.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1000.00           | $77.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $162.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $2000.00           | $92.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $5000.00           | $36.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $5000.00           | $344.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $768000.00         | $612.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2000.00           | $281.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $3334.00           | $62.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $15000.00          | $11.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $5000.00           | $94.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $2000.00           | $15.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $70000.00          | $76.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $9423.00           | $1704.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2000.00           | $236.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $4000.00           | $314.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $16000.00          | $69.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $3000.00           | $451.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $50000.00          | $11588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | N/A      | N/A     | $2006.00           | $147.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $3000.00           | $528.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $10500.00          | $1613.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1000.00           | $109.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $5000.00           | $603.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $5000.00           | $575.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $65.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $1000.00           | $4.80              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $20835.00          | $169.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $1112.00           | $9.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $44000.00          | $31.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $58.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4666.00           | $351.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $18000.00          | $33.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $5000.00           | $4.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2000.00           | $72.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $1000.00           | $9.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $2000.00           | $11.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $25000.00          | $115.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $100000.00         | $26.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $9000.00           | $70.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $185000.00         | $29.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $8000.00           | $1359.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $20000.00          | $134.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $10000.00          | $63.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $48000.00          | $75.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $3108.00           | $11.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $4000.00           | $429.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5000.00           | $3381.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $247000.00         | $124.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $90333.00          | $51.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $350000.00         | $59.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $25000.00          | $3.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $42000.00          | $317.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $5000.00           | $183.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $87004.00          | $379.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $2000.00           | $489.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $67500.00          | $689.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $110000.00         | $24.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $162.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $4000.00           | $388.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $19500.00          | $258.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $137.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10000.00          | $996.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2750.00           | $481.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $14999.00          | $607.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $4991.00           | $10.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $3000.00           | $452.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $654.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $92000.00          | $34.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $62000.00          | $1004.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1600.00           | $11.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2000.00           | $14.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $10000.00          | $55.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $25000.00          | $12.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3000.00           | $2298.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $11000.00          | $1431.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $12500.00          | $1652.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $7000.00           | $91.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $51000.00          | $115.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $156.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $12000.00          | $18.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $676.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $71.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $13000.00          | $2840.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1001.00           | $97.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $1000.00           | $18.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $58.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $15000.00          | $2.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $7000.00           | $109.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $3000.00           | $382.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $25000.00          | $2.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $78000.00          | $372.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $35000.00          | $29.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $170000.00         | $0.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $300000.00         | $6.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $4420.00           | $5.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $33.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $8000.00           | $821.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $60000.00          | $6.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $6000.00           | $265.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $35000.00          | $6048.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4030.00           | $226.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $94.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $135000.00         | $782.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5641.00           | $29.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $14000.00          | $247.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $3000.00           | $199.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $96.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $15000.00          | $18.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $1000.00           | $95.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2000.00           | $48.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $4000.00           | $370.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $6000.00           | $98.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $11000.00          | $6.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3000.00           | $24.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $5000.00           | $141.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $20000.00          | $291.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $31000.00          | $237.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $3000.00           | $51.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $30000.00          | $21.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $14000.00          | $25.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $24000.00          | $15.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $15000.00          | $681.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $5000.00           | $120.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $4000.00           | $300.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $13000.00          | $692.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $17.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $20000.00          | $72.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $45000.00          | $4894.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $4000.00           | $84.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $3000.00           | $21.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $4000.00           | $328.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $370000.00         | $2304.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $32732.00          | $25.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $2500.00           | $847.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $7000.00           | $39.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $90500.00          | $563.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $10000.00          | $266.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $6000.00           | $1026.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $3000.00           | $175.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $3000.00           | $302.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2000.00           | $195.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $15000.00          | $262.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $36435.00          | $317.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1000.00           | $45.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $29000.00          | $324.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $6000.00           | $33.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3500.00           | $312.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $15000.00          | $78.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $6000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $5000.00           | $18.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1000.00           | $46.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $15000.00          | $151.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $3000.00           | $12.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $5500.00           | $1010.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $15000.00          | $10.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $4000.00           | $240.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $23000.00          | $111.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1031.00           | $8.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $15000.00          | $138.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $3000.00           | $277.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $50000.00          | $99.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $73296.00          | $17.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $4000.00           | $555.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $13000.00          | $3.78              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1000.00           | $311.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $14500.00          | $67.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $60000.00          | $46.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $33710.00          | $246.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $3000.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $5000.00           | $66.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $61500.00          | $2081.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $6000.00           | $64.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $10000.00          | $5920.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $77000.00          | $858.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $2750.00           | $284.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $15000.00          | $6.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $66000.00          | $381.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $5.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $20000.00          | $63.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $20000.00          | $120.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $14001.00          | $135.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $12000.00          | $0.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $44205.00          | $404.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3667.00           | $4.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $7000.00           | $60.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $89500.00          | $58.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $13250.00          | $494.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $9500.00           | $1850.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $100000.00         | $72.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $50000.00          | $113.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $28752.00          | $11.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $9600.00           | $7762.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $3000.00           | $118.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1188.00           | $98.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $26500.00          | $2840.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $2750.00           | $278.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $5000.00           | $5.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $37000.00          | $245.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1900.00           | $982.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $18000.00          | $30.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $1362641.00        | $702.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $28000.00          | $50.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $1000.00           | $11.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $2334.00           | $269.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $45000.00          | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $20000.00          | $135.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $30000.00          | $227.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $13000.00          | $155.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $3000.00           | $94.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $21000.00          | $94.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2000.00           | $80.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $1003.00           | $204.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $6000.00           | $451.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7000.00           | $4848.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $7.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $1000.00           | $153.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $15000.00          | $63.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $1000.00           | $60.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $3000.00           | $257.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2000.00           | $1564.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $210.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $3000.00           | $729.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $25000.00          | $15.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $6000.00           | $41.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $777.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $2000.00           | $153.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $7000.00           | $84.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $39000.00          | $85.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $242.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $22000.00          | $35.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $321.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $14000.00          | $42.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $34000.00          | $199.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $2000.00           | $358.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $37000.00          | $1794.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $44500.00          | $2.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1000.00           | $30.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $7080.00           | $45.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $9000.00           | $409.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $72000.00          | $1052.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $1000.00           | $105.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $3000.00           | $48.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $1000.00           | $3.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $50000.00          | $212.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $123.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $15000.00          | $14.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $22500.00          | $700.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $100000.00         | $9.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $8000.00           | $312.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $9000.00           | $58.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $3000.00           | $998.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $55455.00          | $90.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $72000.00          | $146.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $29000.00          | $217.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $1000.00           | $171.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $142.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-04-01      | N/A      | N/A     | $4000.00           | $6.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $1000.00           | $154.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $15000.00          | $349.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $5000.00           | $24.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $41000.00          | $2196.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $5000.00           | $685.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $225.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $6000.00           | $1.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $33208.00          | $345.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $175000.00         | $173.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $15000.00          | $7.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $7100.00           | $825.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $6000.00           | $216.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $1000.00           | $88.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $69000.00          | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1000.00           | $159.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $120000.00         | $362.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $41.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7000.00           | $737.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $2933.00           | $2.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $11000.00          | $100.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $60000.00          | $51.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $12000.00          | $874.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $4000.00           | $70.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $315.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $2000.00           | $115.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2000.00           | $267.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $4000.00           | $396.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $1667.00           | $69.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $18000.00          | $1742.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $9000.00           | $402.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $50.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $58668.00          | $48.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $3000.00           | $29.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1000.00           | $70.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $21000.00          | $151.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $75000.00          | $45.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $50000.00          | $130.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $63000.00          | $32.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $100000.00         | $2.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $6000.00           | $1116.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $65000.00          | $159.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $54667.00          | $676.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $39000.00          | $341.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $7000.00           | $463.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $10900.00          | $8500.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3000.00           | $75.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $5000.00           | $81.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $14000.00          | $8.69              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $22779.00          | $202.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $43000.00          | $338.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2000.00           | $83.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $217319.00         | $312.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $20079.00          | $200.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $3000.00           | $40.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1667.00           | $48.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1000.00           | $81.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $7750.00           | $1022.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $1000.00           | $34.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $36.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $20000.00          | $13842.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $26000.00          | $9.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $8500.00           | $93.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $8000.00           | $724.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $4000.00           | $48.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $30000.00          | $422.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $7000.00           | $68.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $173.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1000.00           | $62.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $71626.00          | $65.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $6000.00           | $497.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1000.00           | $79.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $7334.00           | $57.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $6000.00           | $1023.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $8032.00           | $60.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $6000.00           | $0.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $170000.00         | $124.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $120000.00         | $80.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $29500.00          | $40.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $50000.00          | $13.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $52000.00          | $136.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $3334.00           | $11.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $4000.00           | $2071.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4000.00           | $306.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $19000.00          | $79.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $13000.00          | $56.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $13000.00          | $72.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $4412.00           | $32.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6032.00           | $169.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $145645.00         | $0.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $27000.00          | $119.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $1000.00           | $13.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $130416.00         | $948.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $6000.00           | $25.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $136000.00         | $36.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $6000.00           | $4.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $15000.00          | $258.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $51000.00          | $71.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $5000.00           | $552.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1000.00           | $114.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $8000.00           | $0.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3800.00           | $1251.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $6500.00           | $565.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $14000.00          | $8.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $11000.00          | $37.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4000.00           | $292.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $237670.00         | $79.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $6003.00           | $34.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $29000.00          | $113.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $18000.00          | $12.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $149.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $60000.00          | $2279.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $2896.00           | $0.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $50500.00          | $1802.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $4000.00           | $22.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $175000.00         | $361.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $3000.00           | $117.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $85000.00          | $4062.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $1000.00           | $0.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $1000.00           | $94.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $127040.00         | $283.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $6.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $84000.00          | $485.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1000.00           | $71.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $6000.00           | $4.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $15000.00          | $62.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4000.00           | $78.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $11000.00          | $120.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2000.00           | $259.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $2000.00           | $14.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $3000.00           | $33.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $40000.00          | $256.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $10500.00          | $1364.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $2000.00           | $31.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $15000.00          | $21.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $10359.00          | $118.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1000.00           | $12.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $51000.00          | $484.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $9000.00           | $1115.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1000.00           | $192.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $7000.00           | $57.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $8000.00           | $62.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $3000.00           | $259.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $7000.00           | $4350.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $3000.00           | $497.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $35000.00          | $108.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-25      | N/A      | N/A     | $5000.00           | $0.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $11500.00          | $662.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $10000.00          | $172.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $10000.00          | $77.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $8750.00           | $1125.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $42047.00          | $382.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $199.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $500000.00         | $599.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $25000.00          | $303.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $1000.00           | $34.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $6000.00           | $50.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $199231.00         | $361.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $10000.00          | $46.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $1000.00           | $39.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $2015.00           | $174.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $24500.00          | $2992.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $6000.00           | $94.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3000.00           | $36.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $20000.00          | $158.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $3000.00           | $203.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $47000.00          | $1018.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $3000.00           | $266.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $172.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $25000.00          | $116.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $16000.00          | $7.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $251000.00         | $179.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $5000.00           | $270.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $13000.00          | $167.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $60.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $6000.00           | $165.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3000.00           | $117.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $60000.00          | $116.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $4750.00           | $446.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $3000.00           | $375.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $117.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $21500.00          | $991.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $3150.00           | $1022.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $23676.00          | $24.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $134000.00         | $147.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $15000.00          | $6.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $46000.00          | $400.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $2000.00           | $53.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $8000.00           | $31.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $327.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $3.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $4000.00           | $716.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $1000.00           | $112.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $4000.00           | $490.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $25000.00          | $41.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $4882.00           | $170.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $6000.00           | $335.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $17000.00          | $16363.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $9000.00           | $171.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $40600.00          | $65.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $8000.00           | $5.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $10000.00          | $60.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $10000.00          | $4.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $75000.00          | $190.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $5000.00           | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $2000.00           | $184.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $26.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $3000.00           | $339.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $7000.00           | $1.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $5000.00           | $484.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $22.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $45054.00          | $300.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $300000.00         | $4184.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $10000.00          | $7.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $13000.00          | $7651.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1000.00           | $74.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $3000.00           | $416.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $1074.00           | $2.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $4000.00           | $109.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $258.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $15000.00          | $54.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $5000.00           | $41.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $2250000.00        | $5796.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $2000.00           | $199.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $20363.00          | $82.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2000.00           | $313.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $2500.00           | $459.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1000.00           | $99.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $1219.00           | $4.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $64.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $5000.00           | $3.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $40000.00          | $841.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $14000.00          | $120.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $28000.00          | $11.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $10000.00          | $101.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $19686.00          | $194.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $12000.00          | $527.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $15000.00          | $5.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $2000.00           | $195.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $3000.00           | $287.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $5000.00           | $485.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $330.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $3000.00           | $49.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $26058.00          | $32.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $95.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1000.00           | $151.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $18000.00          | $84.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3000.00           | $2331.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $156000.00         | $111.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2000.00           | $19.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $91000.00          | $237.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $2000.00           | $218.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $1000.00           | $58.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $9000.00           | $97.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $25201.00          | $26.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1000.00           | $13.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $149557.00         | $55.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $99.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1994.00           | $0.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $89000.00          | $134.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $20000.00          | $6.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $5000.00           | $4.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $2000.00           | $32.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $20000.00          | $1.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $6100.00           | $719.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $268.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $5000.00           | $0.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $755.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $99096.00          | $110.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $46000.00          | $76.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1000.00           | $67.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $1000.00           | $7.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $30000.00          | $143.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $2000.00           | $147.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $1000.00           | $2.20              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2000.00           | $27.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6500.00           | $409.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $1000.00           | $1.95              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $2000.00           | $57.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $57000.00          | $320.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $25000.00          | $3.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $2550.00           | $202.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $201290.00         | $161.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4000.00           | $518.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1000.00           | $104.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $8667.00           | $440.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $14000.00          | $166.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $38000.00          | $256.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $6780.00           | $273.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $18000.00          | $37.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1815.00           | $5.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1667.00           | $254.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $4000.00           | $72.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $40000.00          | $340.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $7750.00           | $559.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $23000.00          | $104.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $19000.00          | $1963.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $11000.00          | $25.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $40000.00          | $702.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $182000.00         | $280.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4000.00           | $85.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $23500.00          | $757.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $12500.00          | $1073.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $4500.00           | $565.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $8000.00           | $235.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $3000.00           | $10.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $3000.00           | $28.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $99000.00          | $2182.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2000.00           | $910.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $75000.00          | $334.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $80333.00          | $799.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $114.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $6000.00           | $8.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000.00           | $67.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $11233.00          | $34.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7500.00           | $998.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $38000.00          | $98.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $2000.00           | $302.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $22000.00          | $1734.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $37000.00          | $15.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $15000.00          | $253.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $83000.00          | $533.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $124391.00         | $25.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $56558.00          | $91.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $2750.00           | $475.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $5000.00           | $682.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $259.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $100048.00         | $127.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $82668.00          | $611.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $8000.00           | $961.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $21000.00          | $16.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $14000.00          | $59.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $50000.00          | $77.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $346.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $23000.00          | $177.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $1000.00           | $78.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $26.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5200.00           | $4116.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $11000.00          | $970.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $25000.00          | $136.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $43000.00          | $11.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $6000.00           | $326.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1000.00           | $7.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $16000.00          | $65.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $4000.00           | $125.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $52000.00          | $114.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $72000.00          | $14.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $32000.00          | $167.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $23000.00          | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $5098.00           | $29.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $2000.00           | $64.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $14000.00          | $8634.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $10000.00          | $94.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $2000.00           | $0.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $14500.00          | $224.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $2500.00           | $1.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $42000.00          | $32.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $35445.00          | $248.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $212.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $50000.00          | $74.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1500.00           | $159.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $8000.00           | $94.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $3000.00           | $160.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $25000.00          | $23.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $66000.00          | $377.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $59000.00          | $387.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $150000.00         | $351.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000.00           | $31.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $131.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $84.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $2000.00           | $70.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $17750.00          | $1334.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $1000.00           | $8.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $53000.00          | $588.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $2750.00           | $21.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $189.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $107000.00         | $292.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $2000.00           | $62.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $3000.00           | $1998.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $3000.00           | $652.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2311.00           | $122.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $3000.00           | $385.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $11000.00          | $1032.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $12000.00          | $1380.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $9000.00           | $53.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $34440.00          | $26.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $5000.00           | $2305.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $4000.00           | $736.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $25000.00          | $532.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $100000.00         | $360.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $7000.00           | $15.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $4000.00           | $476.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $1000.00           | $0.69              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $49943.00          | $137.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $11000.00          | $554.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $2000.00           | $50.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $15000.00          | $2348.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $10000.00          | $11.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $40000.00          | $22.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $14667.00          | $3.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1000.00           | $139.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1500.00           | $235.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $30000.00          | $24.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $30000.00          | $167.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $1000.00           | $94.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $20000.00          | $17328.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $26000.00          | $726.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $54000.00          | $488.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $55000.00          | $129.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $2000.00           | $151.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $766.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4000.00           | $124.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $5750.00           | $708.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $20000.00          | $83.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $68000.00          | $25.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $10000.00          | $106.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16000.00          | $27.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $10000.00          | $187.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $7000.00           | $6.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $9000.00           | $304.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $5000.00           | $10.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $51667.00          | $69.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $3249.00           | $390.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $32000.00          | $357.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $25000.00          | $11.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $256500.00         | $1546.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $10000.00          | $21.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $5000.00           | $1.17              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $29000.00          | $22242.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $86.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2000.00           | $120.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $7750.00           | $744.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $2000.00           | $21.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $1000.00           | $121.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $19000.00          | $74.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $3000.00           | $188.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $64611.00          | $473.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $42667.00          | $99.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $200000.00         | $552.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $6000.00           | $3.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $2000.00           | $27.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1000.00           | $76.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $25000.00          | $140.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $90000.00          | $1530.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $739.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $15000.00          | $98.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-25      | N/A      | N/A     | $2000.00           | $0.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $5000.00           | $2446.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $190000.00         | $70.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $37000.00          | $248.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $23000.00          | $12.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $3750.00           | $474.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $3000.00           | $43.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $1000.00           | $22.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $2000.00           | $130.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $2000.00           | $14.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $127.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000.00           | $76.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $30762.00          | $201.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $4000.00           | $767.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $5000.00           | $63.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $127001.00         | $59.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $4000.00           | $2892.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $1000.00           | $43.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $15188.00          | $45.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $26.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $22422.00          | $164.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4000.00           | $88.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $3104.00           | $1570.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $30734.00          | $94.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $73000.00          | $157.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $179.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1000.00           | $181.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1000.00           | $115.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $4500.00           | $435.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $12000.00          | $265.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $7000.00           | $6.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $53000.00          | $131.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $6000.00           | $774.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $10000.00          | $4.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $79830.00          | $496.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $18000.00          | $28.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $8000.00           | $67.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2000.00           | $228.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1000.00           | $44.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $24791.00          | $138.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $4000.00           | $417.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $25000.00          | $1316.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2000.00           | $784.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $25000.00          | $129.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $19000.00          | $8.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3000.00           | $249.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1004.00           | $195.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $42000.00          | $112.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $3000.00           | $27.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $68000.00          | $19.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $26460.00          | $201.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $5000.00           | $10.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $8000.00           | $22.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $3000.00           | $119.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2000.00           | $27.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $101.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $26000.00          | $2.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $255000.00         | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $30000.00          | $583.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $109000.00         | $154.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3000.00           | $10.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $15000.00          | $44.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $5000.00           | $4.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $3333.00           | $348.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000.00           | $36.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1000.00           | $804.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1667.00           | $289.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $8000.00           | $0.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $22000.00          | $191.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $45000.00          | $35.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $16000.00          | $943.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $4000.00           | $99.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $90100.00          | $46.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $4000.00           | $131.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $3000.00           | $37.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1000.00           | $95.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $12000.00          | $123.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $5000.00           | $575.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $6000.00           | $568.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $15000.00          | $227.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $16831.00          | $6.86              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3000.00           | $223.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $3055000.00        | $3034650.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $5000.00           | $610.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $3000.00           | $23.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $125000.00         | $89.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $5000.00           | $129.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1000.00           | $16.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $367336.00         | $92.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2200.00           | $279.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $26000.00          | $193.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1000.00           | $36.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $3667.00           | $33.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $5000.00           | $3167.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $1000.00           | $59.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $7000.00           | $191.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $20000.00          | $277.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $1468.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $25000.00          | $78.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4000.00           | $649.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16000.00          | $11241.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $45000.00          | $19.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $17000.00          | $8.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $30000.00          | $229.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $3000.00           | $382.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2000.00           | $1324.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4000.00           | $595.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2000.00           | $1318.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000.00           | $26.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $15018.00          | $64.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $18000.00          | $1201.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $12000.00          | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $6000.00           | $23.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $18000.00          | $163.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $7000.00           | $24.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1000.00           | $229.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $16667.00          | $42.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $7000.00           | $89.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $14000.00          | $27.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $18667.00          | $154.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $25070.00          | $214.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $2192.00           | $88.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $35000.00          | $108.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $8000.00           | $56.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $3000.00           | $255.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $19000.00          | $164.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $6577.00           | $55.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $678.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $12333.00          | $61.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $24000.00          | $250.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $4750.00           | $573.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $3000.00           | $272.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $19062.00          | $120.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1000.00           | $103.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $1000.00           | $98.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $15000.00          | $72.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1000.00           | $30.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2000.00           | $83.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $10000.00          | $751.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1000.00           | $64.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $3220.00           | $190.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $2800.00           | $30.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $10000.00          | $51.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $25000.00          | $160.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $40000.00          | $2288.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $17023.00          | $41.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $12000.00          | $8.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $34000.00          | $546.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2000.00           | $268.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4000.00           | $365.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $31000.00          | $35.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $5000.00           | $120.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $40.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $6253.00           | $58.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $59.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $5000.00           | $590.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $12334.00          | $3.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $8000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $4000.00           | $601.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $6000.00           | $640.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $50000.00          | $77.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16000.00          | $27.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $4500.00           | $584.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $24000.00          | $59.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $10000.00          | $14.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $15000.00          | $13.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $4000.00           | $254.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $10000.00          | $6.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $6000.00           | $609.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $5535.00           | $8.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $234.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $12000.00          | $1075.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $8000.00           | $719.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7750.00           | $813.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2500.00           | $328.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3454.00           | $45.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $38000.00          | $367.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $6000.00           | $55.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $60688.00          | $212.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $301.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $2000.00           | $20.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $15000.00          | $150.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $58000.00          | $605.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $15000.00          | $15.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $30000.00          | $472.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1000.00           | $13.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $233.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $10000.00          | $42.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $6000.00           | $76.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5000.00           | $58.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7000.00           | $68.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $120000.00         | $866.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2000.00           | $1567.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $4500.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $5000.00           | $624.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $2312.00           | $138.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $20715.00          | $29.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $2000.00           | $66.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $3000.00           | $124.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $25000.00          | $204.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1000.00           | $156.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $2000.00           | $178.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $15000.00          | $9.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $2500.00           | $12.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $7000.00           | $802.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $8000.00           | $393.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $36740.00          | $332.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $15000.00          | $87.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1000.00           | $218.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1334.00           | $108.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $29000.00          | $345.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $8000.00           | $25.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $7333.00           | $0.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1200.00           | $851.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $16907.00          | $82.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $8000.00           | $71.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $7000.00           | $83.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $2000.00           | $156.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $12000.00          | $88.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $104.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $135000.00         | $395.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1334.00           | $118.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $10000.00          | $970.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $6250.00           | $32.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $24000.00          | $165.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $66032.00          | $286.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $177.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $4500.00           | $112.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $105000.00         | $373.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $1000.00           | $4.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $40000.00          | $84.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $24.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1443.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $2000.00           | $35.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1000.00           | $128.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $44707.00          | $1172.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $216.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $5000.00           | $9.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $7000.00           | $1325.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $35399.00          | $82.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $5000.00           | $2.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2000.00           | $18.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2000.00           | $70.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $65000.00          | $140.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $24000.00          | $88.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1000.00           | $473.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $161.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $11273.00          | $0.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $4500.00           | $31.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $30000.00          | $18.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $2000.00           | $61.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $12093.00          | $29.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1000.00           | $118.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $50000.00          | $340.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $7000.00           | $20.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $3000.00           | $36.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $51000.00          | $647.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $16600.00          | $1453.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $4500.00           | $389.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $31000.00          | $462.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $20000.00          | $146.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $3000.00           | $361.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $3000.00           | $383.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $67.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $5000.00           | $20.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $24000.00          | $154.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $70000.00          | $108.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $15000.00          | $19.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $29.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $30137.00          | $5.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $3000.00           | $387.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $7650.00           | $74.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $10000.00          | $18.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $139.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $1000.00           | $118.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $6000.00           | $223.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2000.00           | $23.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $27.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $4000.00           | $294.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $3072.00           | $121.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $7000.00           | $5.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $16000.00          | $26.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $30000.00          | $7.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $100000.00         | $128.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $5000.00           | $325.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $3000.00           | $124.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1118.00           | $111.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $15.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $2000.00           | $215.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $6672.00           | $44.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4000.00           | $382.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $20000.00          | $1010.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $36700.00          | $18.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $25.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1000.00           | $29.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $28220.00          | $273.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $2000.00           | $56.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $42000.00          | $50.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $10000.00          | $18.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $1000.00           | $8.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $5000.00           | $12.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $10000.00          | $66.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $15000.00          | $0.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $4000.00           | $564.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $61678.00          | $32.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1000.00           | $70.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $15000.00          | $91.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $6000.00           | $41.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $11500.00          | $331.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $28000.00          | $193.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $159000.00         | $1972.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $25000.00          | $408.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25000.00          | $303.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $25028.00          | $1766.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $125000.00         | $184.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $28729.00          | $572.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $500050.00         | $1056.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $175000.00         | $87.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $65000.00          | $750.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $25000.00          | $460.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $329645.00         | $1633.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $155207.00         | $1701.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $45000.00          | $31.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $35000.00          | $1890.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $60000.00          | $233.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $10000.00          | $535.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $188000.00         | $1252.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $45000.00          | $748.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $298000.00         | $55.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $476819.00         | $235.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | N/A      | N/A     | $29195.00          | $2.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $75000.00          | $129.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $100000.00         | $9.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $12000.00          | $58.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $90000.00          | $1894.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $1220000.00        | $413.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | N/A      | N/A     | $15000.00          | $690.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $210000.00         | $19.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $133000.00         | $1464.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $35141.00          | $703.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $50000.00          | $197.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $30000.00          | $54.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $62500.00          | $49.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $386750.00         | $889.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $416.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $500840.00         | $4639.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $175000.00         | $9.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $100000.00         | $781.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $236508.00         | $2937.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $46000.00          | $690.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $13988.00          | $562.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $26884.00          | $200.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $38000.00          | $11.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $10000.00          | $391.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $525000.00         | $561.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $100000.00         | $138.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $39000.00          | $188.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $155000.00         | $47.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $25000.00          | $255.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $25000.00          | $14.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $457300.00         | $0.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $33000.00          | $54.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $10000.00          | $512.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $10000.00          | $558.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $120000.00         | $2116.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $238000.00         | $116.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $51000.00          | $82.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $219000.00         | $227.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $110732.00         | $1064.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25035.00          | $491.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | N/A      | N/A     | $227000.00         | $222.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $86.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $240000.00         | $682.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $60000.00          | $78.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $127000.00         | $572.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $25000.00          | $402.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $210500.00         | $231.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $34029.00          | $392.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $12500.00          | $708.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $109000.00         | $158.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $40294.00          | $20.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $397000.00         | $1231.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $200000.00         | $60.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $1222071.00        | $1187.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $5000.00           | $228.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $175000.00         | $284.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $39000.00          | $17.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $160000.00         | $7.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $75293.00          | $2324.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $302000.00         | $436.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $9000.00           | $1288.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $50070.00          | $635.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $35000.00          | $10.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $32000.00          | $280.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $30000.00          | $719.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $174705.00         | $52.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $810960.00         | $259.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $106426.00         | $1830.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $61000.00          | $270.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $1045000.00        | $2746.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $80000.00          | $11.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $87000.00          | $4.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $90000.00          | $2269.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $182800.00         | $1879.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $45000.00          | $870.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $129000.00         | $226.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | N/A      | N/A     | $532500.00         | $432.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $25000.00          | $293.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $60110.00          | $1987.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $40000.00          | $67.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $50000.00          | $22.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $25000.00          | $162.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $25020.00          | $4.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $10000.00          | $512.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $30000.00          | $849.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $183000.00         | $2304.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $40000.00          | $19.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $199667.00         | $1636.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $60622.00          | $1.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $170000.00         | $18.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $132000.00         | $5890.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $8000.00           | $285.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $380000.00         | $268.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $104.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $437168.00         | $1244.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $40000.00          | $2086.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $48694.00          | $708.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $887787.00         | $687.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $9770.00           | $55.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $27241.00          | $31.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $204000.00         | $622.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $42993.00          | $177.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $305000.00         | $340.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $30000.00          | $20.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $25000.00          | $582.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $151000.00         | $2625.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $90115.00          | $42.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $17000.00          | $7.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $30097.00          | $13.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $120000.00         | $199.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $61541.00          | $384.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $35249.00          | $257.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $68374.00          | $754.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $163000.00         | $4602.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $15000.00          | $483.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $55000.00          | $168.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $41000.00          | $1026.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $165248.00         | $210.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $15000.00          | $331.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $25000.00          | $140.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $32531.00          | $17.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $81000.00          | $161.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $694000.00         | $571.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $34000.00          | $116.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $50000.00          | $40.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $25000.00          | $73.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $27457.00          | $269.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $33983.00          | $453.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $7000.00           | $86.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $40000.00          | $567.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $100000.00         | $352.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $25000.00          | $568.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $32000.00          | $3.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $100000.00         | $111.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $180282.00         | $2315.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $188666.00         | $409.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $30000.00          | $152.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $29036.00          | $53.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $13000.00          | $106.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $160000.00         | $1971.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $40576.00          | $448.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $117500.00         | $181.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50000.00          | $581.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $1646232.00        | $658.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $10000.00          | $3007.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $122000.00         | $679.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $53000.00          | $348.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $25000.00          | $619.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $365000.00         | $51.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $50000.00          | $15.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $1000000.00        | $1446.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $331787.00         | $263.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $90746.00          | $778.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $29043.00          | $261.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $25000.00          | $52.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $763000.00         | $405.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $164192.00         | $2316.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $251881.00         | $4528.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $30000.00          | $48.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $61022.00          | $796.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $145000.00         | $161.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $164834.00         | $2000.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $185000.00         | $1499.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $400000.00         | $109.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $45000.00          | $40.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $30000.00          | $1138.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $70000.00          | $586.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $116000.00         | $778.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $12632.00          | $362.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $40051.00          | $172.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $2000.00           | $45.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $42000.00          | $23.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $30000.00          | $58.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $127045.00         | $48.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $125000.00         | $73.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $77220.00          | $67.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $29499.00          | $6.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $1000.00           | $490.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $16000.00          | $361.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $68000.00          | $415.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $25000.00          | $191.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $15000.00          | $111.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $85000.00          | $3390.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $35003.00          | $342.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $1123999.00        | $474.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $67242.00          | $1020.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $75000.00          | $130.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $26996.00          | $360.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $100000.00         | $1366.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $25000.00          | $362.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $32057.00          | $217.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $50000.00          | $561.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $85000.00          | $307.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $55.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $66057.00          | $602.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $305000.00         | $60.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $431250.00         | $1544.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $25000.00          | $87.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $205000.00         | $88.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $107500.00         | $563.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $15000.00          | $272.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $49000.00          | $238.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $45000.00          | $280.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $208300.00         | $3515.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $25000.00          | $39.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $26000.00          | $240.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $493500.00         | $3982.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25487.00          | $43.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $157353.00         | $2474.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $50000.00          | $447.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $25000.00          | $302.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $560000.00         | $150.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $25000.00          | $243.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $25000.00          | $639.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $75000.00          | $468.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $391985.00         | $561.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $31000.00          | $47.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $50000.00          | $826.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $164000.00         | $446.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $25000.00          | $278.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25107.00          | $3.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $105333.00         | $259.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $100000.00         | $93.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $10000.00          | $616.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $50000.00          | $346.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $20000.00          | $1194.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $75000.00          | $86.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $50882.00          | $2256.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $316666.00         | $70.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $50000.00          | $547.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $25000.00          | $161.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $10000.00          | $10218.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $61836.00          | $677.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $46796.00          | $475.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $86083.00          | $1068.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $50000.00          | $458.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $730684.00         | $689.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $30.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $25000.00          | $29.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $30000.00          | $426.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $293417.00         | $304.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $20000.00          | $96.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $110000.00         | $151.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $61565.00          | $1413.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $25000.00          | $102.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $63454.00          | $94.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $152547.00         | $119.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $50000.00          | $646.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $30000.00          | $311.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $27000.00          | $217.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $84936.00          | $94.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25000.00          | $98.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $35000.00          | $676.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $42711.00          | $32.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | N/A      | N/A     | $5000.00           | $264.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $17000.00          | $1458.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $26000.00          | $371.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $39667.00          | $8108.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $36000.00          | $1154.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $50000.00          | $812.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25000.00          | $14.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $115000.00         | $52.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $201000.00         | $203.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $49000.00          | $239.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $126050.00         | $2004.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $29000.00          | $13.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $25000.00          | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $363100.00         | $113.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $35000.00          | $86.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $750064.00         | $833.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $54618.00          | $75.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $95.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $35373.00          | $94.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $80000.00          | $4.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $30000.00          | $754.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $75103.00          | $244.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25265.00          | $3.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $20000.00          | $231.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $43500.00          | $96.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $35000.00          | $325.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $63000.00          | $811.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $89000.00          | $1408.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $80000.00          | $40.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $15000.00          | $1250.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $145000.00         | $104.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $322500.00         | $209.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $92000.00          | $849.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $35000.00          | $9.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $30000.00          | $102.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $50000.00          | $458.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $192501.00         | $1823.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $290000.00         | $252.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $20000.00          | $1949.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $58000.00          | $367.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $34319.00          | $297.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $25000.00          | $265.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $251459.00         | $200.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $59768.00          | $436.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $1000.00           | $1.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $81464.00          | $267.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27000.00          | $40.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $33000.00          | $1302.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $489020.00         | $29.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | N/A      | N/A     | $325464.00         | $2658.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $50000.00          | $86.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $95000.00          | $23.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $175000.00         | $920.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $384.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $261000.00         | $375.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $123334.00         | $65.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25332.00          | $1000.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $256500.00         | $446.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $30000.00          | $2164.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $94759.00          | $1466.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $5000.00           | $341.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $2204.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | N/A      | N/A     | $70000.00          | $83.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $125305.00         | $833.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $84000.00          | $377.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $18000.00          | $213.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $40000.00          | $1764.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $13000.00          | $13131.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $40000.00          | $99.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $44000.00          | $890.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $111.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | N/A      | N/A     | $593000.00         | $344.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $70000.00          | $86.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $25000.00          | $51.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $91043.00          | $312.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $130460.00         | $157.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $50152.00          | $103.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $50000.00          | $19.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $88316.00          | $1246.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $34000.00          | $217.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $85000.00          | $156.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $75000.00          | $957.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $354300.00         | $32.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $197950.00         | $3218.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $18750.00          | $199.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $50000.00          | $131.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $30000.00          | $5.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $18000.00          | $1930.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $45000.00          | $847.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $40000.00          | $30.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $84000.00          | $96.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $50000.00          | $1507.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $566000.00         | $261.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50060.00          | $60.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $34753.00          | $63.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $25000.00          | $84.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $55860.00          | $748.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $40000.00          | $1360.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $60136.00          | $26.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $20000.00          | $27.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $50000.00          | $63.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $25000.00          | $1301.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $10000.00          | $224.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $218842.00         | $823.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $25000.00          | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $51476.00          | $37.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $11000.00          | $158.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $717666.00         | $56.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $21000.00          | $21257.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $60000.00          | $9.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $25000.00          | $83.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $375000.00         | $230.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $25000.00          | $637.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $47000.00          | $862.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $25000.00          | $227.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $56000.00          | $3.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $25000.00          | $45.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $25000.00          | $484.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $44000.00          | $500.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $125000.00         | $22.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $26195.00          | $199.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $40000.00          | $74.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $180000.00         | $87.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $1000.00           | $8.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $75000.00          | $874.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $25891.00          | $427.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $15.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $45299.00          | $137.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $100000.00         | $1608.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $176850.00         | $17.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $50000.00          | $683.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $28571.00          | $520.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $40000.00          | $396.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $35098.00          | $588.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $405000.00         | $442.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $24000.00          | $803.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $42621.00          | $1085.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $145016.00         | $320.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $1130643.00        | $285.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $453451.00         | $89.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $390459.00         | $177.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $90000.00          | $458.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $50000.00          | $464.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $224605.00         | $2522.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $10000.00          | $1029.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $863332.00         | $570.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $25449.00          | $72.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $50125.00          | $175.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $1000.00           | $20.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $25000.00          | $85.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $25000.00          | $440.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $40000.00          | $252.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25000.00          | $37.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $346000.00         | $1413.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $367187.00         | $188.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25000.00          | $70.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $10000.00          | $1556.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $85000.00          | $953.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $67000.00          | $249.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $60000.00          | $319.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $125000.00         | $43.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $9800.00           | $758.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $25614.00          | $21.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $25012.00          | $106.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $18000.00          | $759.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $123000.00         | $109.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $176500.00         | $1781.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $65040.00          | $171.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $388976.00         | $15.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $295000.00         | $363.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $312252.00         | $289.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25000.00          | $11.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $47000.00          | $150.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $429167.00         | $13.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $11000.00          | $76.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $112450.00         | $1859.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $25413.00          | $195.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $25000.00          | $298.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $160718.00         | $102.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $84901.00          | $2011.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $268267.00         | $529.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $200000.00         | $193.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $35000.00          | $441.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $25000.00          | $18.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $105000.00         | $183.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $290000.00         | $504.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $15000.00          | $4211.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $67.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $25000.00          | $291.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $147600.00         | $1894.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $952319.00         | $3166.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $52168.00          | $371.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $10000.00          | $423.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $1212334.00        | $784.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $60000.00          | $202.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $81129.00          | $1566.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $10000.00          | $377.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $37034.00          | $533.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $25000.00          | $7.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $50000.00          | $3.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $266667.00         | $3061.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $60000.00          | $1069.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $404000.00         | $262.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $134210.00         | $1343.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $52000.00          | $776.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $25000.00          | $73.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $44670.00          | $1070.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $28000.00          | $27.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $100000.00         | $338.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25000.00          | $89.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $319000.00         | $608.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $25000.00          | $55.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $154000.00         | $155.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $20000.00          | $424.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $118.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $179688.00         | $2235.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $96081.00          | $1443.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $20000.00          | $764.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $193.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $32183.00          | $424.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | N/A      | N/A     | $30000.00          | $129.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $58750.00          | $589.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $25000.00          | $241.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $37000.00          | $561.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $315310.00         | $606.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $214000.00         | $192.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $70000.00          | $39.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $249432.00         | $153.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $48540.00          | $261.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $80664.00          | $25.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $40000.00          | $448.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $152706.00         | $105.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $43092.00          | $31.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $35000.00          | $1716.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $49000.00          | $44.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $845448.00         | $1093.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $56000.00          | $52.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $15000.00          | $20.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $2000.00           | $67.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $41339.00          | $144.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $10000.00          | $152.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $29000.00          | $314.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $25000.00          | $554.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $64000.00          | $684.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | N/A      | N/A     | $1232000.00        | $1398.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $25000.00          | $173.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $32500.00          | $683.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $50000.00          | $320.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $30000.00          | $506.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $25000.00          | $36.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $50000.00          | $336.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $50170.00          | $976.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $27000.00          | $1039.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $94000.00          | $193.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $30000.00          | $261.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $25000.00          | $10.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $19166.00          | $211.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $79000.00          | $1050.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $47000.00          | $77.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $400000.00         | $356.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $75101.00          | $756.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $60006.00          | $650.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $55000.00          | $1187.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $150330.00         | $1511.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $195043.00         | $1.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $40000.00          | $3.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $200440.00         | $2820.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $36000.00          | $21.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $51000.00          | $403.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $10000.00          | $504.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $533490.00         | $219.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27002.00          | $513.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $125000.00         | $557.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $71250.00          | $2211.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $218918.00         | $2534.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $229297.00         | $2184.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $355829.00         | $3373.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $145000.00         | $264.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $270000.00         | $1848.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $144063.00         | $103.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $40000.00          | $498.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $26000.00          | $360.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $452189.00         | $421.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $147500.00         | $51.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $105000.00         | $914.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $35000.00          | $807.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $110000.00         | $2296.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $572000.00         | $1848.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $37216.00          | $10.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $110000.00         | $69.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $30000.00          | $391.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | N/A      | N/A     | $15942.00          | $204.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | N/A      | N/A     | $25000.00          | $244.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $45000.00          | $34.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | N/A      | N/A     | $202000.00         | $112.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $15000.00          | $461.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $367.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $55000.00          | $28.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $67000.00          | $827.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $113406.00         | $1337.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $150000.00         | $766.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1000.00           | $674.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $90000.00          | $1414.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $55000.00          | $13.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $399039.00         | $2067.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $0.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $80000.00          | $1399.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $50000.00          | $544.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $360000.00         | $462.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45359.00          | $46.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $93179.00          | $298.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $40000.00          | $203.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $132336.00         | $1436.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $154.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $100000.00         | $542.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $125000.00         | $284.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $65000.00          | $461.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $45629.00          | $1424.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $14000.00          | $145.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $201000.00         | $363.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $100000.00         | $2577.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $51000.00          | $136.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $664680.00         | $2252.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $27997.00          | $92.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $25000.00          | $179.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $80200.00          | $1668.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $50000.00          | $5173.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $43000.00          | $457.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $28000.00          | $1198.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $544.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $25307.00          | $15.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $32000.00          | $17.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $73500.00          | $929.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $60000.00          | $251.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $25000.00          | $458.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $60000.00          | $1369.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $1029609.00        | $33.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $205000.00         | $37.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $208000.00         | $1710.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $615020.00         | $560.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $75000.00          | $20.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $160431.00         | $96.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $100896.00         | $394.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | N/A      | N/A     | $20000.00          | $546.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $55805.00          | $336.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $565000.00         | $173.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $76000.00          | $930.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $106500.00         | $644.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $90000.00          | $1488.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $85000.00          | $208.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $5000.00           | $49.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $108334.00         | $8.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $52000.00          | $303.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $242000.00         | $313.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $387187.00         | $6095.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $50000.00          | $565.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $55000.00          | $118.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $124000.00         | $1080.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $116000.00         | $64.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $25000.00          | $823.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $25000.00          | $294.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $163000.00         | $442.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $32000.00          | $237.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $61431.00          | $746.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $30000.00          | $52.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $44000.00          | $808.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $25000.00          | $89.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $40000.00          | $75.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $100000.00         | $684.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $154000.00         | $251.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $25000.00          | $1277.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $25046.00          | $28.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $244000.00         | $1479.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $451460.00         | $5345.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $199000.00         | $340.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $74500.00          | $678.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $746000.00         | $1025.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $234353.00         | $286.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $70000.00          | $30.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $32000.00          | $29.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $114000.00         | $1805.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $348364.00         | $30.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $40064.00          | $88.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25000.00          | $376.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $102500.00         | $2522.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | N/A      | N/A     | $14000.00          | $182.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $259167.00         | $4871.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $35000.00          | $398.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $3.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $181542.00         | $2592.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $166275.00         | $2201.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $50000.00          | $822.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $43.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $36265.00          | $9.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $60000.00          | $52.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $90000.00          | $2251.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $50000.00          | $275.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $27000.00          | $72.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $285469.00         | $3320.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $29000.00          | $109.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $50058.00          | $940.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $41084.00          | $184.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $70000.00          | $860.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $532708.00         | $449.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $175000.00         | $17.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $50000.00          | $3.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $45000.00          | $503.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $265400.00         | $87.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $33.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $75000.00          | $711.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $46431.00          | $958.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $50000.00          | $10.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $162.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $35000.00          | $341.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $207750.00         | $2908.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $50000.00          | $3006.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $50000.00          | $20.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $30000.00          | $32.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $41000.00          | $1119.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $12500.00          | $404.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $88051.00          | $105.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $109000.00         | $1544.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $25000.00          | $31.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $30000.00          | $321.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $35000.00          | $556.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $290000.00         | $80.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $78000.00          | $918.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $14000.00          | $165.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $43196.00          | $362.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $151000.00         | $47.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $4667.00           | $20.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45000.00          | $509.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $55980.00          | $40.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25226.00          | $161.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $642460.00         | $8059.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $106750.00         | $1508.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $261000.00         | $376.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $56500.00          | $219.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $100000.00         | $81.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $150000.00         | $38.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $48334.00          | $88.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $68000.00          | $2984.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $89833.00          | $1354.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $50000.00          | $565.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $132812.00         | $208.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $35000.00          | $442.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $167000.00         | $2297.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $70000.00          | $1275.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $203904.00         | $1308.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $100000.00         | $11.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $65000.00          | $299.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25000.00          | $81.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $42000.00          | $7455.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $45507.00          | $181.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $25667.00          | $94.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $31500.00          | $702.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $29000.00          | $213.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $105000.00         | $203.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $252500.00         | $1.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $185000.00         | $11746.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $55000.00          | $599.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $273051.00         | $3132.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25982.00          | $504.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $986000.00         | $886.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $75000.00          | $44.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $346000.00         | $181.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $33120.00          | $17.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $40000.00          | $37.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $258000.00         | $315.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $110000.00         | $651.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $54554.00          | $806.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $12500.00          | $357.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $25000.00          | $1068.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $400000.00         | $4922.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $50000.00          | $144.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $50000.00          | $84.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $60000.00          | $593.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $155000.00         | $308.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $14000.00          | $345.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $50060.00          | $220.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $215000.00         | $107.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | N/A      | N/A     | $15000.00          | $205.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $29000.00          | $786.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | N/A      | N/A     | $14000.00          | $422.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $30000.00          | $72.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $10000.00          | $9.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25114.00          | $652.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $122000.00         | $2411.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $15000.00          | $1462.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $430.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $35121.00          | $111.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $117000.00         | $220.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $71.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $63333.00          | $701.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $75000.00          | $512.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $75000.00          | $118.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $33878.00          | $162.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $930000.00         | $820.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $439938.00         | $565.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $34000.00          | $114.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $60000.00          | $677.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $50284.00          | $65.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $125000.00         | $253.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $162500.00         | $28.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $201554.00         | $293.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $82145.00          | $442.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $80000.00          | $855.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $55003.00          | $303.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $60000.00          | $596.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $190369.00         | $199.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $75000.00          | $187.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $122000.00         | $1150.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $110000.00         | $1047.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | N/A      | N/A     | $59000.00          | $387.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $15000.00          | $669.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $57000.00          | $35.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $25.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $11448.00          | $18.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25000.00          | $200.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $620661.00         | $349.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $11000.00          | $276.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $119000.00         | $913.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $45000.00          | $215.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $100000.00         | $140.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $35000.00          | $57.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $25000.00          | $474.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $40000.00          | $22.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $275000.00         | $307.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $50000.00          | $509.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $37365.00          | $521.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $150000.00         | $430.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $3866.00           | $4.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $60000.00          | $206.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $50000.00          | $99.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $34000.00          | $46.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $33900.00          | $530.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $30041.00          | $50.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $375000.00         | $699.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $171000.00         | $1659.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $134000.00         | $872.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $35000.00          | $117.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $75000.00          | $1177.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $45000.00          | $373.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $75000.00          | $44.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $150000.00         | $178.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $25000.00          | $348.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $45250.00          | $509.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $120000.00         | $267.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $10000.00          | $1661.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $427610.00         | $79.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $25000.00          | $30.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $47000.00          | $5.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $36000.00          | $781.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25000.00          | $178.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $47000.00          | $420.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $40000.00          | $441.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $695268.00         | $1650.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $100000.00         | $171.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $100100.00         | $129.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $49000.00          | $187.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $50000.00          | $0.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $70000.00          | $2905.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $35000.00          | $0.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $289630.00         | $151.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $25000.00          | $789.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $32000.00          | $71.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $25000.00          | $259.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $40552.00          | $239.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $9506.00           | $734.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $50000.00          | $693.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $305000.00         | $726.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $205000.00         | $251.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $382650.00         | $2502.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $13000.00          | $841.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $200000.00         | $420.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $75000.00          | $562.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $25000.00          | $195.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25320.00          | $1.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $28500.00          | $117.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $40000.00          | $434.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $13667.00          | $472.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $25000.00          | $50.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $204000.00         | $2406.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $10000.00          | $200.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $111000.00         | $8.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $98000.00          | $410.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $209884.00         | $547.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $44000.00          | $585.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $35000.00          | $59.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $57000.00          | $160.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $382750.00         | $36.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $22.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $200000.00         | $273.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $42000.00          | $13.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $436.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $26720.00          | $64.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $73000.00          | $767.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $90000.00          | $286.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $80000.00          | $431.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $25000.00          | $429.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $30000.00          | $209.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $145006.00         | $1729.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $43000.00          | $205.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $10000.00          | $73.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $772579.00         | $1748.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $25000.00          | $23.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $26600.00          | $2380.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | N/A      | N/A     | $110000.00         | $9.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $110000.00         | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $14168.00          | $426.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $374.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $676836.00         | $443.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $15000.00          | $1191.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $337400.00         | $335.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $263382.00         | $7357.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $119000.00         | $4100.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $243629.00         | $4731.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $25114.00          | $0.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $1919000.00        | $481.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $30000.00          | $429.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $30000.00          | $621.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $114000.00         | $111.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $40000.00          | $353.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $55000.00          | $3168.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25034.00          | $206.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $23000.00          | $685.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $50000.00          | $1180.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $50000.00          | $771.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $10000.00          | $132.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $48000.00          | $492.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25000.00          | $58.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $413000.00         | $522.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $30000.00          | $18.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $155000.00         | $11.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $65000.00          | $197.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $45626.00          | $508.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $1452397.00        | $56.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $115000.00         | $61.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $69337.00          | $1046.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $61000.00          | $223.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $208040.00         | $930.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $57500.00          | $340.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $405000.00         | $384.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $75000.00          | $217.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $37118.00          | $272.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $10000.00          | $28.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $205488.00         | $137.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $51054.00          | $142.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $20000.00          | $301.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25843.00          | $207.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $83395.00          | $3633.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $139972.00         | $469.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $43431.00          | $478.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $77667.00          | $156.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $205000.00         | $2736.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45000.00          | $159.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $50000.00          | $3877.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $187000.00         | $355.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $100000.00         | $316.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $9616.00           | $304.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $35000.00          | $108.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $253394.00         | $3670.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $67500.00          | $7.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $6650.00           | $708.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $45000.00          | $42.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $261160.00         | $3632.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $130050.00         | $195.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $15000.00          | $1207.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $80000.00          | $49.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $32500.00          | $248.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $330500.00         | $51.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $500484.00         | $424.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $93077.00          | $211.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $25000.00          | $274.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $25000.00          | $246.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $100000.00         | $631.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $23000.00          | $194.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $85000.00          | $36.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $75000.00          | $1293.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $26179.00          | $342.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $25321.00          | $130.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $56000.00          | $126.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $50171.00          | $27.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $130433.00         | $314.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $588000.00         | $597.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $495.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $31200.00          | $11.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $55324.00          | $1599.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $35000.00          | $39.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $80327.00          | $677.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $26000.00          | $284.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $185000.00         | $1043.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $1010000.00        | $970.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $90500.00          | $1148.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $185000.00         | $0.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $25000.00          | $2.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $811666.00         | $2103.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $465336.00         | $35.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $53000.00          | $81.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $25000.00          | $4.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $94073.00          | $744.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $625000.00         | $94.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $160000.00         | $784.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $125000.00         | $314.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $353050.00         | $645.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $73000.00          | $448.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $70000.00          | $6886.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $20000.00          | $770.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $18000.00          | $190.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $75000.00          | $442.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $51000.00          | $182.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $13.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $75000.00          | $1855.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $25000.00          | $21.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $123.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $34500.00          | $125.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $65000.00          | $5.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $30000.00          | $213.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $165000.00         | $255.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $52500.00          | $728.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $50000.00          | $861.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $105000.00         | $2124.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $70000.00          | $63.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $60335.00          | $99.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $50000.00          | $601.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $246566.00         | $705.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50350.00          | $305.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $235500.00         | $123.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $30000.00          | $43.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $50000.00          | $668.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $25000.00          | $9.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $26000.00          | $1328.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $30039.00          | $386.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $49000.00          | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $29000.00          | $168.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $60289.00          | $664.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $119000.00         | $1346.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $15000.00          | $3372.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $280041.00         | $3057.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $66006.00          | $1049.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $68000.00          | $209.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $42000.00          | $726.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $97000.00          | $39.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $25000.00          | $782.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $10000.00          | $2147.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $37500.00          | $71.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $60000.00          | $45.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $28333.00          | $713.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $83000.00          | $747.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $52000.00          | $702.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $50000.00          | $0.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $50000.00          | $299.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $25000.00          | $50.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $75000.00          | $270.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $1155000.00        | $332.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $300000.00         | $31.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $130000.00         | $52.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $100000.00         | $202.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $50000.00          | $82.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25000.00          | $299.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $160000.00         | $42.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25839.00          | $8.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $103000.00         | $367.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $30000.00          | $560.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25026.00          | $126.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $18000.00          | $1078.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $10000.00          | $1733.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $214000.00         | $584.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $132893.00         | $2118.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $137500.00         | $1711.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25050.00          | $448.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $27333.00          | $1122.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $25000.00          | $228.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $25000.00          | $93.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $98000.00          | $2161.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $49000.00          | $559.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $373826.00         | $158.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $72000.00          | $294.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $25000.00          | $20.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $64486.00          | $622.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $97.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $35000.00          | $14.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $68924.00          | $794.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $67919.00          | $365.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $289750.00         | $187.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $67000.00          | $523.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $6000.00           | $601.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $34500.00          | $1645.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $145261.00         | $484.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $25000.00          | $262.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $26890.00          | $179.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $31000.00          | $805.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $30000.00          | $97.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $265000.00         | $1845.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $19.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $50811.00          | $37.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $273405.00         | $277494.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $75000.00          | $66.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $105000.00         | $1096.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $8500.00           | $399.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $2000.00           | $111.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $30000.00          | $361.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $83000.00          | $738.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $38000.00          | $424.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $25000.00          | $250.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $34000.00          | $3.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $164000.00         | $10.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $193.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $240.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $10000.00          | $438.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25000.00          | $153.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $35000.00          | $141.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $42000.00          | $211.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $9000.00           | $28.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $24140.00          | $26.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $60000.00          | $199.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $335538.00         | $376.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $155000.00         | $380.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $473000.00         | $723.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $698377.00         | $1114.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $360000.00         | $1415.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | N/A      | N/A     | $83807.00          | $1203.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $32000.00          | $95.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $75150.00          | $182.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $20803.00          | $1479.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $106300.00         | $1733.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $132000.00         | $44.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | N/A      | N/A     | $5000.00           | $610.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $14000.00          | $165.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $14500.00          | $3292.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $4000.00           | $298.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $37000.00          | $48.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $48334.00          | $290.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $241000.00         | $693.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $16.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $8765.00           | $229.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $54277.00          | $777.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $126972.00         | $166.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $400000.00         | $183.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $130000.00         | $366.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25000.00          | $229.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $30000.00          | $654.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $30000.00          | $155.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25281.00          | $804.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $107000.00         | $8.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $68750.00          | $409.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $140000.00         | $605.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $84826.00          | $435.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $11000.00          | $557.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $20000.00          | $249.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $15000.00          | $4757.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $133479.00         | $1785.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25146.00          | $330.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $45000.00          | $432.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $50834.00          | $382.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $591500.00         | $144.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $25000.00          | $52.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $50000.00          | $473.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $656412.00         | $2173.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $323730.00         | $22.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $65361.00          | $3707.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $110000.00         | $103.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $117831.00         | $1430.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $43000.00          | $1264.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $618383.00         | $7.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $163000.00         | $334.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $85000.00          | $221.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $126000.00         | $1382.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $133000.00         | $236.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $32000.00          | $235.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $45000.00          | $478.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $60000.00          | $25.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $30000.00          | $163.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $139000.00         | $5854.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $50000.00          | $371.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25188.00          | $628.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $25000.00          | $416.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25035.00          | $697.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $225000.00         | $20.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $75625.00          | $919.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $25000.00          | $38.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | N/A      | N/A     | $200000.00         | $131.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $78000.00          | $1502.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $75000.00          | $62.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $125000.00         | $3038.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $205931.00         | $14.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $95000.00          | $246.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $250000.00         | $100.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $34000.00          | $279.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $185030.00         | $1318.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $96000.00          | $683.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $402491.00         | $249.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $76000.00          | $88.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $35000.00          | $196.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $13500.00          | $1343.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | N/A      | N/A     | $52728.00          | $1025.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $14000.00          | $288.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $213729.00         | $3480.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $211250.00         | $4659.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $85000.00          | $128.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $61667.00          | $833.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $11000.00          | $327.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $123273.00         | $3639.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $45000.00          | $46.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $25862.00          | $567.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $103377.00         | $1979.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $20000.00          | $239.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $105000.00         | $1201.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $175000.00         | $24.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $99000.00          | $88.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $140000.00         | $27.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $7500.00           | $124.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $50000.00          | $250.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $34000.00          | $1449.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $180000.00         | $52.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $9.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $80000.00          | $54.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $38000.00          | $133.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $80102.00          | $419.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $50032.00          | $32.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $160000.00         | $9.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $150000.00         | $222.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $25000.00          | $0.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $37000.00          | $15.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $604500.00         | $771.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $36000.00          | $40.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $74000.00          | $149.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $37000.00          | $28.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $115000.00         | $1767.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $225000.00         | $3056.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $601.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $82000.00          | $105.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $40044.00          | $722.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $170000.00         | $3323.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $545600.00         | $1685.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $159000.00         | $2416.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $25000.00          | $229.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $413466.00         | $346.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $6000.00           | $22.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $51584.00          | $394.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $309691.00         | $430.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $28000.00          | $448.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $85000.00          | $68.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $35000.00          | $985.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $50000.00          | $495.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $10000.00          | $664.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $152000.00         | $25.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $275055.00         | $143.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | N/A      | N/A     | $183500.00         | $111.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25056.00          | $1.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $923522.00         | $2530.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $170000.00         | $45.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $110000.00         | $1403.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $79000.00          | $532.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $246987.00         | $243.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $10000.00          | $405.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $82000.00          | $855.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $50000.00          | $134.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $40000.00          | $325.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $434500.00         | $455.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $25000.00          | $62.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $61000.00          | $734.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $30000.00          | $41.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $35000.00          | $71.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $75000.00          | $31.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $56000.00          | $489.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $26000.00          | $25.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $115000.00         | $61.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $208.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $305000.00         | $145.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $81874.00          | $1652.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $403538.00         | $571.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $135000.00         | $10.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $50012.00          | $40.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $81000.00          | $1192.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $125000.00         | $126.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $41000.00          | $1145.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $50000.00          | $792.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $281566.00         | $433.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $128000.00         | $118.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $30000.00          | $197.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $54000.00          | $202.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $25000.00          | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $624673.00         | $1959.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | N/A      | N/A     | $65000.00          | $802.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $100000.00         | $33.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $170000.00         | $416.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $35000.00          | $154.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $120000.00         | $78.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $76000.00          | $1122.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $54000.00          | $285.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $12000.00          | $807.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $160000.00         | $1044.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $680000.00         | $74.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $690000.00         | $308.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $462427.00         | $83.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $90000.00          | $1008.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $95000.00          | $28.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $102771.00         | $6.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $92000.00          | $1008.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $80331.00          | $56.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $55000.00          | $632.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $98000.00          | $189.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $25000.00          | $226.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $175000.00         | $30.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $10000.00          | $110.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $36916.00          | $221.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | N/A      | N/A     | $25000.00          | $85.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $78500.00          | $872.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $85000.00          | $972.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $60000.00          | $498.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $27000.00          | $8.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | N/A      | N/A     | $79000.00          | $54.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $98468.00          | $1156.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $25000.00          | $411.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $785000.00         | $306.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $25000.00          | $428.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $230000.00         | $501.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $225000.00         | $138.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $65000.00          | $42.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25000.00          | $261.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $116999.00         | $1267.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $236250.00         | $2920.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $50000.00          | $192.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $102954.00         | $97.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1672740.00        | $3056.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $112000.00         | $679.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $25000.00          | $210.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $518500.00         | $1584.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $25000.00          | $2.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $50000.00          | $434.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $305595.00         | $9.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $10000.00          | $381.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $97000.00          | $59.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $107500.00         | $199.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $110000.00         | $65.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $15000.00          | $142.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50000.00          | $4520.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $45000.00          | $164.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $51053.00          | $388.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $25000.00          | $187.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $278113.00         | $182.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | N/A      | N/A     | $260000.00         | $255.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $25000.00          | $276.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $40000.00          | $109.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $145000.00         | $3465.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $12500.00          | $82.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $302500.00         | $414.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $127232.00         | $189.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $143000.00         | $477.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $90000.00          | $1048.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $97000.00          | $1817.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $77500.00          | $120.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $1000.00           | $118.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $165619.00         | $87.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $225000.00         | $7678.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | N/A      | N/A     | $30000.00          | $20.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $106523.00         | $320.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $27000.00          | $13.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $140000.00         | $1973.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $121500.00         | $57.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $50000.00          | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $29521.00          | $556.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $187484.00         | $1840.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $160000.00         | $467.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $25000.00          | $317.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $5000.00           | $112.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $30000.00          | $80.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $11000.00          | $139.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $75000.00          | $132.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $52500.00          | $396.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $72500.00          | $696.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $543496.00         | $2.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $171000.00         | $2.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $52.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $26000.00          | $255.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $5000.00           | $113.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $76389.00          | $3.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $259500.00         | $3283.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $210000.00         | $2082.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $31000.00          | $795.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $50000.00          | $91.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $29000.00          | $254.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $105000.00         | $876.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $227546.00         | $19.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $167250.00         | $2005.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $214315.00         | $426.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $31539.00          | $4.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $60000.00          | $318.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $6000.00           | $766.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $992308.00         | $1189.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $15000.00          | $4.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $25069.00          | $21.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $48312.00          | $25.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $25000.00          | $14.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $192525.00         | $104.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $105000.00         | $1598.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $116650.00         | $1536.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $85000.00          | $201.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $185000.00         | $0.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $225000.00         | $409.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $49.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $100643.00         | $277.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $48000.00          | $1043.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $50000.00          | $121.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $25000.00          | $304.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $115000.00         | $153.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $29000.00          | $1596.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $43000.00          | $366.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25000.00          | $22.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25000.00          | $38.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $26000.00          | $310.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $125000.00         | $106.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $63.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $50084.00          | $2014.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $7000.00           | $179.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $70333.00          | $1103.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | N/A      | N/A     | $28000.00          | $2313.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $72000.00          | $481.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $213000.00         | $127.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $26854.00          | $301.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $101000.00         | $931.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25025.00          | $2.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $33000.00          | $284.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $113000.00         | $2163.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $100000.00         | $108.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25724.00          | $96.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $87.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $15000.00          | $7065.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $51500.00          | $519.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | N/A      | N/A     | $16000.00          | $1449.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $50000.00          | $1043.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $503419.00         | $126.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $25000.00          | $360.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $50000.00          | $156.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $38000.00          | $534.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $116300.00         | $968.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $25000.00          | $6.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $172368.00         | $1586.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $30000.00          | $5.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $19000.00          | $819.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $36962.00          | $24.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $149000.00         | $3243.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $160000.00         | $291.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $11000.00          | $648.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $116118.00         | $35.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $11000.00          | $30.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $205456.00         | $324.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $227500.00         | $186.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $25000.00          | $10.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $107000.00         | $1207.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $54.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $67545.00          | $6694.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $141000.00         | $196.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $177000.00         | $283.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $80702.00          | $421.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $30000.00          | $17.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $203000.00         | $120.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $25027.00          | $101.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $69000.00          | $13.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25028.00          | $1916.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1142000.00        | $2932.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $125000.00         | $1925.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $207000.00         | $2731.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | N/A      | N/A     | $170000.00         | $5.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $25000.00          | $341.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $25000.00          | $149.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $45000.00          | $950.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $20000.00          | $327.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $25000.00          | $478.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $330000.00         | $241.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $7000.00           | $590.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $412156.00         | $249.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $33000.00          | $437.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $50000.00          | $456.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $370000.00         | $166.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $40650.00          | $53.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $85000.00          | $241.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $69250.00          | $2948.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $30000.00          | $293.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $28275.00          | $77.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $45000.00          | $423.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $33000.00          | $1166.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $119282.00         | $283.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $25000.00          | $190.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $346500.00         | $1121.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $2000.00           | $124.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $50000.00          | $107.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $25639.00          | $918.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $100000.00         | $5.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $260500.00         | $300.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $127500.00         | $22.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $57715.00          | $1910.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $400000.00         | $519.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $169500.00         | $688.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $10000.00          | $151.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $114500.00         | $1116.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $100000.00         | $117.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $182.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $30000.00          | $266.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $590000.00         | $355.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $262000.00         | $638.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $25000.00          | $567.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $100268.00         | $249.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $40000.00          | $43.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $200000.00         | $66.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $12684.00          | $606.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $80000.00          | $30.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $90000.00          | $19.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $305165.00         | $10438.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $60000.00          | $250.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $564000.00         | $352.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $134.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $35000.00          | $403.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $25250.00          | $333.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $34000.00          | $3.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $50000.00          | $153.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $60000.00          | $86.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $75000.00          | $794.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $60651.00          | $258.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $92000.00          | $1411.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $97000.00          | $3586.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $135108.00         | $1476.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $77000.00          | $20.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $23333.00          | $135.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $41000.00          | $287.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $529000.00         | $470.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $337000.00         | $200.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $35405.00          | $225.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $10000.00          | $385.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $138.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $9666.00           | $768.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $369366.00         | $1217.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $33000.00          | $608.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $6000.00           | $657.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $86000.00          | $319.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1000.00           | $913.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $55000.00          | $1013.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $207901.00         | $216.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $182080.00         | $1835.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $297000.00         | $58.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $75000.00          | $1572.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $150000.00         | $3069.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $438000.00         | $496.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $66333.00          | $58.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $127000.00         | $1815.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $31000.00          | $55.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $20000.00          | $229.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $30343.00          | $84.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $38000.00          | $174.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $64000.00          | $136.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $25000.00          | $2091.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $210085.00         | $3746.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $701136.00         | $25.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $37498.00          | $19.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $407000.00         | $1465.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $125000.00         | $536.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $63000.00          | $886.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $52729.00          | $5081.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $63853.00          | $43.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $80000.00          | $541.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | N/A      | N/A     | $645609.00         | $103.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $32000.00          | $535.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $129000.00         | $82.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $50000.00          | $2272.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $50000.00          | $796.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $153745.00         | $504.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $82825.00          | $0.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $18750.00          | $964.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $55000.00          | $114.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $45000.00          | $188.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $25000.00          | $281.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $10000.00          | $67.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $50000.00          | $35.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $400000.00         | $28.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $25736.00          | $2.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $100000.00         | $68.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $115000.00         | $2147.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $49000.00          | $832.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $25000.00          | $309.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | N/A      | N/A     | $157000.00         | $468.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $32085.00          | $702.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $45000.00          | $418.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $175000.00         | $104.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $345000.00         | $315.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $500000.00         | $115.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $371162.00         | $254.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $11000.00          | $5635.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $200000.00         | $2502.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $92000.00          | $1212.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $92000.00          | $162.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $106000.00         | $106.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $29000.00          | $26.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $32000.00          | $219.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $1118173.00        | $1462.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $37500.00          | $509.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $298000.00         | $1529.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $8667.00           | $318.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $159725.00         | $46.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $70091.00          | $1078.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $217500.00         | $2857.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $77520.00          | $1047.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $25000.00          | $773.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $35000.00          | $55.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $74265.00          | $12.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $117157.00         | $17.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50000.00          | $122.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $15000.00          | $20.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $40000.00          | $207.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $353000.00         | $125.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $50000.00          | $345.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $141000.00         | $79.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $110682.00         | $648.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $150001.00         | $654.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $25000.00          | $8.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $25524.00          | $179.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $25000.00          | $1.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $54.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $146000.00         | $9.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $5000.00           | $67.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $70000.00          | $10.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $25000.00          | $71.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $105000.00         | $1271.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $13.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $57000.00          | $161.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $146590.00         | $2577.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $36000.00          | $1368.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $10000.00          | $147.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $182000.00         | $243.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $50000.00          | $119.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $25000.00          | $198.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $43000.00          | $417.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $73500.00          | $10059.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $652500.00         | $9615.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $201000.00         | $1892.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $30000.00          | $193.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $30000.00          | $701.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $40000.00          | $52.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $46666.00          | $47.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | N/A      | N/A     | $32000.00          | $2322.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $22000.00          | $1352.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $50000.00          | $2048.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $102000.00         | $1234.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $35000.00          | $318.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $30000.00          | $51.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $110000.00         | $1587.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $5000.00           | $176.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $50054.00          | $799.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $69000.00          | $2748.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $85990.00          | $657.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $406090.00         | $2944.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $50000.00          | $126.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $35091.00          | $203.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $25000.00          | $881.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $125150.00         | $1367.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $442668.00         | $447.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $158547.00         | $97.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $130218.00         | $16.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $20000.00          | $1611.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $360000.00         | $79.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $55000.00          | $180.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $351440.00         | $0.85              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $102256.00         | $604.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $75000.00          | $14.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $60874.00          | $1055.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $26000.00          | $246.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $35000.00          | $2004.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $180.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $165825.00         | $296.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $25000.00          | $0.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $68000.00          | $507.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $26402.00          | $170.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $25408.00          | $5.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $54000.00          | $452.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $84000.00          | $364.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $25000.00          | $6251.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $82500.00          | $1455.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $335000.00         | $93.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $33334.00          | $420.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $140285.00         | $916.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $15000.00          | $295.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $53000.00          | $355.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $773319.00         | $652.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $182000.00         | $51.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $120328.00         | $1418.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $125000.00         | $6.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $45000.00          | $703.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $192332.00         | $78.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $170526.00         | $33.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $20000.00          | $153.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $10000.00          | $354.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $35375.00          | $278.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $142500.00         | $1709.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $7500.00           | $6.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $42651.00          | $67.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $377500.00         | $26.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $304214.00         | $719.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $25000.00          | $221.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $114500.00         | $65.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $77000.00          | $564.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $115100.00         | $1480.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $131690.00         | $45.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $532853.00         | $1462.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $408000.00         | $63.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $16.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $15000.00          | $172.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $69500.00          | $57.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $25000.00          | $480.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $200000.00         | $20083.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $120127.00         | $638.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $22000.00          | $377.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $13000.00          | $205.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $1000.00           | $573.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $60000.00          | $123.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $30000.00          | $780.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $75000.00          | $518.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $175000.00         | $67.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $100000.00         | $15.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $60000.00          | $1583.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $90914.00          | $751.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $95000.00          | $74.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $55000.00          | $270.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $50111.00          | $205.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $198000.00         | $1948.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $389152.00         | $473.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $95000.00          | $333.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $1315528.00        | $41.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $37000.00          | $83.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $19200.00          | $255.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $217000.00         | $1648.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $65000.00          | $27.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | N/A      | N/A     | $77000.00          | $149.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $364950.00         | $18.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $26250.00          | $525.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $82500.00          | $1177.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $25000.00          | $86.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $36300.00          | $26.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $40680.00          | $405.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $108000.00         | $340.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $35667.00          | $442.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $700000.00         | $141.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $80000.00          | $122.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $25002.00          | $112.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $1811000.00        | $1664.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $125000.00         | $40.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $250000.00         | $274.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $399500.00         | $251.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $420000.00         | $544.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $117226.00         | $230.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $573178.00         | $553.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $45000.00          | $107.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $15031.00          | $212.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $368000.00         | $173.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $96000.00          | $124.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $45000.00          | $261.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $162000.00         | $1551.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $25000.00          | $170.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | N/A      | N/A     | $55000.00          | $1006.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1737667.00        | $549.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $10000.00          | $95.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $25000.00          | $23.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $55000.00          | $849.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $265301.00         | $1277.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $171363.00         | $4747.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $75000.00          | $2581.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $27000.00          | $347.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $60000.00          | $515.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $37500.00          | $165.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $109696.00         | $138.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $92291.00          | $813.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $164.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $5000.00           | $153.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $450000.00         | $36.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $175562.00         | $40.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $35000.00          | $928.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $230000.00         | $10.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $55000.00          | $527.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $22500.00          | $341.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | N/A      | N/A     | $30000.00          | $21.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | N/A      | N/A     | $20000.00          | $267.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $343500.00         | $710.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $711.74            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $202124400.00      | $198821200.67      | U.S. Treasuries (including strips) |

### Security 160: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18LP5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 MORT | 2036-06-01      | N/A      | N/A     | $4000.00           | $38.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $2000.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1000.00           | $115.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4641.00           | $53.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $41332.00          | $305.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $25652.00          | $589.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $25000.00          | $1.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $82271.00          | $7928.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25000.00          | $207.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $133333.00         | $1530.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $108000.00         | $17.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $15000.00          | $170.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $29617.00          | $0.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $69350.00          | $13.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $85000.00          | $1294.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $40048.00          | $176.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $25000.00          | $79.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $74000.00          | $1123.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25067.00          | $51.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $25000.00          | $2.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $26518.00          | $49.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $42350.00          | $25.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $25000.00          | $287.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $15000.00          | $922.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $5000.00           | $65.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $25000.00          | $528.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $73334.00          | $1062.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | N/A      | N/A     | $25000.00          | $20.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $31500.00          | $310.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $11667.00          | $67.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $20000.00          | $4088.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $29750.00          | $41.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $31667.00          | $350.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $17500.00          | $92.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $26500.00          | $340.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $95000.00          | $61.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $25000.00          | $341.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $30000.00          | $8.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $40000.00          | $256.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $50000.00          | $282.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $25000.00          | $0.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $31384.00          | $35.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $50000.00          | $582.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $75000.00          | $657.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $347.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $8637.00           | $81.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $25000.00          | $1.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $30084.00          | $504.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $25000.00          | $57.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $50065.00          | $644.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $60000.00          | $24.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $17500.00          | $233.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $10000.00          | $282.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $25000.00          | $286.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25360.00          | $198.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $35000.00          | $351.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $100000.00         | $42.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $43000.00          | $379.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $625000.00         | $410.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $70000.00          | $69.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $25479.00          | $480.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $16667.00          | $251.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25360.00          | $1.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25000.00          | $473.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $28000.00          | $290.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $500000.00         | $282.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $175000.00         | $104.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25000.00          | $174.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $40049.00          | $2091.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $25000.00          | $271.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $66666.00          | $1470.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $25000.00          | $77.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $30117.00          | $316.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $37500.00          | $32.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $8667.00           | $130.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $48651.00          | $1907.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $50005.00          | $352.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $27000.00          | $352.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25581.00          | $96.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $50000.00          | $50.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $34000.00          | $153.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $10000.00          | $208.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $35000.00          | $335.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $25000.00          | $4.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $71000.00          | $954.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $1050000.00        | $82.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $62494.00          | $444.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25224.00          | $98.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $39000.00          | $374.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $125000.00         | $392.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $70000.00          | $816.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $30000.00          | $38.23             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $207347400.00      | $203958844.27      | U.S. Treasuries (including strips) |

### Security 161: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5899686530.00
- **C.18.a - Value (excl. sponsor support):** $5899686530.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7614701634.57
- **C.18.a - Value (excl. sponsor support):** $7614701634.57
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1498749048.50
- **C.18.a - Value (excl. sponsor support):** $1498749048.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1482016131.68
- **C.18.a - Value (excl. sponsor support):** $1482016131.68
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1482104213.74
- **C.18.a - Value (excl. sponsor support):** $1482104213.74
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494539065.00
- **C.18.a - Value (excl. sponsor support):** $494539065.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79953906.40
- **C.18.a - Value (excl. sponsor support):** $79953906.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 31.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1480286317.62
- **C.18.a - Value (excl. sponsor support):** $1480286317.62
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2959253737.84
- **C.18.a - Value (excl. sponsor support):** $2959253737.84
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370795020.60
- **C.18.a - Value (excl. sponsor support):** $370795020.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $722734191.95
- **C.18.a - Value (excl. sponsor support):** $722734191.95
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365194917.30
- **C.18.a - Value (excl. sponsor support):** $365194917.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $937900937.82
- **C.18.a - Value (excl. sponsor support):** $937900937.82
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2905716007.30
- **C.18.a - Value (excl. sponsor support):** $2905716007.30
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2897963559.28
- **C.18.a - Value (excl. sponsor support):** $2897963559.28
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1210488441.75
- **C.18.a - Value (excl. sponsor support):** $1210488441.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397502604.00
- **C.18.a - Value (excl. sponsor support):** $397502604.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1301187858.05
- **C.18.a - Value (excl. sponsor support):** $1301187858.05
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $518586437.20
- **C.18.a - Value (excl. sponsor support):** $518586437.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2917355703.30
- **C.18.a - Value (excl. sponsor support):** $2917355703.30
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $650051423.28
- **C.18.a - Value (excl. sponsor support):** $650051423.28
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746615137.65
- **C.18.a - Value (excl. sponsor support):** $746615137.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1405379397.89
- **C.18.a - Value (excl. sponsor support):** $1405379397.89
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $709181598.10
- **C.18.a - Value (excl. sponsor support):** $709181598.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2985203400.40
- **C.18.a - Value (excl. sponsor support):** $2985203400.40
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3749564705.73
- **C.18.a - Value (excl. sponsor support):** $3749564705.73
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6180853886.85
- **C.18.a - Value (excl. sponsor support):** $6180853886.85
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12069814395.00
- **C.18.a - Value (excl. sponsor support):** $12069814395.00
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1050566727.00
- **C.18.a - Value (excl. sponsor support):** $1050566727.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $914441994.50
- **C.18.a - Value (excl. sponsor support):** $914441994.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4047417979.15
- **C.18.a - Value (excl. sponsor support):** $4047417979.15
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198196924.00
- **C.18.a - Value (excl. sponsor support):** $198196924.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2605231216.00
- **C.18.a - Value (excl. sponsor support):** $2605231216.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5575235438.03
- **C.18.a - Value (excl. sponsor support):** $5575235438.03
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2988182507.65
- **C.18.a - Value (excl. sponsor support):** $2988182507.65
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1617477252.59
- **C.18.a - Value (excl. sponsor support):** $1617477252.59
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2312811767.18
- **C.18.a - Value (excl. sponsor support):** $2312811767.18
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2383356456.00
- **C.18.a - Value (excl. sponsor support):** $2383356456.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2949157608.91
- **C.18.a - Value (excl. sponsor support):** $2949157608.91
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2199441398.00
- **C.18.a - Value (excl. sponsor support):** $2199441398.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392289064.00
- **C.18.a - Value (excl. sponsor support):** $392289064.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267412500.90
- **C.18.a - Value (excl. sponsor support):** $267412500.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $390118576.00
- **C.18.a - Value (excl. sponsor support):** $390118576.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1288169979.14
- **C.18.a - Value (excl. sponsor support):** $1288169979.14
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469522658.60
- **C.18.a - Value (excl. sponsor support):** $469522658.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4589567107.25
- **C.18.a - Value (excl. sponsor support):** $4589567107.25
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3125640998.77
- **C.18.a - Value (excl. sponsor support):** $3125640998.77
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100014296.00
- **C.18.a - Value (excl. sponsor support):** $100014296.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8446617890.37
- **C.18.a - Value (excl. sponsor support):** $8446617890.37
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $652946150.94
- **C.18.a - Value (excl. sponsor support):** $652946150.94
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723465600.00
- **C.18.a - Value (excl. sponsor support):** $723465600.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.4 - ISIN: US9128285N64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $631879516.36
- **C.18.a - Value (excl. sponsor support):** $631879516.36
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4249929445.20
- **C.18.a - Value (excl. sponsor support):** $4249929445.20
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3053974236.18
- **C.18.a - Value (excl. sponsor support):** $3053974236.18
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4224671160.91
- **C.18.a - Value (excl. sponsor support):** $4224671160.91
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197496094.00
- **C.18.a - Value (excl. sponsor support):** $197496094.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1400240362.35
- **C.18.a - Value (excl. sponsor support):** $1400240362.35
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1462319279.59
- **C.18.a - Value (excl. sponsor support):** $1462319279.59
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02IJ4
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $440000000.00      | $214461488.28      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1779596.00        | $1828743.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | N/A      | N/A     | $44459000.00       | $2477029.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1132060.00        | $1185131.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $527199.00         | $547650.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $5000000.00        | $979197.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $17138.00          | $10974.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-11-16      | N/A      | N/A     | $7628429.00        | $8769961.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $25581661.00       | $28904288.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $16600000.00       | $3137793.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $25000000.00       | $15733038.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $25484000.00       | $1389304.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $5033000.00        | $256518.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2629051.00        | $2677887.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $22394000.00       | $1225819.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $489385.00         | $505331.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4634332.00        | $4705344.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $631000.00         | $648513.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $723731.00         | $753751.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6069764.00        | $6174742.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $836435.00         | $868634.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $6286222.00        | $6460533.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $13614689.00       | $9899894.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5520273.00        | $5640325.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $12000000.00       | $9321659.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2001166.00        | $853568.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $21507708.00       | $21379890.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $10195787.00       | $10559878.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4045146.00        | $4160013.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $25000000.00       | $25075047.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $10034530.00       | $10236438.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3563751.00        | $3636129.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2394092.00        | $2467648.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3134187.00        | $3278768.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $458769.00         | $475538.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $20784304.00       | $16771459.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $9277561.00        | $9514022.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $1462600.00        | $1492028.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $75000000.00       | $41476586.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4434690.00        | $4351654.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1083238219.00     | $790548422.97      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1180851.00        | $1220286.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $31902000.00       | $31152408.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $75000000.00       | $69817700.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000.00         | $95428.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $50000000.00       | $49930703.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $27800578.00       | $25533281.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1397922.00        | $1430205.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $8000.00           | $3107.55           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $30000000.00       | $26931108.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $25000000.00       | $13231681.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $3030317.00        | $1570540.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1394682.00        | $1431380.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2628878.00        | $2714719.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3095497.00        | $3205589.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $30790612.00       | $30819124.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | N/A      | N/A     | $6777707.00        | $6847431.53        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-03-31      | N/A      | N/A     | $817245800.00      | $832538961.07      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $805000.00         | $807849.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $27000000.00       | $27266935.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $1500000000.00     | $1550765778.69     | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $15230000.00       | $15647473.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $19000000.00       | $16605949.51       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $89041100.00       | $88750004.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $511475000.00      | $520047321.00      | U.S. Treasuries (including strips)        |

### Security 220: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008IH2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $900000.00         | $897154.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1613492.00        | $1637076.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $35000.00          | $4584.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $18000.00          | $13930.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $254346.00         | $70933.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $155000.00         | $147034.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5703878.00        | $5940849.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4963559.00        | $4543775.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $4900000.00        | $536745.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2341579.00        | $2439075.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1092738.00        | $1126428.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $896572.00         | $841474.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $515000.00         | $257820.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $750535.00         | $513077.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $425000.00         | $30672.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $159744.00         | $13811.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $5129514.00        | $5036605.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $240000.00         | $144784.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1187704.00        | $935976.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $129000.00         | $31765.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $1000952.00        | $876656.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $77072.00          | $53654.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $170577.00         | $631.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $105000.00         | $69683.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $4501172.00        | $4318613.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $6000.00           | $4842.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $52048283.00       | $50714848.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $216000.00         | $31222.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $111764720.00      | $103906211.22      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1064966.00        | $843032.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $34609.00          | $33546.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $400000.00         | $223530.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $100000.00         | $80777.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $4517045.00        | $4667456.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $9203512.00        | $7717209.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $269259.00         | $2768.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $13137116.00       | $12409784.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2133200.00        | $2196109.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $2120000.00        | $245994.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $14980236.00       | $11975831.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $3000.00           | $1712.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $935000.00         | $70084.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $2097875.00        | $106898.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $665000.00         | $13802.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1532682.00        | $1595264.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $7000.00           | $3142.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $6992927.00        | $552951.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $2020246.00        | $16341.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1345228.00        | $909716.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $30773928.00       | $25393343.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $100000.00         | $94450.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $150000.00         | $118628.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $165000.00         | $13625.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3376023.00        | $3541430.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $822100.00         | $661579.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $6188951.00        | $6345966.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $1110525.00        | $1045733.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $200000.00         | $149462.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $600000.00         | $407858.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1882680.00        | $1327294.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2715766.00        | $2097643.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $524.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $952372.00         | $677465.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $5550526.00        | $3742071.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2925428.00        | $3043420.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $148173.00         | $133143.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $7000.00           | $771.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $500000.00         | $441097.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $200000.00         | $122622.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $3615849.00        | $26020.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $919177.00         | $157993.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $871000.00         | $663351.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $563465.00         | $541889.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $4800000.00        | $3641892.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $380000.00         | $299373.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $26397480.00       | $25430935.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $100000.00         | $18531.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $2062819.00        | $1383355.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $750000.00         | $577518.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $356000.00         | $304696.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $7000.00           | $5423.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5600000.00        | $4139062.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $8019220.00        | $7971231.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $390000.00         | $3079.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $356911.00         | $20110.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $7995185.00        | $8337476.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1563838.00        | $1635199.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $21203472.00       | $98288.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $100000.00         | $90697.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $4634482.00        | $4666091.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $3159360.00        | $2685973.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $42868.00          | $749.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $760000.00         | $1154.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $4800000.00        | $4045857.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1412295.00        | $1439725.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1710497.00        | $1610589.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $309451.00         | $293916.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $54352457.00       | $55904110.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1304548.00        | $1135946.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1406224.00        | $1434493.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $1950000.00        | $400924.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $281974285.00      | $291299340.05      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $900000.00         | $166535.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5670189.00        | $5668649.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $53354.00          | $37941.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2600027.00        | $2531156.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $271781373.00      | $266707487.31      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $300000.00         | $36522.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $935000.00         | $696283.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $35491849.00       | $31214183.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $96279376.00       | $91951267.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $17809.00          | $15037.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1519108.00        | $1503277.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $32000.00          | $3257.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2682712.00        | $2416801.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1106999.00        | $1175863.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $30113200.00       | $26622744.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1017456.00        | $925836.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $500000.00         | $392037.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1660538.00        | $1743292.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $240000.00         | $42338.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $473711.00         | $389532.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $275308.00         | $287183.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $67416149.00       | $11531718.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $15214788.00       | $58398.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $1800000.00        | $170294.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $27214745.00       | $27103612.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $36179873.00       | $36021389.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $2700000.00        | $173944.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1228083.00        | $169952.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1179095.00        | $1256294.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $3150000.00        | $80575.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $1026779.00        | $776417.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $5724404.00        | $1138549.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $1801455.00        | $1817453.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $980000.00         | $150830.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1107205.00        | $1164122.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $1016000.00        | $130923.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $13019689.00       | $7438645.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $3073318.00        | $3208006.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3314475.00        | $3406569.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1478316.00        | $1482818.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $1450000.00        | $460924.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $245000.00         | $144742.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $875000.00         | $464318.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $11944848.00       | $11764419.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $8067688.00        | $13356.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $275000.00         | $34175.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $8769792.00        | $7978993.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2675826.00        | $2745662.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2304366.00        | $2417563.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $26000.00          | $3788.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $400000.00         | $130240.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1237425.00        | $1239976.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $10373131.00       | $8393286.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $176000.00         | $86927.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1430175.00        | $1347221.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $125000.00         | $112678.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1135590.00        | $788335.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $435000.00         | $77889.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1375250.00        | $1273579.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $55000.00          | $41396.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $79000.00          | $63863.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $361834.00         | $360519.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1429278.00        | $1420386.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5140292.00        | $4894921.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $4000.00           | $2836.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $255539.00         | $242917.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $1012720.00        | $1040345.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $51000.00          | $7661.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $810000.00         | $64068.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1061245.00        | $1114898.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $711372.00         | $568699.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4433677.00        | $4469097.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1272381.00        | $1337753.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1101950.00        | $1001587.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $2654884.00        | $2729342.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1009377.00        | $1000946.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $110000.00         | $11554.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $78000.00          | $8611.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $10564694.00       | $6962012.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $1081746.00        | $891101.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $136000.00         | $108389.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1784570.00        | $1661221.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $7815994.00        | $7569281.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $5000594.00        | $5166404.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $2059305.00        | $2150907.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $14866737.00       | $15360883.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $20530271.00       | $253622.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $4000.00           | $2387.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $1000000.00        | $11637.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2365711.00        | $1509813.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $2240000.00        | $256271.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $36841.00          | $35582.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $3915152.00        | $3832747.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1223704.00        | $1284170.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $32230008.00       | $33376633.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2513088.00        | $2665201.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1165650.00        | $841379.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $35430834.00       | $33586941.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $1000000.00        | $697.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1514238.00        | $1575208.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $635000.00         | $451352.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $23883314.00       | $23908001.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $24287385.00       | $503268.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $489225.00         | $337404.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $17000.00          | $1123.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $59169000.00       | $59417003.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $4301779.00        | $3814771.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $39880000.00       | $39736353.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1290371.00        | $1350594.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $2873720.00        | $2854868.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1950000.00        | $1927699.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $135177233.00      | $127820432.05      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $100000.00         | $73014.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1006109.00        | $1001222.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $116000.00         | $114248.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $22200000.00       | $20397285.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1000000.00        | $155053.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $50758.00          | $6542.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1909427.00        | $1711245.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $4000000.00        | $2761361.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $4433775.00        | $3883787.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $158728.00         | $104174.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $21418189.00       | $19020202.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2575333.00        | $2315497.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1008264.00        | $354613.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1230537.00        | $1238222.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1841336.00        | $1908137.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1877395.00        | $1935338.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $870000.00         | $287840.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $15744213.00       | $12504500.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1300000.00        | $578018.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3767396.00        | $3905655.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1608176.00        | $1520126.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1006107.00        | $811661.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | N/A      | N/A     | $1112279.00        | $824055.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $5836705.00        | $5632023.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $60087285.00       | $54469871.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $13630000.00       | $2949542.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $160000.00         | $11721.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $35170257.00       | $32882392.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1034543.00        | $23512.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $630000.00         | $7768.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1101690.00        | $1127906.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $7651073.00        | $7936530.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1179915.00        | $1184662.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $50000000.00       | $11603893.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $7985122.00        | $6652458.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $100000.00         | $97676.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1015724.00        | $932629.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $64000.00          | $7641.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2931121.00        | $2759021.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2182931.00        | $2146421.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $200000.00         | $205137.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $3063512.00        | $1936774.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $137645.00         | $128576.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $1873368.00        | $1782306.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $15000.00          | $4559.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $1024450.00        | $879032.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1010101.00        | $552151.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1039868.00        | $852202.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2640400.00        | $2144181.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2000000.00        | $1775676.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $429000.00         | $89368.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1019483.00        | $1047228.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $7963117.00        | $7921630.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $215000.00         | $160381.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $163000.00         | $42965.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1290000.00        | $859061.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $70609800.00       | $70121582.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $5000000.00        | $1060531.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $940000.00         | $833008.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5660187.00        | $5005089.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1905067.00        | $1894754.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $57688588.00       | $37891044.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2287746.00        | $2405907.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1045910.00        | $1090519.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $200000.00         | $147367.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $715000.00         | $3410.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | N/A      | N/A     | $70000.00          | $1033.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1193694.00        | $1244158.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $45000.00          | $26880.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $1600000.00        | $2677.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $200000.00         | $146292.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $6054.00           | $708.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $205000.00         | $23010.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $305500.00         | $320111.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $260000.00         | $1350.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $728593.00         | $767645.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $365000.00         | $255526.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $506000.00         | $212102.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $6384655.00        | $5737339.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $29650407.00       | $27956187.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1236000.00        | $992371.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $35830.00          | $30561.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $3668004.00        | $3854369.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $610000.00         | $504638.56         | Agency Mortgage-Backed Securities |

### Security 221: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008O85
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1091262.00        | $1087857.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $505000.00         | $386807.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $100000.00         | $3731.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $2293379.00        | $1894761.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1949380.00        | $1962400.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $695000.00         | $185189.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1080363.00        | $617285.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $161000.00         | $95618.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $929748.00         | $603086.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $335000.00         | $245439.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $45000.00          | $30079.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $120131144.00      | $97867069.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1301142.00        | $769855.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $795000.00         | $459557.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $30000000.00       | $18422334.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1027262.00        | $1074395.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1917557.00        | $1345626.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $225000.00         | $16571.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $980000.00         | $619541.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $8685001.00        | $6482759.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1783421.00        | $1808952.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1148000.00        | $477746.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $7200000.00        | $1547203.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1256738.00        | $116025.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2704292.00        | $2759660.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1216227.00        | $1104963.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $964574.00         | $913438.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $48000.00          | $5410.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $740000.00         | $588511.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $100000.00         | $36310.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $7000.00           | $648.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $100000.00         | $77243.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $765048.00         | $475262.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1346266.00        | $1221424.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $6386911.00        | $4968155.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $9192991.00        | $8889895.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2309346.00        | $1968536.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $9731420.00        | $9062657.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1075751.00        | $1088953.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $388461.00         | $7219.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $9422533.00        | $9628258.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $5750000.00        | $3542490.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $20630000.00       | $20783691.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $11000.00          | $7143.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1135758.00        | $1139361.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $19000.00          | $1033.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $2940000.00        | $98033.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $1242000.00        | $1279438.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1149540.00        | $1199668.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $318440159.00      | $315646106.54      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $6602724.00        | $780480.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $21000.00          | $18874.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $25000.00          | $1281.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1425110.00        | $853401.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1201345.00        | $1198062.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $13000000.00       | $1955449.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $2260000.00        | $272623.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $564506.00         | $467076.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4688636.00        | $3952384.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $6981060.00        | $5655227.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $125000.00         | $79457.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $50000.00          | $696.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $6530376.00        | $6023550.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $800000.00         | $465543.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $130000.00         | $41594.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1604512.00        | $1418057.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $8209288.00        | $8341437.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $10802518.00       | $2265465.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $29000.00          | $8922.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $761016.00         | $560197.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $777803.00         | $440878.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $948000.00         | $246629.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $258850.00         | $236279.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $400000.00         | $335601.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $63000.00          | $9864.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1449642.00        | $1446048.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $326000.00         | $273774.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $23000.00          | $10136.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4103359.00        | $4257726.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $1025000.00        | $455014.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $4281670.00        | $15960.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2130216.00        | $1921230.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $472000.00         | $348887.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $69198538.00       | $65551779.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $30578.00          | $4076.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $2070111.00        | $1463420.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2498000.00        | $1475311.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $60353220.00       | $57200582.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $39550251.00       | $36242804.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $1667179.00        | $1669652.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $78000.00          | $2639.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1000000.00        | $625323.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $20000.00          | $3893.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000000.00        | $227407.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $187250.00         | $93030.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1922756.00        | $129765.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $991108.00         | $468608.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $13089755.00       | $13448159.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $180000.00         | $147979.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1186000.00        | $271984.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $190982.00         | $1207.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $5000.00           | $4738.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1225000.00        | $179789.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $265110.00         | $26335.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $7400000.00        | $1087684.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $3323118.00        | $2146773.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $519073.00         | $354420.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2535745.00        | $1571564.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $195000.00         | $37565.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $5005855.00        | $5115978.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $164000.00         | $30941.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2437777.00        | $2388717.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $131558546.00      | $113336065.48      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4108087.00        | $4336603.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $265000.00         | $212474.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $798.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $352000.00         | $171010.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $2300000.00        | $1953.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $31173.00          | $22575.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $49296.00          | $48109.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $2581683.00        | $2389886.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $150000.00         | $8589.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $11256642.00       | $11527864.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $15000.00          | $10709.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3486000.00        | $116223.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $25000.00          | $18494.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1323124.00        | $1311157.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $1432941.00        | $862270.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $2612021.00        | $382398.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $38000.00          | $13116.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1176490.00        | $1209194.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1146000.00        | $1155361.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $108606980.00      | $87849140.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $2003334.00        | $9904.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $10000000.00       | $5412497.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $700000.00         | $191733.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $286000.00         | $225749.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1415000.00        | $345730.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4823337.00        | $5040693.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2313000.00        | $1968709.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $26975000.00       | $22927953.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $7955011.00        | $2209344.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $35390498.00       | $30171685.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $500000.00         | $473610.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $9000.00           | $888.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $3121000.00        | $2420527.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $47024369.00       | $5089738.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $24013814.00       | $22417473.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2885000.00        | $2039297.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1865000.00        | $146090.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4573445.00        | $4648868.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $1165000.00        | $28421.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $44832148.00       | $42815353.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $15081966.00       | $608335.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $40000.00          | $35138.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1637151.00        | $313386.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $2210000.00        | $213787.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $7412000.00        | $5192779.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1382400.00        | $1391256.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $24606707.00       | $20933110.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $2269576.00        | $1318808.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $2193912.00        | $1047163.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1961096.00        | $2020204.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $39300000.00       | $11907845.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $153765040.00      | $129161866.26      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $203445.00         | $23982.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $40000.00          | $34517.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $30000.00          | $1768.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $6734708.00        | $5772197.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1709966.00        | $1775396.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $5288693.00        | $4921964.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $435657.00         | $343669.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $23377675.00       | $18014249.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $19127837.00       | $18805984.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $622194.00         | $489233.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1007394.00        | $1041617.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $230684.00         | $1867.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1601177.00        | $1604442.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $377000.00         | $186715.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $93650.00          | $42779.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2580554.00        | $2701823.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $265000.00         | $11335.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $113567.00         | $29299.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5383300.00        | $5638391.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1499685.00        | $1563074.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $4000.00           | $3119.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $390000.00         | $1360.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1330336.00        | $1272737.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $532126.00         | $266332.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $178177.00         | $103185.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1100000.00        | $914086.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $220966.00         | $197476.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $3136193.00        | $6930.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $445000.00         | $377662.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1100000.00        | $974970.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $27000.00          | $1142.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $62000.00          | $9726.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $31770845.00       | $23136134.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $94000.00          | $54358.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $250000.00         | $141059.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1091642.00        | $1139994.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6924326.00        | $6719194.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1098850.00        | $1108147.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $422274.00         | $84057.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $2702456.00        | $2578290.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1124928.00        | $1112734.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $150000.00         | $3324.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2714626.00        | $2423288.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $110000.00         | $8079.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $6000.00           | $1131.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $335298.00         | $236241.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1062098.00        | $1062769.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $100000.00         | $69437.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2010998.00        | $2079836.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4416134.00        | $4619106.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4435476.00        | $4438474.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $15488062.00       | $13648916.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $380311.00         | $298553.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $140000.00         | $85223.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $8978000.00        | $27466.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $1575000.00        | $16410.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $116756.00         | $111733.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $4444517.00        | $4564751.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $1400000.00        | $130419.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $30432031.00       | $28423553.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $19051000.00       | $18821531.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1147105.00        | $1205596.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1147121.00        | $1137060.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $1978066.00        | $162514.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $200000.00         | $163308.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $7571186.00        | $7763261.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $743687.00         | $480457.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $141000.00         | $123593.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $74334.00          | $9435.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $9609810.00        | $3424540.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $31000.00          | $3404.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1114401.00        | $1140678.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $12000.00          | $1873.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $9658000.00        | $8603105.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $250000.00         | $2743.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $735000.00         | $4745.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1505000.00        | $260089.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $215000.00         | $9031.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $4312677.00        | $795027.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $31642568.00       | $21049156.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $1554057.00        | $1569962.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $505387.00         | $508136.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $4165144.00        | $593817.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $4919857.00        | $4241596.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $500000.00         | $340274.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $150161950.00      | $27967901.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $10000.00          | $5916.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $26378000.00       | $21794569.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2881496.00        | $2664412.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $9000.00           | $1038.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3916542.00        | $3934821.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1100000.00        | $855390.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $375612.00         | $357962.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $124000.00         | $7409.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $1673570.00        | $1269.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $480000.00         | $131805.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $1000000.00        | $42411.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $10368377.00       | $10336663.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $285250.00         | $283836.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1180321.00        | $1225505.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $3450000.00        | $3513201.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $9040000.00        | $725168.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $12576000.00       | $1764365.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $352771.00         | $51826.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1002173.00        | $816790.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $739499.00         | $115522.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1454000.00        | $1081090.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $79712.00          | $44836.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1212252.00        | $1208875.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $943279.00         | $809891.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $1700000.00        | $34756.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3700000.00        | $2414452.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $86862705.00       | $76684830.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $773850.00         | $559051.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2550681.00        | $2595047.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $7150000.00        | $549578.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $205000.00         | $93660.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1295273.00        | $625547.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $1563643.00        | $47424.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $5068371.00        | $4521806.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $230000.00         | $155247.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1261943.00        | $1095735.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $63494.00          | $26173.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $9181682.00        | $8885761.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $73000.00          | $13073.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $10000.00          | $7885.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $629833.00         | $519083.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2989032.00        | $2628415.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $16173000.00       | $13833946.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $400000.00         | $4103.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1462454.00        | $694096.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $18000.00          | $1704.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $825837.00         | $254024.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7373112.00        | $7620182.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $700000.00         | $370410.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $60000.00          | $9672.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2817925.00        | $2944364.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $2336356.00        | $2262498.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1423128.00        | $519475.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $71330751.00       | $32397475.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $5000.00           | $3846.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $18227000.00       | $4304262.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $116000.00         | $28499.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $700000.00         | $565376.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2080000.00        | $1299416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $6420575.00        | $3234153.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $296352.00         | $199001.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $70000.00          | $11181.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $129250845.00      | $125193425.10      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $131987.00         | $21561.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $868370.00         | $613971.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $2254703.00        | $2269608.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $412000.00         | $119030.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1180749.00        | $1022456.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3683563.00        | $3817710.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $193000.00         | $150998.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $224038648.00      | $210442380.86      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2976580.00        | $3035564.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $264480631.00      | $256898246.08      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1553064.00        | $798201.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1039508.00        | $974147.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $1049250.00        | $1083030.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $161536.00         | $154748.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $236000.00         | $2859.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $8031165.00        | $5041286.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $2940859.00        | $159370.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $280000.00         | $147512.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $443316.00         | $437118.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $600000.00         | $370150.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $125000.00         | $105858.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $12021000.00       | $10604195.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $40000.00          | $3779.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $400000.00         | $174032.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $200000.00         | $141665.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1883794.00        | $1983490.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $9687762.00        | $9847546.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1255025.00        | $1302111.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $104946.00         | $49381.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $103000.00         | $11476.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1065417.00        | $1111583.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $128000.00         | $68894.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $31864944.00       | $31194482.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $77992905.00       | $65692584.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $10754528.00       | $11035052.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $600000.00         | $602712.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1230000.00        | $87642.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $180000.00         | $44759.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $40000.00          | $7564.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3532310.00        | $3757052.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $3400000.00        | $431475.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2632339.00        | $2693859.44        | Agency Mortgage-Backed Securities |

### Security 222: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008O93
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $510000.00         | $894.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $12000.00          | $1784.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2302000.00        | $1420357.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $112000.00         | $28444.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $50000.00          | $3457.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $35685808.00       | $34771567.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $100000.00         | $84235.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $115278.00         | $4795.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $2626078.00        | $474894.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1874359.00        | $1953770.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $160000.00         | $17368.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $4185141.00        | $26060.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $300000.00         | $201600.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $302977.00         | $5084.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $11392703.00       | $8880387.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1152932.00        | $26092.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $481000.00         | $146015.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $778823.00         | $68829.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $250000.00         | $147869.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $7000.00           | $593.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $164000000.00      | $26193731.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $966909.00         | $63434.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $320737899.00      | $48315261.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $100000.00         | $11262.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $135000.00         | $123650.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $4439671.00        | $4647802.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $698467.00         | $4070.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $166040.00         | $16784.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2301994.00        | $2070064.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $275000.00         | $8927.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1950000.00        | $198425.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $339841.00         | $40681.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $247910.00         | $2069.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $335000.00         | $72679.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $6700000.00        | $1402092.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $600000.00         | $103748.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $5550448.00        | $5206902.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $697901286.00      | $705820550.82      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1084364.00        | $1084173.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1186304.00        | $1199373.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $8000.00           | $538.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $61000.00          | $45082.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $3457367.00        | $3597115.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1301770.00        | $1124951.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $50036.00          | $29633.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $100000.00         | $1709.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-01-01      | N/A      | N/A     | $295000.00         | $12114.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1951555.00        | $2055190.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3053209.00        | $3054962.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1087022.00        | $1011062.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $119739662.00      | $119783566.58      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $260000.00         | $29168.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $2654375.00        | $34797.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $474728.00         | $4858.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1324392.00        | $1378952.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $851076.00         | $16646.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $148111.00         | $765.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $1575000.00        | $177574.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $11677293.00       | $2523619.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $885000.00         | $103745.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-07-01      | N/A      | N/A     | $3900000.00        | $598.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $135000.00         | $10078.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $2015000.00        | $7863.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $67000.00          | $8062.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1112538.00        | $1024754.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1517140.00        | $1581071.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $1110000.00        | $885.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $726000.00         | $156950.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $250000.00         | $185963.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $2564950.00        | $267784.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-04-01      | N/A      | N/A     | $1000000.00        | $690.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $245306.00         | $1887.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1019888.00        | $1046479.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $188000.00         | $21658.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $3500000.00        | $446212.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $5550000.00        | $212545.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $75000.00          | $31801.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $10283021.00       | $7245306.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $53869543.00       | $13496278.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1373000.00        | $1245324.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1992092.00        | $1991866.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $6000.00           | $954.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $957000.00         | $87410.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $288802.00         | $2198.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $43385.00          | $5444.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1296156.00        | $1257719.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $11081789.00       | $10376713.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $465000.00         | $52764.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $103000.00         | $8453.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $2000000.00        | $388998.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $313964.00         | $266129.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $4987177.00        | $4631524.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $1355000.00        | $34133.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $235000.00         | $8299.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $373857.00         | $373470.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $1701604.00        | $631943.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $225000.00         | $208639.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4909046.00        | $4775359.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $2625000.00        | $1236537.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $610000.00         | $81994.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $10822685.00       | $1949419.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $14489356.00       | $3990314.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1074929.00        | $1121184.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $885000.00         | $27129.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $15000.00          | $885.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $101779.00         | $17332.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $800000.00         | $458645.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $91000.00          | $7845.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $29600000.00       | $4929243.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $109430.00         | $5347.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-03-01      | N/A      | N/A     | $4785000.00        | $5551.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $2754650.00        | $432251.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $2916484.00        | $1483834.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $2838918.00        | $218523.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $21078517.00       | $1299630.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $25000.00          | $2799.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $67309315.00       | $1936619.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $95000.00          | $59018.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $62343434.00       | $24882157.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $76000.00          | $11168.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1156902.00        | $1223530.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $101107.00         | $9384.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $1400000.00        | $184837.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1855900.00        | $1898077.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $40059845.00       | $41262063.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $475000.00         | $42670.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $40900000.00       | $34567166.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $20000.00          | $1939.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $33172.00          | $4161.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $120000.00         | $3755.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $140579.00         | $1606.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $4014000.00        | $3225561.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1644000.00        | $12930.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $740508.00         | $1221.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $21000.00          | $2695.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $5400000.00        | $565575.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $15000000.00       | $2606328.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1867857.00        | $1921122.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $900000.00         | $32061.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $350000.00         | $1187.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $763737.00         | $755994.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $58900000.00       | $6876179.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $2352043.00        | $2422442.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-15      | N/A      | N/A     | $50240983.00       | $42594881.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $4162000.00        | $491756.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $19000.00          | $2095.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2000.00           | $1439.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $3066259.00        | $3071837.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $1225000.00        | $152408.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $35000.00          | $4397.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $5996000.00        | $548652.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $9699146.00        | $169798.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $2000000.00        | $162116.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $1125000.00        | $173862.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10611165.00       | $10090374.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $75000.00          | $6395.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $2000000.00        | $244846.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2406251.00        | $2273130.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $20215285.00       | $3370766.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $100000.00         | $59689.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $48883276.00       | $887719.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1357724.00        | $1352851.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $500000.00         | $25048.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $12811678.00       | $11475292.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $735000.00         | $74720.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $809675.00         | $11232.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $1013049.00        | $65509.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $17000.00          | $2188.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $390000.00         | $25635.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $100031.00         | $882.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3336600.00        | $3293871.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $18000.00          | $11714.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $21000.00          | $1602.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $406362.00         | $146160.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2243911.00        | $2282742.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $49177071.00       | $33014704.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $1000000.00        | $5641.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $4000.00           | $637.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $3365000.00        | $3135751.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $290000.00         | $558.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1000000.00        | $841682.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $5437000.00        | $1057094.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $7893228.00        | $6803214.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $400000.00         | $117898.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $415000.00         | $271288.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $3288715.00        | $2880432.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $3558917.00        | $2938356.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $1380000.00        | $143711.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $33000000.00       | $23742766.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1500000.00        | $79862.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $207599096.00      | $178468814.61      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $19004276.00       | $7181835.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10604191.00       | $10651879.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $100000.00         | $3589.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $490000.00         | $310593.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $2300000.00        | $214448.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $126000.00         | $9103.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $51000.00          | $7554.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $558625.00         | $299588.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $31457.00          | $1330.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $25000.00          | $3522.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $1675000.00        | $270223.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $1125000.00        | $17335.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $3053142.00        | $698687.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1889915.00        | $1580893.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | N/A      | N/A     | $1725000.00        | $271355.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | N/A      | N/A     | $98926.00          | $536.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $3010000.00        | $69720.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1128764.00        | $1135202.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8872731.00        | $8825011.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $10000.00          | $1658.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $10129325.00       | $9336933.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $7000.00           | $830.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $863272.00         | $103845.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $2085464.00        | $250913.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $2820000.00        | $840144.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1605755.00        | $1589424.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $1239414.00        | $10036.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | N/A      | N/A     | $1058801.00        | $85373.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1910736.00        | $1693841.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $1060457.00        | $53861.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $10576832.00       | $9713149.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $1050000.00        | $3616.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $7717384.00        | $723871.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $32772559.00       | $56894.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $117201.00         | $1005.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1310000.00        | $1106203.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $35391.00          | $3423.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $3885000.00        | $333545.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $5000.00           | $992.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $7000.00           | $610.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $100000.00         | $6459.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $200000.00         | $73316.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $2759177.00        | $244160.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $10547000.00       | $2005129.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $4687000.00        | $965205.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $79665677.00       | $81355618.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $20000000.00       | $2343776.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $170000.00         | $6396.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $18000.00          | $1778.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-02      | N/A      | N/A     | $710000.00         | $484641.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $4086000.00        | $400248.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $3678303.00        | $289492.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $202362.00         | $1488.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $41237689.00       | $4237514.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $13743391.00       | $8697928.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $10522960.00       | $10301241.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $250000.00         | $15090.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $28522798.00       | $8356715.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $110000.00         | $8215.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-08-01      | N/A      | N/A     | $26620.00          | $530.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $5000000.00        | $736604.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $550000.00         | $82732.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $2500000.00        | $406902.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $550000.00         | $78316.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $127000.00         | $32128.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $2300000.00        | $179503.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $30000.00          | $2266.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $1470000.00        | $810717.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $245000.00         | $194922.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $1750000.00        | $18514.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $4280000.00        | $468282.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $565000.00         | $59384.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $22000.00          | $1539.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $4050169.00        | $3043012.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2000.00           | $1872.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $100000.00         | $659.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $13212128.00       | $2405805.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $30000.00          | $28342.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $150685.00         | $17038.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $2500000.00        | $444037.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1060080.00        | $824101.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $6000.00           | $519.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1302100.00        | $1298629.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $1485000.00        | $200454.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $3738920.00        | $2871483.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $119000.00         | $18224.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $470000.00         | $355380.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $28910000.00       | $18225285.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $1035000.00        | $94920.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $128000.00         | $10582.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $26000.00          | $12301.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $400000.00         | $29523.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $1008702.00        | $1012541.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $37000.00          | $2080.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $549853.00         | $531553.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1329558.00        | $1320885.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $513079.00         | $54059.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $57485846.00       | $54135173.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $1000000.00        | $167423.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $750000.00         | $68136.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $18600000.00       | $17202031.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $267165.00         | $27336.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $525000.00         | $64673.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1271000.00        | $1222296.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-03-01      | N/A      | N/A     | $325000.00         | $15410.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $185000.00         | $54582.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1086316.00        | $1100775.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $102000.00         | $71313.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $22505439.00       | $22350159.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1306232.00        | $1301549.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $428863.00         | $297282.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1965279.00        | $1991828.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $200000.00         | $164181.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $61828220.00       | $2347178.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $9907747.00        | $7152816.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $143000.00         | $14197.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $95000.00          | $86833.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1535000.00        | $25005.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $33000.00          | $3975.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $935981.00         | $85045.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1075523.00        | $1070490.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $1027309.00        | $951757.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $537500.00         | $58267.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1994000.00        | $1274589.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $3082910.00        | $2441522.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $1500000.00        | $5440.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $1329702.00        | $2521.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $120000.00         | $5627.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $5833000.00        | $730794.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2000.00           | $1851.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $400000.00         | $14004.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $645000.00         | $84471.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $10000.00          | $1086.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $385144.00         | $29961.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $760000.00         | $11013.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3901899.00        | $3784952.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1040750.00        | $1068269.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1841394.00        | $1832694.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-25      | N/A      | N/A     | $223104.00         | $156221.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $115000.00         | $11592.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000000.00        | $747013.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | N/A      | N/A     | $7876840.00        | $2715243.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $59000.00          | $7890.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $19580482.00       | $3096320.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $1952067.00        | $148257.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $15000000.00       | $8750945.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1240000.00        | $226873.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8122557.00        | $8405641.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1231250.00        | $1258230.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1033387.00        | $347344.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $100000.00         | $86610.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $5423944.00        | $2843735.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $5000.00           | $4083.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1372686.00        | $1390855.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $474853.00         | $417143.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $270000.00         | $826.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $323591.00         | $273154.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1991118.00        | $14595.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $500000.00         | $310206.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $5764781.00        | $4422754.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $105000.00         | $9993.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $400000.00         | $246783.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1008588.00        | $1038179.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1522210.00        | $1557982.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $61000.00          | $6645.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $2489000.00        | $314716.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $6043000.00        | $4453592.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $40632765.00       | $30058797.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2568000.00        | $294147.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $8100000.00        | $7366585.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $6055736.00        | $4453887.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $8978000.00        | $5675370.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1539000.00        | $20075.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $2923084.00        | $1436937.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $3152344.00        | $19995.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $624068.00         | $513511.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1404660.00        | $1473879.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $180000.00         | $1095.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $210000.00         | $6178.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $87000.00          | $47291.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $6000195.00        | $3944306.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $75526496.00       | $75449783.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $2200000.00        | $63395.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $500000.00         | $213550.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $422783.00         | $349280.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $725937.00         | $429641.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $125000.00         | $13118.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1329179.00        | $1320833.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $638000.00         | $144325.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $2923000.00        | $743996.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $3963983.00        | $2950812.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $545000.00         | $368250.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $585984.00         | $5412.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $660000.00         | $573547.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $55413.00          | $50106.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $8000.00           | $5488.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $2000.00           | $1500.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $18970722.00       | $12620327.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $61690239.00       | $50743088.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2004438.00        | $1984343.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $100000.00         | $82552.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $65436932.00       | $55184639.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1321150.00        | $1083944.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $300000.00         | $176119.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1239001.00        | $910555.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $250000.00         | $53879.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $13477206.00       | $13555515.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $10409815.00       | $9774569.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $727840.00         | $476682.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1851811.00        | $1923588.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $125000.00         | $100752.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $32816.00          | $21326.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $8000.00           | $777.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $5335590.00        | $5446671.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $325000.00         | $10476.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2647860.00        | $2748342.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $311090.00         | $55930.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $582875.00         | $338296.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $680000.00         | $508895.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $169592.00         | $21407.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1424750.00        | $1247557.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1385000.00        | $13793.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6268617.00        | $6524175.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $75000.00          | $56431.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1345000.00        | $753160.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $1300000.00        | $671505.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $1000000.00        | $402254.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $800000.00         | $75603.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $870000.00         | $182192.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $11000.00          | $1361.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $2000000.00        | $487839.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1009709.00        | $9008.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $5446303.00        | $5325475.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $150000.00         | $39160.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $47000.00          | $37109.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3408057.00        | $3474867.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $15000000.00       | $14992903.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $945000.00         | $650925.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2000.00           | $604.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2242492.00        | $1726173.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $298000.00         | $53714.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $707204.00         | $681710.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1675854.00        | $1744222.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $18000.00          | $2579.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $47711517.00       | $33673209.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $5000.00           | $4109.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $100000.00         | $98410.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $15190471.00       | $15695203.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $275000.00         | $15646.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $104000.00         | $77210.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $95000.00          | $81814.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1303000.00        | $178283.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $2010000.00        | $69452.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3003941.00        | $3008301.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5213552.00        | $5474211.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1917146.00        | $2043657.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1071269.00        | $1075554.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2642068.00        | $2537880.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $3706423.00        | $344786.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $21825236.00       | $21277004.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $242250.00         | $13254.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5454308.00        | $5537631.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $100000.00         | $56281.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $185000.00         | $28438.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $100000.00         | $54667.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1777682.00        | $1740061.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $17000.00          | $5149.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $3938596.00        | $3854636.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $136000.00         | $21590.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $5000.00           | $4693.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $50000.00          | $1776.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $332807213.00      | $304568588.78      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1063513.00        | $1066102.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3835264.00        | $3318148.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $152020.00         | $97715.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3220000.00        | $2588167.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $12000.00          | $5575.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $120000.00         | $13680.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $26804000.00       | $14287357.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $24503894.00       | $4548555.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $115000.00         | $12727.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2629971.00        | $2741613.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $25609.00          | $23778.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $425000.00         | $49953.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $49380993.00       | $50790721.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2746519.00        | $2630028.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1419512.00        | $1492723.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1161251.00        | $1163058.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000922.00        | $1067379.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1042478.00        | $1041455.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $78000.00          | $9935.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2620627.00        | $2628879.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1727000.00        | $1105135.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $2203315.00        | $1884538.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $11763989.00       | $7511737.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $10000.00          | $1976.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $419105.00         | $45915.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $4000000.00        | $3331992.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $270000.00         | $1717.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1941641.00        | $1887784.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $35834928.00       | $5883905.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $1500000.00        | $112514.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $3237000.00        | $709.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $2061527.00        | $107040.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $485000.00         | $151385.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $200000.00         | $148758.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3854050.00        | $3997757.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $67834.00          | $27733.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $9657000.00        | $997652.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $390000.00         | $75692.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1039777.00        | $1039489.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $2191016.00        | $1515084.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $6515912.00        | $5425246.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $79543.00          | $67881.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $11750000.00       | $39921.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $215000.00         | $94361.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $20000.00          | $14417.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $5000.00           | $3811.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $549000.00         | $69188.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $2300000.00        | $408509.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $509642.00         | $374951.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $7721314.00        | $2511234.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5992897.00        | $5779446.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $632000.00         | $472921.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $109000.00         | $33370.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2878876.00        | $2876113.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2373769.00        | $2229637.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1883124.00        | $1838555.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1130779.00        | $1180854.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1553181.00        | $1601173.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1239400.00        | $1257168.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $960000.00         | $88172.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $743225.00         | $556452.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6681745.00        | $6870758.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3931318.00        | $3926954.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1195000.00        | $752351.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $3400000.00        | $2702378.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4282963.00        | $3974025.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $7381857.00        | $7564607.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-06-01      | N/A      | N/A     | $283344.00         | $102381.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2823156.00        | $2208343.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $506986.00         | $24177.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $399286.00         | $210946.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $10000.00          | $5370.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $88416.00          | $30407.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $829000.00         | $415406.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $691000.00         | $504175.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | N/A      | N/A     | $6151691.00        | $6156241.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1250000.00        | $934792.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $12000.00          | $10046.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $601000.00         | $448455.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2547926.00        | $2582891.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $82513512.00       | $54814458.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1692038.00        | $1716819.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1300807.00        | $1201199.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $21788494.00       | $15597624.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $5498667.00        | $5727859.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $4041616.00        | $2681864.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1055000.00        | $326550.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $325000.00         | $261928.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3614665.00        | $3724256.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $8355061.00        | $4232941.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $39000.00          | $27891.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1455376.00        | $1507154.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $20059320.00       | $17521206.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $7751579.00        | $6232371.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $1786610.00        | $1779419.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $44000.00          | $31358.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $151680.00         | $14600.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3155000.00        | $2427564.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1155083.00        | $1137193.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $10235081.00       | $2728709.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $39000.00          | $4194.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1747538.00        | $1830599.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $12000.00          | $2525.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $304000.00         | $66104.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1721594.00        | $1237007.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $36739587.00       | $35701497.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $226915.00         | $169841.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $16215216.00       | $10485848.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $169946.00         | $15058.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2564000.00        | $2153857.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2009555.00        | $1687897.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2092774.00        | $292649.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $260000.00         | $38016.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $2000.00           | $1793.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $18304159.00       | $1440265.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $76270249.00       | $40994824.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $754551.00         | $9502.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $5592201.00        | $4139725.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2240049.00        | $2325839.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $73000.00          | $47173.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1522433.00        | $1523185.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $300000.00         | $279584.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $293165.00         | $288307.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $200000.00         | $117503.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $11429309.00       | $8020675.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2513743.00        | $2543618.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1022183.00        | $1079872.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2569267.00        | $2523888.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $913000.00         | $7338.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $140000.00         | $112012.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $19000.00          | $15398.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $250000.00         | $4122.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $8957745.00        | $6841200.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $1153155.00        | $80741.83          | Agency Mortgage-Backed Securities |

### Security 223: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008OA0
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $1264687900.00     | $1301643739.05     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $153714800.00      | $145743693.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $539218200.00      | $549404597.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $6447300.00        | $6596997.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $293091900.00      | $303011259.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $757921900.00      | $754660562.06      | U.S. Treasuries (including strips) |

### Security 224: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008OB8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $8973174.00        | $5745449.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $2135736.00        | $2136661.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $1013945.00        | $932861.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1780000.00        | $427127.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $13546344.00       | $2348394.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $85000.00          | $52324.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $325000.00         | $1688.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $10382819.00       | $2014599.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $8030000.00        | $6728631.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $3264000.00        | $196640.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1788371.00        | $1668651.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $131856994.00      | $35566529.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $550000.00         | $40637.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $500000.00         | $406130.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $200000.00         | $35776.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $6324471.00        | $6533286.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $850000.00         | $514788.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $404871.00         | $336357.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $4086429.00        | $4240317.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $4138622.00        | $3557072.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $110300.00         | $87544.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $229287053.00      | $181406486.04      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $1533506.00        | $995960.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $26110076.00       | $20944935.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $236479.00         | $1972.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2929127.00        | $2979586.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $1395585.00        | $1330083.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $100000.00         | $65148.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4293443.00        | $4489792.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $66566830.00       | $57896534.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $9623955.00        | $9778441.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $130000.00         | $101697.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1335004.00        | $1335264.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1516984.00        | $1608391.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $601000.00         | $386475.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $185157.00         | $19502.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1420517.00        | $1423549.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $14000.00          | $4159.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $70556.00          | $8451.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2412685.00        | $2297145.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2046660.00        | $2125712.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $9481000.00        | $5763036.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $2432518.00        | $1641243.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $20937669.00       | $21218938.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $413000.00         | $319160.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $515086.00         | $266873.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $3784000.00        | $3251664.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $52000.00          | $36375.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $218493.00         | $158401.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1050779.00        | $1052728.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $1665657.00        | $1632862.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $392271.00         | $283406.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $25000.00          | $10215.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1168791.00        | $1215795.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $1963000.00        | $442487.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $200358.00         | $200197.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1044350.00        | $1031107.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $2070000.00        | $1095607.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $1483382.00        | $943904.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1244363.00        | $1244821.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $31000.00          | $2624.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $9901066.00        | $9606347.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $150000.00         | $113443.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $546238.00         | $360986.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $929509.00         | $9889.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $236427911.00      | $179893173.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $907000.00         | $764197.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1061396.00        | $1125573.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1470956.00        | $1522567.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1159905.00        | $1179247.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2189053.00        | $2053288.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1115264.00        | $1126768.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $24224509.00       | $588897.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $3601812.00        | $2245905.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1370000.00        | $180536.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $57000.00          | $41108.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $1470460.00        | $154316.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $1480637.00        | $10418.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5287389.00        | $5375164.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $1316597.00        | $1140505.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2009578.00        | $1242215.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $200000.00         | $34996.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12061497.00       | $11150424.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $1248792.00        | $1055159.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $7637344.00        | $7962881.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $750000.00         | $405129.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2800000.00        | $2685799.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $30000000.00       | $71768.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $100000.00         | $57795.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $18372256.00       | $6483487.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $2042284.00        | $1219862.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1115694.00        | $1136089.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $500576.00         | $476625.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1045323.00        | $1078365.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $25000000.00       | $24533813.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2862883.00        | $2051793.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $922000.00         | $505050.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $100000.00         | $81104.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2255000.00        | $2136514.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1450905.00        | $1492608.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $77545000.00       | $16915184.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $15903237.00       | $390052.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $6833334.00        | $6024931.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $5033093.00        | $5123170.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $198803497.00      | $197785358.25      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1026483.00        | $14533.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1012450.00        | $1074994.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1391230.00        | $1432453.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $571239.00         | $526205.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1074000.00        | $843278.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1081291.00        | $1132261.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2000.00           | $1623.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $630000.00         | $258158.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000000.00        | $727219.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $664400.00         | $495496.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $121967.00         | $84661.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $122578.00         | $116312.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3442301.00        | $3571809.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $36835145.00       | $34245156.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $52000.00          | $5670.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $18000.00          | $14338.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $24689220.00       | $19963966.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $20171207.00       | $18931319.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $15000.00          | $12522.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $1389570.00        | $208415.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $1200000.00        | $239752.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $393284.00         | $49862.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $50000.00          | $30658.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $2500000.00        | $67892.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2088140.00        | $1459935.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1317650.00        | $1397222.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $750000.00         | $622546.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $845000.00         | $209192.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | N/A      | N/A     | $20004000.00       | $20367339.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $139058.00         | $92192.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3649463.00        | $3801156.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $305000.00         | $147248.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $375000.00         | $266823.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $56515659.00       | $54918790.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $500000.00         | $448445.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $29289.00          | $17762.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2052152.00        | $1860589.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $20000000.00       | $19360158.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $263816.00         | $222398.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1590407.00        | $1651194.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $3017745.00        | $49653.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $19480556.00       | $19052391.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $313765.00         | $2101.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1031000.00        | $808136.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $50000.00          | $10895.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $80000.00          | $3188.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $100000.00         | $103606.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $259262.00         | $58627.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $11000.00          | $1183.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3840603.00        | $4002333.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1500178.00        | $797519.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $420000.00         | $156518.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | N/A      | N/A     | $1626000.00        | $467006.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2620058.00        | $2693826.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $37637107.00       | $36786329.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $57348.00          | $9576.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $5104642.00        | $5273235.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4410222.00        | $4665114.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $796592808.00      | $800932676.76      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $8098589.00        | $92479.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $2865000.00        | $255404.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1135066.00        | $1169059.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $4072970.00        | $4223658.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $32421783.00       | $632308.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1096763.00        | $1149874.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1264779.00        | $1250856.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2280860.00        | $2404791.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $587599.00         | $363901.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3068727.00        | $2921928.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $44171324.00       | $43165740.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $41000.00          | $1450.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $385404.00         | $50978.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1082991.00        | $1049892.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1007316.00        | $878092.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2422136.00        | $2507311.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1207118.00        | $1205015.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1001453.00        | $1036517.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $8720442.00        | $6275633.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $63000.00          | $47254.12          | Agency Mortgage-Backed Securities |

### Security 225: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008OC6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $240999.99         | $135634.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $175789613.25      | $152608940.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $300000.00         | $200165.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $385000.00         | $108172.68         | U.S. Treasuries (including strips) |

### Security 226: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008OD4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $17253600.00       | $16157271.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $15000.00          | $9629.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $20.00             | $14.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $642600.00         | $607391.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $20.00             | $18.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $1467200.00        | $534611.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $2611800.00        | $1654765.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $87000.00          | $68807.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $2620.00           | $2289.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $85200.00          | $61296.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $504200.00         | $205235.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $184740.00         | $181291.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $70600.00          | $20458.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $80200.00          | $43227.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $9322880.00        | $9291303.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $1507400.00        | $487080.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $6537400.00        | $2967986.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $226980.00         | $235529.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $7492000.00        | $4216482.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $5172400.00        | $3632214.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $11840.00          | $11385.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $495400.00         | $187014.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $160.00            | $164.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $504000.00         | $219259.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $15200.00          | $8435.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $2130200.00        | $980844.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $1270680.00        | $1300584.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $200.00            | $189.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $20.00             | $18.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $169200.00         | $43240.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $20.00             | $21.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $80.00             | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $40.00             | $40.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $4737040.00        | $4991684.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $1701000.00        | $576807.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $1903600.00        | $495301.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $20.00             | $20.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $1771540.00        | $2173196.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1258400.00        | $373535.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $12587000.00       | $5328958.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $1295800.00        | $1247176.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $143000.00         | $74888.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $175000.00         | $73093.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $1331200.00        | $707989.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $12023800.00       | $9802679.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $11423600.00       | $10313842.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $1926400.00        | $1837625.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $155016.60         | $75588.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $63800.00          | $17370.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $40.00             | $40.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $51600.00          | $41625.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $13866440.00       | $12718778.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $80.00             | $79.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $73920.00          | $80410.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $803000.00         | $380642.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $8181580.00        | $7029220.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $7422200.00        | $4643469.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $10181200.00       | $6130446.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $1462260.00        | $1430632.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $60.00             | $59.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $2357500.00        | $1837876.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $3529280.00        | $3641983.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $13401200.00       | $11985363.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $612200.00         | $628981.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $99800.00          | $42823.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $4810700.00        | $4840094.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $194200.00         | $68351.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $1288800.00        | $480592.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $160.00            | $160.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $1383400.00        | $425490.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $4041600.00        | $2801693.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $36003420.00       | $37518083.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $7835400.00        | $4045746.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $20.00             | $18.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $60.00             | $56.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $3552000.00        | $2709266.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $20.00             | $20.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $35400.00          | $11931.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $974400.00         | $488594.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $220.00            | $213.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $40.00             | $37.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $1399600.00        | $576243.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1039400.00        | $304390.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $8799980.00        | $8937038.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $39965160.00       | $40982827.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $50400.00          | $23592.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $5787040.00        | $5466382.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $20.00             | $19.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $1260.00           | $1264.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $3074840.00        | $2372414.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $1496600.00        | $519436.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $20.00             | $20.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $2896600.00        | $1788638.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $200.00            | $203.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $3915363.96        | $2782805.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $180.00            | $186.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $20.00             | $20.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $1640.00           | $1658.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $2962000.00        | $2934523.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $385940.00         | $355975.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $2010800.00        | $1674773.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $140000.00         | $52909.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $177800.00         | $56048.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $125600.00         | $48653.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $1331940.00        | $528022.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $1241000.00        | $341390.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $1532360.00        | $1565165.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $741600.00         | $205922.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $13107800.00       | $10800997.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $433400.00         | $124270.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $2077400.00        | $2054569.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $29980.00          | $29554.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $7791800.00        | $7779005.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $1750400.00        | $491806.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $20.00             | $19.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | N/A      | N/A     | $120.00            | $122.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $1868200.00        | $1490752.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $9783340.00        | $7289478.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $1725600.00        | $1451923.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $51008320.00       | $52734638.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $5430840.00        | $5514145.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $18400.00          | $5867.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $20.00             | $21.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $1455400.00        | $387116.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $97160.00          | $98761.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $13316200.00       | $11560245.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1920200.00        | $847338.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $7200.00           | $7066.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $7800.00           | $7679.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $20.00             | $17.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $1064800.00        | $285696.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $92400.00          | $52691.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $7381000.00        | $2442808.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $877160.00         | $873120.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $8070480.00        | $6222220.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $4174940.00        | $3856939.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $3156400.00        | $2767004.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $43400.00          | $10959.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $1992200.00        | $1832288.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $1849400.00        | $1233952.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $3964600.00        | $2680018.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $1073400.00        | $283139.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $80.00             | $81.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $859300.00         | $725747.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $70800.00          | $21526.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $53980.00          | $40211.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $127920.00         | $130643.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $13164400.00       | $5028721.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $20.00             | $19.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-24      | N/A      | N/A     | $240.00            | $237.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $6874260.00        | $4528920.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $1363000.00        | $368527.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $20.00             | $19.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $2085600.00        | $1427301.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $3939140.00        | $2969583.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $40.00             | $37.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $1364560.00        | $1436728.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $3079600.00        | $2990879.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $2043200.00        | $613309.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $1923800.00        | $1417249.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $4762120.00        | $4503858.52        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2025-11-07

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

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

**Title of Signing Officer:** Treasurer