# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001193125-26-145691
**Filing Date:** 2026-4
**Character Count:** 4161730
**Document Hash:** bdc559cbf323291f21b3ad7e9a599fd7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-145691.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-145691

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26845545

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Goldman Sachs Trust

**CIK Number of Registrant:** 0000822977

**LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

**LEI of Series:** 549300BRJMXN4GUWZ402

**EDGAR Series Identifier:** S000009242

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $276880038995.22

- **Amortized Cost of Portfolio Securities:** $276903671794.97

- **Cash:** $4459357042.43

- **Total Other Assets:** $3185979831.00

- **Total Liabilities:** $5471630134.69

- **Net Assets of Series:** $279077378533.71

- **Number of Shares Outstanding (Series):** 279062098741.7620

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $135048720118.04          | $252351473264.01           | 44.5500%                  | 83.2400%                   |
| 2026-03-03 | $132028510985.38          | $249331663364.96           | 43.9900%                  | 83.0700%                   |
| 2026-03-04 | $132276332328.96          | $250713953367.44           | 43.6700%                  | 82.7800%                   |
| 2026-03-05 | $131069229245.12          | $248418501031.02           | 43.6000%                  | 82.6400%                   |
| 2026-03-06 | $128273260144.07          | $245713073630.77           | 43.0700%                  | 82.4900%                   |
| 2026-03-09 | $135228728276.55          | $254589398451.62           | 44.3000%                  | 83.4000%                   |
| 2026-03-10 | $141170079038.71          | $259675017771.85           | 45.3400%                  | 83.4100%                   |
| 2026-03-11 | $124019993034.96          | $244834806313.04           | 41.8500%                  | 82.6100%                   |
| 2026-03-12 | $119053453958.60          | $236247512615.41           | 41.4300%                  | 82.2100%                   |
| 2026-03-13 | $117713926139.90          | $235959280043.42           | 40.8400%                  | 81.8600%                   |
| 2026-03-16 | $118837778368.76          | $238911316101.97           | 40.8500%                  | 82.1200%                   |
| 2026-03-17 | $126951300343.47          | $243167651612.78           | 43.0100%                  | 82.3900%                   |
| 2026-03-18 | $134432335364.10          | $249346336300.45           | 44.6200%                  | 82.7600%                   |
| 2026-03-19 | $121632280703.12          | $234689245921.56           | 42.4400%                  | 81.8900%                   |
| 2026-03-20 | $129400242702.29          | $240509470153.92           | 44.2400%                  | 82.2300%                   |
| 2026-03-23 | $123696360953.56          | $234792401991.54           | 43.1400%                  | 81.8900%                   |
| 2026-03-24 | $116642226668.88          | $227434175640.86           | 41.9000%                  | 81.6900%                   |
| 2026-03-25 | $119547394270.70          | $230339756859.50           | 42.4900%                  | 81.8700%                   |
| 2026-03-26 | $116989969119.13          | $227782745324.75           | 41.9600%                  | 81.7000%                   |
| 2026-03-27 | $119211482065.69          | $230005499121.76           | 42.4100%                  | 81.8300%                   |
| 2026-03-30 | $121361221209.74          | $231210651882.64           | 42.9900%                  | 81.9100%                   |
| 2026-03-31 | $123791756062.84          | $233673738932.56           | 43.5000%                  | 82.1200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7300%             |
| 2026-03-03 | 3.7300%             |
| 2026-03-04 | 3.7300%             |
| 2026-03-05 | 3.7300%             |
| 2026-03-06 | 3.7200%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7100%             |
| 2026-03-11 | 3.7100%             |
| 2026-03-12 | 3.7100%             |
| 2026-03-13 | 3.7100%             |
| 2026-03-16 | 3.7000%             |
| 2026-03-17 | 3.7100%             |
| 2026-03-18 | 3.7100%             |
| 2026-03-19 | 3.7100%             |
| 2026-03-20 | 3.7000%             |
| 2026-03-23 | 3.6900%             |
| 2026-03-24 | 3.6900%             |
| 2026-03-25 | 3.6900%             |
| 2026-03-26 | 3.6900%             |
| 2026-03-27 | 3.6900%             |
| 2026-03-30 | 3.7000%             |
| 2026-03-31 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0001                      |
|  |  |
| 2026-03-05 | 1.0001                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0001                      |
|  |  |
| 2026-03-10 | 1.0001                      |
|  |  |
| 2026-03-11 | 1.0001                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $228928365099.92

- **Number of Shares Outstanding:** 228915831021.3480

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $11534229224.59           | $7596208002.28          |
| 2026-03-03 | $7884207078.32            | $6158393577.51          |
| 2026-03-04 | $5770337169.18            | $7528612296.19          |
| 2026-03-05 | $8107187430.02            | $6655110862.98          |
| 2026-03-06 | $6064412881.40            | $9371604440.39          |
| 2026-03-09 | $8208046164.07            | $8340327643.82          |
| 2026-03-10 | $5817053947.26            | $7146672947.30          |
| 2026-03-11 | $8736253914.13            | $6385986547.97          |
| 2026-03-12 | $5550931017.10            | $7560946473.48          |
| 2026-03-13 | $10801028886.69           | $10677291228.14         |
| 2026-03-16 | $7610624078.98            | $7306426227.24          |
| 2026-03-17 | $8346814338.49            | $5833037442.23          |
| 2026-03-18 | $7750957873.43            | $6463439607.94          |
| 2026-03-19 | $5973506692.36            | $8891210370.53          |
| 2026-03-20 | $7035286657.14            | $6889297882.80          |
| 2026-03-23 | $8028452618.71            | $8563197932.21          |
| 2026-03-24 | $6172453304.94            | $11476702146.71         |
| 2026-03-25 | $8896899235.09            | $6433937966.10          |
| 2026-03-26 | $7731123508.24            | $9472109673.41          |
| 2026-03-27 | $6790907897.17            | $8957039295.03          |
| 2026-03-30 | $9492719510.06            | $9574784285.44          |
| 2026-03-31 | $13149638279.85           | $10461334559.75         |

**Total Gross Subscriptions (Month):** $175453071707.22

**Total Gross Redemptions (Month):** $177743671409.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.8900%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.1700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.7400%          | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12890494791.24

- **Number of Shares Outstanding:** 12889789022.5290

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $208166241.51             | $205396499.39           |
| 2026-03-03 | $190655635.08             | $102389429.63           |
| 2026-03-04 | $371952717.55             | $110508692.94           |
| 2026-03-05 | $120284510.38             | $579638513.50           |
| 2026-03-06 | $169850460.04             | $174642576.21           |
| 2026-03-09 | $137282717.56             | $109644528.64           |
| 2026-03-10 | $100637740.27             | $138863627.68           |
| 2026-03-11 | $149813445.74             | $103393860.55           |
| 2026-03-12 | $207281170.39             | $123516287.70           |
| 2026-03-13 | $148872789.80             | $352100789.54           |
| 2026-03-16 | $203335609.51             | $187427201.11           |
| 2026-03-17 | $253854668.80             | $89329987.73            |
| 2026-03-18 | $145485341.54             | $141117854.14           |
| 2026-03-19 | $136396316.00             | $107447395.14           |
| 2026-03-20 | $140723987.11             | $234067677.53           |
| 2026-03-23 | $134146295.51             | $89830635.15            |
| 2026-03-24 | $288956311.74             | $129730346.75           |
| 2026-03-25 | $125914473.82             | $151617368.53           |
| 2026-03-26 | $108161777.29             | $81451377.73            |
| 2026-03-27 | $282446509.83             | $218418986.28           |
| 2026-03-30 | $160032694.54             | $62888620.42            |
| 2026-03-31 | $364087107.06             | $961198650.09           |

**Total Gross Subscriptions (Month):** $4148338521.07

**Total Gross Redemptions (Month):** $4454620906.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3000%           |
| 2026-03-03 | 3.3000%           |
| 2026-03-04 | 3.3000%           |
| 2026-03-05 | 3.3000%           |
| 2026-03-06 | 3.3000%           |
| 2026-03-09 | 3.2900%           |
| 2026-03-10 | 3.2900%           |
| 2026-03-11 | 3.2800%           |
| 2026-03-12 | 3.2800%           |
| 2026-03-13 | 3.2800%           |
| 2026-03-16 | 3.2800%           |
| 2026-03-17 | 3.2800%           |
| 2026-03-18 | 3.2800%           |
| 2026-03-19 | 3.2800%           |
| 2026-03-20 | 3.2800%           |
| 2026-03-23 | 3.2700%           |
| 2026-03-24 | 3.2600%           |
| 2026-03-25 | 3.2600%           |
| 2026-03-26 | 3.2700%           |
| 2026-03-27 | 3.2700%           |
| 2026-03-30 | 3.2800%           |
| 2026-03-31 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.0800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.8100%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.5400%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.0000%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1673423691.28

- **Number of Shares Outstanding:** 1673332069.5010

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $44239025.32              | $30085545.44            |
| 2026-03-03 | $94660883.54              | $6718625.48             |
| 2026-03-04 | $17546448.02              | $23411858.56            |
| 2026-03-05 | $92721024.38              | $15962426.35            |
| 2026-03-06 | $16600777.33              | $17734546.42            |
| 2026-03-09 | $22238105.61              | $23469070.34            |
| 2026-03-10 | $15024275.37              | $27435896.64            |
| 2026-03-11 | $31490084.90              | $80760070.32            |
| 2026-03-12 | $26200191.78              | $9123722.98             |
| 2026-03-13 | $15732278.69              | $36813082.31            |
| 2026-03-16 | $53314878.63              | $6767126.63             |
| 2026-03-17 | $27168570.31              | $30852665.30            |
| 2026-03-18 | $21312253.20              | $19171890.37            |
| 2026-03-19 | $30853078.49              | $20342145.46            |
| 2026-03-20 | $33053353.67              | $12647395.64            |
| 2026-03-23 | $15194835.31              | $58089156.23            |
| 2026-03-24 | $33180881.52              | $20473173.07            |
| 2026-03-25 | $18023204.51              | $20325743.21            |
| 2026-03-26 | $47272147.59              | $8617725.54             |
| 2026-03-27 | $14484170.49              | $16427382.65            |
| 2026-03-30 | $20782053.98              | $47886468.60            |
| 2026-03-31 | $27588707.31              | $27563809.28            |

**Total Gross Subscriptions (Month):** $718681229.95

**Total Gross Redemptions (Month):** $560679526.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0500%           |
| 2026-03-03 | 3.0500%           |
| 2026-03-04 | 3.0500%           |
| 2026-03-05 | 3.0500%           |
| 2026-03-06 | 3.0500%           |
| 2026-03-09 | 3.0400%           |
| 2026-03-10 | 3.0400%           |
| 2026-03-11 | 3.0300%           |
| 2026-03-12 | 3.0300%           |
| 2026-03-13 | 3.0300%           |
| 2026-03-16 | 3.0300%           |
| 2026-03-17 | 3.0300%           |
| 2026-03-18 | 3.0300%           |
| 2026-03-19 | 3.0300%           |
| 2026-03-20 | 3.0300%           |
| 2026-03-23 | 3.0200%           |
| 2026-03-24 | 3.0100%           |
| 2026-03-25 | 3.0100%           |
| 2026-03-26 | 3.0200%           |
| 2026-03-27 | 3.0200%           |
| 2026-03-30 | 3.0300%           |
| 2026-03-31 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.9600%          | 0.0000%              |
| Depository institution or other banking institution |  | 19.8500%         | 0.0000%              |
| Broker-dealer                                       |  | 12.6300%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.8300%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.3400%         | 0.0000%              |

### Class: Preferred Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2223774108.81

- **Number of Shares Outstanding:** 2223652354.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $29608971.62              | $14608858.22            |
| 2026-03-03 | $7182872.67               | $30006327.92            |
| 2026-03-04 | $19410957.43              | $30224838.43            |
| 2026-03-05 | $55166110.72              | $10253456.41            |
| 2026-03-06 | $42178267.26              | $7239614.37             |
| 2026-03-09 | $19226132.01              | $21632788.15            |
| 2026-03-10 | $10778101.24              | $13591889.75            |
| 2026-03-11 | $12217618.56              | $24778245.70            |
| 2026-03-12 | $47042797.35              | $22929862.24            |
| 2026-03-13 | $10478571.82              | $68334035.15            |
| 2026-03-16 | $16327596.14              | $75723234.92            |
| 2026-03-17 | $28842034.85              | $11689831.68            |
| 2026-03-18 | $9505861.45               | $33677770.19            |
| 2026-03-19 | $30971812.28              | $46034444.94            |
| 2026-03-20 | $16880225.72              | $18518530.30            |
| 2026-03-23 | $1825016.18               | $28570746.12            |
| 2026-03-24 | $17118165.48              | $15346676.37            |
| 2026-03-25 | $13499634.88              | $68022529.77            |
| 2026-03-26 | $21484544.74              | $21048657.27            |
| 2026-03-27 | $30161169.72              | $12240136.28            |
| 2026-03-30 | $47056791.82              | $13969866.53            |
| 2026-03-31 | $82875662.19              | $15136721.71            |

**Total Gross Subscriptions (Month):** $569838916.13

**Total Gross Redemptions (Month):** $603579062.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4500%           |
| 2026-03-03 | 3.4500%           |
| 2026-03-04 | 3.4500%           |
| 2026-03-05 | 3.4500%           |
| 2026-03-06 | 3.4500%           |
| 2026-03-09 | 3.4400%           |
| 2026-03-10 | 3.4400%           |
| 2026-03-11 | 3.4300%           |
| 2026-03-12 | 3.4300%           |
| 2026-03-13 | 3.4300%           |
| 2026-03-16 | 3.4300%           |
| 2026-03-17 | 3.4300%           |
| 2026-03-18 | 3.4300%           |
| 2026-03-19 | 3.4300%           |
| 2026-03-20 | 3.4300%           |
| 2026-03-23 | 3.4200%           |
| 2026-03-24 | 3.4100%           |
| 2026-03-25 | 3.4100%           |
| 2026-03-26 | 3.4200%           |
| 2026-03-27 | 3.4200%           |
| 2026-03-30 | 3.4300%           |
| 2026-03-31 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 52.6800%         | 0.0000%              |
| Non-financial corporation                           |  | 10.1800%         | 0.0000%              |
| Broker-dealer                                       |  | 6.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5500%          | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $888704251.73

- **Number of Shares Outstanding:** 888655594.2000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $11513179.82              | $840000.00              |
| 2026-03-03 | $4108615.28               | $385000.00              |
| 2026-03-04 | $2059427.56               | $38645901.83            |
| 2026-03-05 | $1275913.46               | $6060000.00             |
| 2026-03-06 | $2909710.78               | $1335787.44             |
| 2026-03-09 | $29567840.84              | $1222391.50             |
| 2026-03-10 | $8897506.81               | $20547501.88            |
| 2026-03-11 | $9618502.78               | $14039021.66            |
| 2026-03-12 | $6270782.49               | $1292056.32             |
| 2026-03-13 | $2541763.13               | $21292652.02            |
| 2026-03-16 | $13594186.34              | $569882.34              |
| 2026-03-17 | $4275774.42               | $1714339.29             |
| 2026-03-18 | $28981367.47              | $4412645.56             |
| 2026-03-19 | $3871358.68               | $9115518.05             |
| 2026-03-20 | $5360232.91               | $31936918.17            |
| 2026-03-23 | $17313558.28              | $1314866.52             |
| 2026-03-24 | $198080.44                | $5750635.46             |
| 2026-03-25 | $3134827.64               | $12354417.45            |
| 2026-03-26 | $3512045.06               | $4665042.19             |
| 2026-03-27 | $3762646.30               | $4485388.19             |
| 2026-03-30 | $12739622.36              | $1260000.00             |
| 2026-03-31 | $12863212.22              | $11907981.52            |

**Total Gross Subscriptions (Month):** $188370155.07

**Total Gross Redemptions (Month):** $195147947.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5200%           |
| 2026-03-03 | 3.5200%           |
| 2026-03-04 | 3.5200%           |
| 2026-03-05 | 3.5200%           |
| 2026-03-06 | 3.5200%           |
| 2026-03-09 | 3.5100%           |
| 2026-03-10 | 3.5100%           |
| 2026-03-11 | 3.5000%           |
| 2026-03-12 | 3.5000%           |
| 2026-03-13 | 3.5000%           |
| 2026-03-16 | 3.5000%           |
| 2026-03-17 | 3.5000%           |
| 2026-03-18 | 3.5000%           |
| 2026-03-19 | 3.5000%           |
| 2026-03-20 | 3.5000%           |
| 2026-03-23 | 3.4900%           |
| 2026-03-24 | 3.4800%           |
| 2026-03-25 | 3.4800%           |
| 2026-03-26 | 3.4900%           |
| 2026-03-27 | 3.4900%           |
| 2026-03-30 | 3.5000%           |
| 2026-03-31 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 8.0400%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 9.3400%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 8.8800%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 9.7500%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 10.2900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.5900%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5537024906.29

- **Number of Shares Outstanding:** 5536721748.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $124358520.68             | $24985301.59            |
| 2026-03-03 | $24289351.17              | $74302260.39            |
| 2026-03-04 | $37995920.03              | $89635486.19            |
| 2026-03-05 | $70817073.20              | $30693259.76            |
| 2026-03-06 | $360965997.18             | $55243236.48            |
| 2026-03-09 | $47021014.30              | $14993102.26            |
| 2026-03-10 | $10000296.36              | $34707389.60            |
| 2026-03-11 | $106386161.57             | $24948501.57            |
| 2026-03-12 | $22162543.22              | $88528608.34            |
| 2026-03-13 | $25651959.96              | $53989477.56            |
| 2026-03-16 | $116945128.89             | $84406127.65            |
| 2026-03-17 | $6781182.32               | $69476299.34            |
| 2026-03-18 | $112571040.79             | $21519769.21            |
| 2026-03-19 | $9949475.59               | $61084186.92            |
| 2026-03-20 | $185931917.00             | $21900002.83            |
| 2026-03-23 | $42811487.09              | $17030793.18            |
| 2026-03-24 | $22817046.90              | $110489540.59           |
| 2026-03-25 | $53867937.22              | $31884780.53            |
| 2026-03-26 | $185722253.24             | $62414866.79            |
| 2026-03-27 | $75486688.66              | $76036398.97            |
| 2026-03-30 | $36877977.19              | $13489170.63            |
| 2026-03-31 | $218406381.27             | $57932703.62            |

**Total Gross Subscriptions (Month):** $1897817353.83

**Total Gross Redemptions (Month):** $1119691264.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4000%           |
| 2026-03-03 | 3.4000%           |
| 2026-03-04 | 3.4000%           |
| 2026-03-05 | 3.4000%           |
| 2026-03-06 | 3.4000%           |
| 2026-03-09 | 3.3900%           |
| 2026-03-10 | 3.3900%           |
| 2026-03-11 | 3.3800%           |
| 2026-03-12 | 3.3800%           |
| 2026-03-13 | 3.3800%           |
| 2026-03-16 | 3.3800%           |
| 2026-03-17 | 3.3800%           |
| 2026-03-18 | 3.3800%           |
| 2026-03-19 | 3.3800%           |
| 2026-03-20 | 3.3800%           |
| 2026-03-23 | 3.3700%           |
| 2026-03-24 | 3.3600%           |
| 2026-03-25 | 3.3600%           |
| 2026-03-26 | 3.3700%           |
| 2026-03-27 | 3.3700%           |
| 2026-03-30 | 3.3800%           |
| 2026-03-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 33.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3500%          | 0.0000%              |
| Depository institution or other banking institution |  | 21.1400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.4200%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.2500%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $942987203.69

- **Number of Shares Outstanding:** 942935574.1100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $21768150.08              | $15719163.12            |
| 2026-03-03 | $68659236.08              | $10490448.34            |
| 2026-03-04 | $5313116.78               | $23505249.12            |
| 2026-03-05 | $9489097.60               | $17172470.15            |
| 2026-03-06 | $45724086.49              | $8231771.36             |
| 2026-03-09 | $17024028.80              | $25876090.74            |
| 2026-03-10 | $7131034.11               | $43360896.68            |
| 2026-03-11 | $26500786.22              | $8484904.92             |
| 2026-03-12 | $15435598.31              | $12310072.04            |
| 2026-03-13 | $53767999.17              | $6336075.57             |
| 2026-03-16 | $6425315.65               | $40331169.08            |
| 2026-03-17 | $31814358.56              | $12397373.94            |
| 2026-03-18 | $22665024.26              | $14072862.28            |
| 2026-03-19 | $19003747.46              | $28953507.01            |
| 2026-03-20 | $22488416.73              | $17147606.45            |
| 2026-03-23 | $13085860.65              | $29115147.92            |
| 2026-03-24 | $6989958.95               | $22089582.16            |
| 2026-03-25 | $19828075.23              | $4093649.81             |
| 2026-03-26 | $11264480.28              | $13722756.01            |
| 2026-03-27 | $34497900.91              | $7289268.22             |
| 2026-03-30 | $11092259.28              | $50714670.18            |
| 2026-03-31 | $58055452.50              | $12352235.18            |

**Total Gross Subscriptions (Month):** $528023984.10

**Total Gross Redemptions (Month):** $423766970.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.7500%           |
| 2026-03-03 | 2.7500%           |
| 2026-03-04 | 2.7500%           |
| 2026-03-05 | 2.7500%           |
| 2026-03-06 | 2.7500%           |
| 2026-03-09 | 2.7400%           |
| 2026-03-10 | 2.7400%           |
| 2026-03-11 | 2.7300%           |
| 2026-03-12 | 2.7300%           |
| 2026-03-13 | 2.7300%           |
| 2026-03-16 | 2.7300%           |
| 2026-03-17 | 2.7300%           |
| 2026-03-18 | 2.7300%           |
| 2026-03-19 | 2.7300%           |
| 2026-03-20 | 2.7300%           |
| 2026-03-23 | 2.7200%           |
| 2026-03-24 | 2.7100%           |
| 2026-03-25 | 2.7100%           |
| 2026-03-26 | 2.7200%           |
| 2026-03-27 | 2.7200%           |
| 2026-03-30 | 2.7300%           |
| 2026-03-31 | 2.7300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 72.0400%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $118159834.63

- **Number of Shares Outstanding:** 118153365.2410

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2655414.19               | $1900656.73             |
| 2026-03-03 | $1987803.73               | $1568423.64             |
| 2026-03-04 | $2365689.06               | $1281790.75             |
| 2026-03-05 | $853404.32                | $2565876.30             |
| 2026-03-06 | $3773378.45               | $127364.40              |
| 2026-03-09 | $1553443.74               | $1798769.28             |
| 2026-03-10 | $1645906.19               | $987843.81              |
| 2026-03-11 | $2199373.14               | $670107.01              |
| 2026-03-12 | $1086822.70               | $3369207.30             |
| 2026-03-13 | $2422762.00               | $663781.35              |
| 2026-03-16 | $1018599.79               | $1002965.40             |
| 2026-03-17 | $3759851.24               | $431244.23              |
| 2026-03-18 | $1538763.47               | $361628.04              |
| 2026-03-19 | $519945.93                | $3337949.38             |
| 2026-03-20 | $1987410.34               | $1024828.89             |
| 2026-03-23 | $1829360.33               | $4015378.96             |
| 2026-03-24 | $1017639.34               | $1382321.91             |
| 2026-03-25 | $1363966.97               | $514923.84              |
| 2026-03-26 | $1402639.22               | $7803442.55             |
| 2026-03-27 | $908527.79                | $539184.41              |
| 2026-03-30 | $2093683.24               | $3434577.07             |
| 2026-03-31 | $1850753.08               | $1947155.13             |

**Total Gross Subscriptions (Month):** $39835138.26

**Total Gross Redemptions (Month):** $40729420.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2000%           |
| 2026-03-03 | 3.2000%           |
| 2026-03-04 | 3.2000%           |
| 2026-03-05 | 3.2000%           |
| 2026-03-06 | 3.2000%           |
| 2026-03-09 | 3.1900%           |
| 2026-03-10 | 3.1900%           |
| 2026-03-11 | 3.1800%           |
| 2026-03-12 | 3.1800%           |
| 2026-03-13 | 3.1800%           |
| 2026-03-16 | 3.1800%           |
| 2026-03-17 | 3.1800%           |
| 2026-03-18 | 3.1800%           |
| 2026-03-19 | 3.1800%           |
| 2026-03-20 | 3.1800%           |
| 2026-03-23 | 3.1700%           |
| 2026-03-24 | 3.1600%           |
| 2026-03-25 | 3.1600%           |
| 2026-03-26 | 3.1700%           |
| 2026-03-27 | 3.1700%           |
| 2026-03-30 | 3.1800%           |
| 2026-03-31 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 8.8200%          | 0.0000%              |
| Broker-dealer                                       |  | 44.3400%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.3200%         | 0.0000%              |

### Class: Resource Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $8838512.47

- **Number of Shares Outstanding:** 8838028.5500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $20708.27                 | $6776.08                |
| 2026-03-03 | $896.63                   | $412.55                 |
| 2026-03-04 | $0.00                     | $2117.02                |
| 2026-03-05 | $0.00                     | $7823.73                |
| 2026-03-06 | $32697.21                 | $129.54                 |
| 2026-03-09 | $415.92                   | $333.00                 |
| 2026-03-10 | $9373.56                  | $438.15                 |
| 2026-03-11 | $2671.02                  | $3693.82                |
| 2026-03-12 | $121294.55                | $11.94                  |
| 2026-03-13 | $193519.23                | $11.99                  |
| 2026-03-16 | $722.61                   | $31363.95               |
| 2026-03-17 | $1244.48                  | $36.14                  |
| 2026-03-18 | $936.73                   | $474.52                 |
| 2026-03-19 | $6.21                     | $156.79                 |
| 2026-03-20 | $581.40                   | $156.99                 |
| 2026-03-23 | $38981.13                 | $144.89                 |
| 2026-03-24 | $1835.88                  | $744.98                 |
| 2026-03-25 | $3103.10                  | $87009.41               |
| 2026-03-26 | $0.00                     | $841.08                 |
| 2026-03-27 | $101.04                   | $154.07                 |
| 2026-03-30 | $0.00                     | $543734.31              |
| 2026-03-31 | $25053.18                 | $96783.83               |

**Total Gross Subscriptions (Month):** $454142.15

**Total Gross Redemptions (Month):** $783348.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.9000%           |
| 2026-03-03 | 2.9000%           |
| 2026-03-04 | 2.9000%           |
| 2026-03-05 | 2.9000%           |
| 2026-03-06 | 2.9000%           |
| 2026-03-09 | 2.8900%           |
| 2026-03-10 | 2.8900%           |
| 2026-03-11 | 2.8800%           |
| 2026-03-12 | 2.8800%           |
| 2026-03-13 | 2.8800%           |
| 2026-03-16 | 2.8800%           |
| 2026-03-17 | 2.8800%           |
| 2026-03-18 | 2.8800%           |
| 2026-03-19 | 2.8800%           |
| 2026-03-20 | 2.8800%           |
| 2026-03-23 | 2.8700%           |
| 2026-03-24 | 2.8600%           |
| 2026-03-25 | 2.8600%           |
| 2026-03-26 | 2.8700%           |
| 2026-03-27 | 2.8700%           |
| 2026-03-30 | 2.8800%           |
| 2026-03-31 | 2.8800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 91.2700%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.7200%          | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6557504148.19

- **Number of Shares Outstanding:** 6557145117.6550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $34945786.60              | $19955023.16            |
| 2026-03-03 | $18841802.53              | $24610182.60            |
| 2026-03-04 | $40358821.94              | $20590655.76            |
| 2026-03-05 | $37238236.91              | $40442589.28            |
| 2026-03-06 | $24154127.12              | $22280366.29            |
| 2026-03-09 | $24702773.70              | $14933553.71            |
| 2026-03-10 | $25018794.57              | $32299014.00            |
| 2026-03-11 | $17746275.53              | $22858635.84            |
| 2026-03-12 | $24226516.18              | $18524349.04            |
| 2026-03-13 | $18595604.86              | $20972556.18            |
| 2026-03-16 | $25899276.42              | $28581566.92            |
| 2026-03-17 | $18588458.78              | $17865765.74            |
| 2026-03-18 | $20669197.39              | $15048425.91            |
| 2026-03-19 | $20877969.73              | $16803880.35            |
| 2026-03-20 | $19795340.97              | $42652612.92            |
| 2026-03-23 | $22949284.30              | $15270770.68            |
| 2026-03-24 | $20294566.33              | $27615206.59            |
| 2026-03-25 | $15847199.08              | $29216949.38            |
| 2026-03-26 | $19232213.53              | $21123420.19            |
| 2026-03-27 | $35687195.60              | $22095817.80            |
| 2026-03-30 | $16859801.67              | $19172081.75            |
| 2026-03-31 | $34679460.27              | $18594036.11            |

**Total Gross Subscriptions (Month):** $537208704.01

**Total Gross Redemptions (Month):** $511507460.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3000%           |
| 2026-03-03 | 3.3000%           |
| 2026-03-04 | 3.3000%           |
| 2026-03-05 | 3.3000%           |
| 2026-03-06 | 3.3000%           |
| 2026-03-09 | 3.2900%           |
| 2026-03-10 | 3.2900%           |
| 2026-03-11 | 3.2800%           |
| 2026-03-12 | 3.2800%           |
| 2026-03-13 | 3.2800%           |
| 2026-03-16 | 3.2800%           |
| 2026-03-17 | 3.2800%           |
| 2026-03-18 | 3.2800%           |
| 2026-03-19 | 3.2800%           |
| 2026-03-20 | 3.2800%           |
| 2026-03-23 | 3.2700%           |
| 2026-03-24 | 3.2600%           |
| 2026-03-25 | 3.2600%           |
| 2026-03-26 | 3.2700%           |
| 2026-03-27 | 3.2700%           |
| 2026-03-30 | 3.2800%           |
| 2026-03-31 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 13.4000%         | 0.0000%              |
| Broker-dealer |  | 72.7300%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $7437587.53

- **Number of Shares Outstanding:** 7437180.3170

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $18042.35                 | $359.49                 |
| 2026-03-03 | $4843.31                  | $35.13                  |
| 2026-03-04 | $2445.43                  | $162.18                 |
| 2026-03-05 | $10000.00                 | $51943.21               |
| 2026-03-06 | $80629.05                 | $14933.50               |
| 2026-03-09 | $1642.35                  | $0.00                   |
| 2026-03-10 | $2928.59                  | $45529.98               |
| 2026-03-11 | $4940.95                  | $1811.30                |
| 2026-03-13 | $0.00                     | $0.21                   |
| 2026-03-16 | $42508.98                 | $10.73                  |
| 2026-03-17 | $4997.34                  | $14122.33               |
| 2026-03-18 | $2654.36                  | $792.88                 |
| 2026-03-20 | $317.79                   | $0.00                   |
| 2026-03-24 | $1203.06                  | $9492.63                |
| 2026-03-25 | $5361.75                  | $5063.69                |
| 2026-03-26 | $208.07                   | $0.00                   |
| 2026-03-30 | $232467.13                | $0.00                   |
| 2026-03-31 | $7389.76                  | $37.13                  |

**Total Gross Subscriptions (Month):** $422580.27

**Total Gross Redemptions (Month):** $144294.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.5500%           |
| 2026-03-03 | 2.5500%           |
| 2026-03-04 | 2.5500%           |
| 2026-03-05 | 2.5500%           |
| 2026-03-06 | 2.5500%           |
| 2026-03-09 | 2.5400%           |
| 2026-03-10 | 2.5400%           |
| 2026-03-11 | 2.5300%           |
| 2026-03-12 | 2.5300%           |
| 2026-03-13 | 2.5300%           |
| 2026-03-16 | 2.5300%           |
| 2026-03-17 | 2.5300%           |
| 2026-03-18 | 2.5300%           |
| 2026-03-19 | 2.5300%           |
| 2026-03-20 | 2.5300%           |
| 2026-03-23 | 2.5200%           |
| 2026-03-24 | 2.5100%           |
| 2026-03-25 | 2.5100%           |
| 2026-03-26 | 2.5200%           |
| 2026-03-27 | 2.5200%           |
| 2026-03-30 | 2.5300%           |
| 2026-03-31 | 2.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 74.0500%         | 0.0000%              |
| Broker-dealer   |  | 17.8500%         | 0.0000%              |

### Class: Class R6 Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $516503985.68

- **Number of Shares Outstanding:** 516475706.5280

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $11432762.93              | $6097438.62             |
| 2026-03-03 | $3175021.91               | $3836102.17             |
| 2026-03-04 | $3064620.53               | $4988037.26             |
| 2026-03-05 | $2394181.01               | $550851.71              |
| 2026-03-06 | $236159.49                | $5561520.68             |
| 2026-03-09 | $2211250.91               | $3462236.67             |
| 2026-03-10 | $3663051.18               | $439495.77              |
| 2026-03-11 | $8133496.97               | $2795257.96             |
| 2026-03-12 | $846094.58                | $1328752.46             |
| 2026-03-13 | $2256317.29               | $3812650.05             |
| 2026-03-16 | $623021.22                | $2546697.36             |
| 2026-03-17 | $3148239.79               | $801836.92              |
| 2026-03-18 | $1500618.41               | $2251435.23             |
| 2026-03-19 | $1992517.39               | $3700403.99             |
| 2026-03-20 | $11380349.39              | $3908061.32             |
| 2026-03-23 | $558756.13                | $4751179.32             |
| 2026-03-24 | $2515414.16               | $3001955.07             |
| 2026-03-25 | $1100418.98               | $7069325.31             |
| 2026-03-26 | $3104351.15               | $1441222.90             |
| 2026-03-27 | $2144247.60               | $4363204.98             |
| 2026-03-30 | $7229227.81               | $4433451.34             |
| 2026-03-31 | $5887941.77               | $5654113.86             |

**Total Gross Subscriptions (Month):** $78598060.60

**Total Gross Redemptions (Month):** $76795230.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan                  |  | 16.1200%         | 0.0000%              |
| Retail investor               |  | 5.6700%          | 0.0000%              |
| Broker-dealer                 |  | 5.4400%          | 0.0000%              |
| Registered investment company |  | 8.2700%          | 0.0000%              |
| Registered investment company |  | 12.3800%         | 0.0000%              |
| Registered investment company |  | 35.5200%         | 0.0000%              |

### Class: Drexel Hamilton Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7756108728.07

- **Number of Shares Outstanding:** 7755684072.6400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2137503292.58            | $669455363.42           |
| 2026-03-03 | $690956775.00             | $1498179108.63          |
| 2026-03-04 | $717067758.27             | $1392997000.00          |
| 2026-03-05 | $704670573.96             | $362132520.32           |
| 2026-03-06 | $271134877.00             | $1121057096.17          |
| 2026-03-09 | $2963252204.33            | $568395372.00           |
| 2026-03-10 | $1307767000.00            | $1964160682.76          |
| 2026-03-11 | $1229777468.30            | $2113700000.00          |
| 2026-03-12 | $149000000.00             | $711728875.04           |
| 2026-03-13 | $916450000.00             | $378342680.66           |
| 2026-03-16 | $649873235.00             | $301699711.99           |
| 2026-03-17 | $560175615.65             | $404018341.09           |
| 2026-03-18 | $518051841.54             | $647817788.85           |
| 2026-03-19 | $77650000.00              | $1184603214.88          |
| 2026-03-20 | $299784918.00             | $221609462.79           |
| 2026-03-23 | $178893000.00             | $591386758.54           |
| 2026-03-24 | $198173425.02             | $611703114.00           |
| 2026-03-25 | $868219032.83             | $724162631.00           |
| 2026-03-26 | $283109558.32             | $1080549661.00          |
| 2026-03-27 | $4409400000.00            | $197299166.14           |
| 2026-03-30 | $771671455.00             | $1036027237.41          |
| 2026-03-31 | $963540000.00             | $2507371705.74          |

**Total Gross Subscriptions (Month):** $20866122030.80

**Total Gross Redemptions (Month):** $20288397492.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 18.0700%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.2800%          | 0.0000%              |
| Broker-dealer                                                               |  | 29.4400%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 8.8400%          | 0.0000%              |

### Class: Seelaus Class Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $4445025638.14

- **Number of Shares Outstanding:** 4444782268.1200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $115931881.18             | $159255.93              |
| 2026-03-03 | $58282078.63              | $97000017.52            |
| 2026-03-04 | $73000000.00              | $47775000.00            |
| 2026-03-05 | $53000000.00              | $102330000.00           |
| 2026-03-06 | $0.00                     | $20000000.00            |
| 2026-03-09 | $33000000.00              | $53800000.00            |
| 2026-03-10 | $67159839.57              | $73105000.00            |
| 2026-03-11 | $100000000.00             | $200317900.00           |
| 2026-03-12 | $89000000.00              | $8000000.00             |
| 2026-03-13 | $44000000.00              | $45000000.00            |
| 2026-03-16 | $15000000.00              | $127745000.00           |
| 2026-03-17 | $55000000.00              | $5000000.00             |
| 2026-03-18 | $24034899.34              | $103537082.55           |
| 2026-03-19 | $0.00                     | $58890000.00            |
| 2026-03-20 | $136000000.00             | $46000000.00            |
| 2026-03-23 | $10000000.00              | $102665000.00           |
| 2026-03-24 | $20000000.00              | $65198000.00            |
| 2026-03-25 | $12000000.00              | $45450359.00            |
| 2026-03-26 | $9435891.05               | $5000603.25             |
| 2026-03-27 | $257760000.00             | $14320236.83            |
| 2026-03-30 | $13000000.00              | $497069049.69           |
| 2026-03-31 | $126000000.00             | $35000000.00            |

**Total Gross Subscriptions (Month):** $1311604589.77

**Total Gross Redemptions (Month):** $1753362504.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 52.4900%         | 0.0000%              |
| Non-financial corporation |  | 7.0900%          | 0.0000%              |
| Non-financial corporation |  | 13.4900%         | 0.0000%              |

### Class: Loop Class Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6443920089.54

- **Number of Shares Outstanding:** 6443567277.8600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $386276347.20             | $0.00                   |
| 2026-03-03 | $1018815047.69            | $50000.01               |
| 2026-03-04 | $244622154.90             | $0.00                   |
| 2026-03-05 | $179948290.19             | $0.00                   |
| 2026-03-06 | $9065724.98               | $228306000.00           |
| 2026-03-09 | $732328856.12             | $3000000.00             |
| 2026-03-10 | $19088601.15              | $1131250000.00          |
| 2026-03-11 | $19793482.37              | $5237950000.00          |
| 2026-03-12 | $10117779.91              | $1819500000.00          |
| 2026-03-13 | $6000000.00               | $910018289.61           |
| 2026-03-16 | $175434395.18             | $192500000.00           |
| 2026-03-17 | $6667787.01               | $64350000.00            |
| 2026-03-18 | $466393923.03             | $0.00                   |
| 2026-03-19 | $206602724.86             | $590500000.00           |
| 2026-03-20 | $581624344.38             | $1537350000.00          |
| 2026-03-23 | $119200000.00             | $106267745.51           |
| 2026-03-24 | $10408233.54              | $17320000.00            |
| 2026-03-25 | $70200000.00              | $2109550.88             |
| 2026-03-26 | $77580119.57              | $554125000.00           |
| 2026-03-27 | $60871616.67              | $921250000.00           |
| 2026-03-30 | $151686833.71             | $99713122.26            |
| 2026-03-31 | $739577552.44             | $404000000.00           |

**Total Gross Subscriptions (Month):** $5292303814.90

**Total Gross Redemptions (Month):** $13819559708.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 35.8400%         | 0.0000%              |
| Non-financial corporation |  | 36.2100%         | 0.0000%              |
| Non-financial corporation |  | 7.8400%          | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $139105956.50

- **Number of Shares Outstanding:** 139098340.3030

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $530637.36                | $1298182.68             |
| 2026-03-03 | $265066.02                | $80368.75               |
| 2026-03-04 | $45000.00                 | $98422.39               |
| 2026-03-05 | $92952.82                 | $94915.20               |
| 2026-03-06 | $240.02                   | $548537.18              |
| 2026-03-09 | $11977607.33              | $22822.42               |
| 2026-03-10 | $0.00                     | $128024.52              |
| 2026-03-11 | $42500.00                 | $91881.33               |
| 2026-03-12 | $67150.38                 | $1679179.62             |
| 2026-03-13 | $57509.04                 | $217915.44              |
| 2026-03-16 | $157100.00                | $49837.20               |
| 2026-03-17 | $37102.94                 | $392794.75              |
| 2026-03-18 | $362700.00                | $100939.56              |
| 2026-03-19 | $21446977.81              | $134886.78              |
| 2026-03-20 | $312263.36                | $67239.39               |
| 2026-03-23 | $1346288.00               | $149318.10              |
| 2026-03-24 | $25150.68                 | $113610.65              |
| 2026-03-25 | $2975497.36               | $103768.78              |
| 2026-03-26 | $109161.03                | $102625.96              |
| 2026-03-27 | $3965847.22               | $120676.24              |
| 2026-03-30 | $0.00                     | $177650.51              |
| 2026-03-31 | $1904925.97               | $92181.69               |

**Total Gross Subscriptions (Month):** $45721677.34

**Total Gross Redemptions (Month):** $5865779.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5500%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5300%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5300%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LS2, C.4 - ISIN: US3130B2LS24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $375950134.69
- **C.18.a - Value (excl. sponsor support):** $375950134.69
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $493938972.28
- **C.18.a - Value (excl. sponsor support):** $493938972.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $220972450.05
- **C.18.a - Value (excl. sponsor support):** $220972450.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FQ9, C.4 - ISIN: US3130B4FQ97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $351974443.36
- **C.18.a - Value (excl. sponsor support):** $351974443.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $480397290.66
- **C.18.a - Value (excl. sponsor support):** $480397290.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D70, C.4 - ISIN: US3130B5D701, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288097483.42
- **C.18.a - Value (excl. sponsor support):** $288097483.42
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288086415.11
- **C.18.a - Value (excl. sponsor support):** $288086415.11
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $144639929.86
- **C.18.a - Value (excl. sponsor support):** $144639929.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZG4, C.4 - ISIN: US3130B6ZG44, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $287056221.16
- **C.18.a - Value (excl. sponsor support):** $287056221.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $143400167.26
- **C.18.a - Value (excl. sponsor support):** $143400167.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $57417917.25
- **C.18.a - Value (excl. sponsor support):** $57417917.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $669863052.32
- **C.18.a - Value (excl. sponsor support):** $669863052.32
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MN9, C.4 - ISIN: US3130B8MN97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $960340104.89
- **C.18.a - Value (excl. sponsor support):** $960340104.89
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MT6, C.4 - ISIN: US3130B8MT67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $960340575.47
- **C.18.a - Value (excl. sponsor support):** $960340575.47
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240054581.85
- **C.18.a - Value (excl. sponsor support):** $240054581.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9C32, C.4 - ISIN: US3130B9C325, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $481702880.33
- **C.18.a - Value (excl. sponsor support):** $481702880.33
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CL2, C.4 - ISIN: US3130B9CL25, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $124968574.09
- **C.18.a - Value (excl. sponsor support):** $124968574.09
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CZ1, C.4 - ISIN: US3130B9CZ11, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $271135886.81
- **C.18.a - Value (excl. sponsor support):** $271135886.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $115353845.30
- **C.18.a - Value (excl. sponsor support):** $115353845.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DV9, C.4 - ISIN: US3130B9DV97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $61504288.39
- **C.18.a - Value (excl. sponsor support):** $61504288.39
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EU0, C.4 - ISIN: US3130B9EU06, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240306513.10
- **C.18.a - Value (excl. sponsor support):** $240306513.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $675983458.28
- **C.18.a - Value (excl. sponsor support):** $675983458.28
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48018826.39
- **C.18.a - Value (excl. sponsor support):** $48018826.39
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9M56, C.4 - ISIN: US3130B9M563, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $493473023.12
- **C.18.a - Value (excl. sponsor support):** $493473023.12
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-18
- **C.13 - Final Legal Maturity Date:** 2028-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9M64, C.4 - ISIN: US3130B9M647, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $986948401.02
- **C.18.a - Value (excl. sponsor support):** $986948401.02
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9XB1, C.4 - ISIN: US3130B9XB14, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $188589932.11
- **C.18.a - Value (excl. sponsor support):** $188589932.11
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9XC9, C.4 - ISIN: US3130B9XC96, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $235734776.05
- **C.18.a - Value (excl. sponsor support):** $235734776.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42333499.80
- **C.18.a - Value (excl. sponsor support):** $42333499.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $614880805.00
- **C.18.a - Value (excl. sponsor support):** $614880805.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $182668009.31
- **C.18.a - Value (excl. sponsor support):** $182668009.31
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $220198973.81
- **C.18.a - Value (excl. sponsor support):** $220198973.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D29, C.4 - ISIN: US313385D297, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $434619614.49
- **C.18.a - Value (excl. sponsor support):** $434619614.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $220063155.58
- **C.18.a - Value (excl. sponsor support):** $220063155.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $682473652.11
- **C.18.a - Value (excl. sponsor support):** $682473652.11
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27, C.4 - ISIN: US313385F276, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $560170864.33
- **C.18.a - Value (excl. sponsor support):** $560170864.33
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.4 - ISIN: US313385G670, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1349914901.36
- **C.18.a - Value (excl. sponsor support):** $1349914901.36
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H58, C.4 - ISIN: US313385H587, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $449652436.67
- **C.18.a - Value (excl. sponsor support):** $449652436.67
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H66, C.4 - ISIN: US313385H660, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $449606833.81
- **C.18.a - Value (excl. sponsor support):** $449606833.81
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $929105560.16
- **C.18.a - Value (excl. sponsor support):** $929105560.16
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J72, C.4 - ISIN: US313385J724, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $188220737.30
- **C.18.a - Value (excl. sponsor support):** $188220737.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K47, C.4 - ISIN: US313385K474, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $329220567.45
- **C.18.a - Value (excl. sponsor support):** $329220567.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VY9, C.4 - ISIN: US313385VY98, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $621281501.09
- **C.18.a - Value (excl. sponsor support):** $621281501.09
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $293397617.34
- **C.18.a - Value (excl. sponsor support):** $293397617.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $92599247.43
- **C.18.a - Value (excl. sponsor support):** $92599247.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1617631662.73
- **C.18.a - Value (excl. sponsor support):** $1617631662.73
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XJ0, C.4 - ISIN: US313385XJ04, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $234939571.78
- **C.18.a - Value (excl. sponsor support):** $234939571.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $284853407.49
- **C.18.a - Value (excl. sponsor support):** $284853407.49
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XR2, C.4 - ISIN: US313385XR20, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $564407187.51
- **C.18.a - Value (excl. sponsor support):** $564407187.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $384838347.97
- **C.18.a - Value (excl. sponsor support):** $384838347.97
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $515021725.98
- **C.18.a - Value (excl. sponsor support):** $515021725.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XZ4, C.4 - ISIN: US313385XZ46, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $117284321.58
- **C.18.a - Value (excl. sponsor support):** $117284321.58
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $184891664.16
- **C.18.a - Value (excl. sponsor support):** $184891664.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZQ2, C.4 - ISIN: US313385ZQ29, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $843134928.00
- **C.18.a - Value (excl. sponsor support):** $843134928.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $304368328.90
- **C.18.a - Value (excl. sponsor support):** $304368328.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZW9, C.4 - ISIN: US313385ZW96, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $233841718.80
- **C.18.a - Value (excl. sponsor support):** $233841718.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $47220472.00
- **C.18.a - Value (excl. sponsor support):** $47220472.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397A50, C.4 - ISIN: US313397A504, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $439017630.18
- **C.18.a - Value (excl. sponsor support):** $439017630.18
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397D99, C.4 - ISIN: US313397D995, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $581331174.66
- **C.18.a - Value (excl. sponsor support):** $581331174.66
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397ZQ7, C.4 - ISIN: US313397ZQ74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $234302092.80
- **C.18.a - Value (excl. sponsor support):** $234302092.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $134523882.07
- **C.18.a - Value (excl. sponsor support):** $134523882.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46131124.37
- **C.18.a - Value (excl. sponsor support):** $46131124.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76845162.40
- **C.18.a - Value (excl. sponsor support):** $76845162.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465830275.36
- **C.18.a - Value (excl. sponsor support):** $465830275.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168251983.50
- **C.18.a - Value (excl. sponsor support):** $168251983.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212225309.20
- **C.18.a - Value (excl. sponsor support):** $212225309.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $338993752.50
- **C.18.a - Value (excl. sponsor support):** $338993752.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $540279260.27
- **C.18.a - Value (excl. sponsor support):** $540279260.27
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDD0, C.4 - ISIN: US3133ERDD09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142396845.84
- **C.18.a - Value (excl. sponsor support):** $142396845.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120602138.92
- **C.18.a - Value (excl. sponsor support):** $120602138.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38106045.82
- **C.18.a - Value (excl. sponsor support):** $38106045.82
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99052466.53
- **C.18.a - Value (excl. sponsor support):** $99052466.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154035479.36
- **C.18.a - Value (excl. sponsor support):** $154035479.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123262223.16
- **C.18.a - Value (excl. sponsor support):** $123262223.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMS7, C.4 - ISIN: US3133ERMS76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245551459.40
- **C.18.a - Value (excl. sponsor support):** $245551459.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45534148.14
- **C.18.a - Value (excl. sponsor support):** $45534148.14
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207174636.50
- **C.18.a - Value (excl. sponsor support):** $207174636.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142065310.07
- **C.18.a - Value (excl. sponsor support):** $142065310.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155072044.65
- **C.18.a - Value (excl. sponsor support):** $155072044.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $91900689.17
- **C.18.a - Value (excl. sponsor support):** $91900689.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSX0, C.4 - ISIN: US3133ERSX08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133289369.47
- **C.18.a - Value (excl. sponsor support):** $133289369.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTH4, C.4 - ISIN: US3133ERTH49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $132216464.77
- **C.18.a - Value (excl. sponsor support):** $132216464.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $266537602.35
- **C.18.a - Value (excl. sponsor support):** $266537602.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $351704225.05
- **C.18.a - Value (excl. sponsor support):** $351704225.05
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340804532.17
- **C.18.a - Value (excl. sponsor support):** $340804532.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33651369.49
- **C.18.a - Value (excl. sponsor support):** $33651369.49
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158488660.09
- **C.18.a - Value (excl. sponsor support):** $158488660.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $321017494.63
- **C.18.a - Value (excl. sponsor support):** $321017494.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1007495031.09
- **C.18.a - Value (excl. sponsor support):** $1007495031.09
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFM4, C.4 - ISIN: US3133ETFM46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325659353.69
- **C.18.a - Value (excl. sponsor support):** $325659353.69
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFT9, C.4 - ISIN: US3133ETFT98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $479965272.00
- **C.18.a - Value (excl. sponsor support):** $479965272.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGQ4, C.4 - ISIN: US3133ETGQ41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81310983.25
- **C.18.a - Value (excl. sponsor support):** $81310983.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $310500763.93
- **C.18.a - Value (excl. sponsor support):** $310500763.93
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.853429%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $182338037.71
- **C.18.a - Value (excl. sponsor support):** $182338037.71
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996590.40
- **C.18.a - Value (excl. sponsor support):** $79996590.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170023687.80
- **C.18.a - Value (excl. sponsor support):** $170023687.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38413417.64
- **C.18.a - Value (excl. sponsor support):** $38413417.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.665002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76828061.46
- **C.18.a - Value (excl. sponsor support):** $76828061.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76824993.72
- **C.18.a - Value (excl. sponsor support):** $76824993.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.843428%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX93, C.4 - ISIN: US3133ETX930, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72017000.00
- **C.18.a - Value (excl. sponsor support):** $72017000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-24
- **C.13 - Final Legal Maturity Date:** 2027-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185448359.18
- **C.18.a - Value (excl. sponsor support):** $185448359.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBG4, C.4 - ISIN: US3133EWBG43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418705150.03
- **C.18.a - Value (excl. sponsor support):** $418705150.03
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-28
- **C.13 - Final Legal Maturity Date:** 2027-06-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBN9, C.4 - ISIN: US3133EWBN93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $136545182.78
- **C.18.a - Value (excl. sponsor support):** $136545182.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-29
- **C.13 - Final Legal Maturity Date:** 2027-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBP4, C.4 - ISIN: US3133EWBP42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71369120.01
- **C.18.a - Value (excl. sponsor support):** $71369120.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214585805.48
- **C.18.a - Value (excl. sponsor support):** $214585805.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151161059.77
- **C.18.a - Value (excl. sponsor support):** $151161059.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCA6, C.4 - ISIN: US3133EWCA63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57688965.04
- **C.18.a - Value (excl. sponsor support):** $57688965.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCB4, C.4 - ISIN: US3133EWCB47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19219772.05
- **C.18.a - Value (excl. sponsor support):** $19219772.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165216823.40
- **C.18.a - Value (excl. sponsor support):** $165216823.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCJ7, C.4 - ISIN: US3133EWCJ72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29080625.15
- **C.18.a - Value (excl. sponsor support):** $29080625.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCK4, C.4 - ISIN: US3133EWCK46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $252031148.91
- **C.18.a - Value (excl. sponsor support):** $252031148.91
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCQ1, C.4 - ISIN: US3133EWCQ16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86289422.60
- **C.18.a - Value (excl. sponsor support):** $86289422.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67098439.25
- **C.18.a - Value (excl. sponsor support):** $67098439.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCW8, C.4 - ISIN: US3133EWCW83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144158370.99
- **C.18.a - Value (excl. sponsor support):** $144158370.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDD9, C.4 - ISIN: US3133EWDD93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259371350.39
- **C.18.a - Value (excl. sponsor support):** $259371350.39
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-13
- **C.13 - Final Legal Maturity Date:** 2027-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129962212.98
- **C.18.a - Value (excl. sponsor support):** $129962212.98
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100708701.85
- **C.18.a - Value (excl. sponsor support):** $100708701.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $187207214.59
- **C.18.a - Value (excl. sponsor support):** $187207214.59
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96006000.00
- **C.18.a - Value (excl. sponsor support):** $96006000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43209128.45
- **C.18.a - Value (excl. sponsor support):** $43209128.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29151790.40
- **C.18.a - Value (excl. sponsor support):** $29151790.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.758429%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHJ2, C.4 - ISIN: US3133EWHJ28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86065340.73
- **C.18.a - Value (excl. sponsor support):** $86065340.73
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHU7, C.4 - ISIN: US3133EWHU72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $218006504.47
- **C.18.a - Value (excl. sponsor support):** $218006504.47
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-19
- **C.13 - Final Legal Maturity Date:** 2027-10-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86065617.87
- **C.18.a - Value (excl. sponsor support):** $86065617.87
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $404958516.55
- **C.18.a - Value (excl. sponsor support):** $404958516.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $229796028.57
- **C.18.a - Value (excl. sponsor support):** $229796028.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.769999%
- **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):** $157719079.08
- **C.18.a - Value (excl. sponsor support):** $157719079.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $725794258.69
- **C.18.a - Value (excl. sponsor support):** $725794258.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.769999%
- **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):** $1063877371.55
- **C.18.a - Value (excl. sponsor support):** $1063877371.55
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.769999%
- **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):** $1058616808.17
- **C.18.a - Value (excl. sponsor support):** $1058616808.17
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1949831052.00
- **C.18.a - Value (excl. sponsor support):** $1949831052.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710002%
- **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):** $996333323.82
- **C.18.a - Value (excl. sponsor support):** $996333323.82
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589WN9, C.4 - ISIN: US313589WN94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1538334660.85
- **C.18.a - Value (excl. sponsor support):** $1538334660.85
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $125251620.33
- **C.18.a - Value (excl. sponsor support):** $125251620.33
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $987679249.62
- **C.18.a - Value (excl. sponsor support):** $987679249.62
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $863689510.27
- **C.18.a - Value (excl. sponsor support):** $863689510.27
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1084972178.98
- **C.18.a - Value (excl. sponsor support):** $1084972178.98
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1082994200.69
- **C.18.a - Value (excl. sponsor support):** $1082994200.69
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433604, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6244336047791563NO
- **C.18 - Value (incl. sponsor support):** $241075000.00
- **C.18.a - Value (excl. sponsor support):** $241075000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $241075000.00      | $245896500.00      | U.S. Treasuries (including strips) |

### Security 139: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433606, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6244336067791564NO
- **C.18 - Value (incl. sponsor support):** $442600000.00
- **C.18.a - Value (excl. sponsor support):** $442600000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $442600000.00      | $451452000.00      | U.S. Treasuries (including strips) |

### Security 140: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433614, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244336147791561PR
- **C.18 - Value (incl. sponsor support):** $4020000.00
- **C.18.a - Value (excl. sponsor support):** $4020000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $4020000.00        | $4100400.00        | U.S. Treasuries (including strips) |

### Security 141: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433616, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433616779156SPR
- **C.18 - Value (incl. sponsor support):** $81250000.00
- **C.18.a - Value (excl. sponsor support):** $81250000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $81250000.00       | $82875000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433618, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433618779156LPR
- **C.18 - Value (incl. sponsor support):** $29000000.00
- **C.18.a - Value (excl. sponsor support):** $29000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $29000000.00       | $29580000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433620, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433620779156GPR
- **C.18 - Value (incl. sponsor support):** $18945000.00
- **C.18.a - Value (excl. sponsor support):** $18945000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $18945000.00       | $19323900.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433622, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433622779156HPR
- **C.18 - Value (incl. sponsor support):** $21000000.00
- **C.18.a - Value (excl. sponsor support):** $21000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $21000000.00       | $21420000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433624, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433624779156BPR
- **C.18 - Value (incl. sponsor support):** $5737500.00
- **C.18.a - Value (excl. sponsor support):** $5737500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

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

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433638, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433638779156APR
- **C.18 - Value (incl. sponsor support):** $5291250.00
- **C.18.a - Value (excl. sponsor support):** $5291250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $5291250.00        | $5397075.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433652, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433652779156QPR
- **C.18 - Value (incl. sponsor support):** $42937500.00
- **C.18.a - Value (excl. sponsor support):** $42937500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $42937500.00       | $43796250.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433654, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433654779156EPR
- **C.18 - Value (incl. sponsor support):** $15295000.00
- **C.18.a - Value (excl. sponsor support):** $15295000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $15295000.00       | $15600900.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433670, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433670779156PPR
- **C.18 - Value (incl. sponsor support):** $40875000.00
- **C.18.a - Value (excl. sponsor support):** $40875000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $40875000.00       | $41692500.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433680, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433680779156FPR
- **C.18 - Value (incl. sponsor support):** $18108750.00
- **C.18.a - Value (excl. sponsor support):** $18108750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

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

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433684, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433684779156RPR
- **C.18 - Value (incl. sponsor support):** $48500000.00
- **C.18.a - Value (excl. sponsor support):** $48500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $48500000.00       | $49470000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433686, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244336867791569PR
- **C.18 - Value (incl. sponsor support):** $4891250.00
- **C.18.a - Value (excl. sponsor support):** $4891250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $4891250.00        | $4989075.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433691, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433691779156MPR
- **C.18 - Value (incl. sponsor support):** $31375000.00
- **C.18.a - Value (excl. sponsor support):** $31375000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $31375000.00       | $32002500.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433693, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244336937791567PR
- **C.18 - Value (incl. sponsor support):** $4643125.00
- **C.18.a - Value (excl. sponsor support):** $4643125.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $4643125.00        | $4735987.50        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433697, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433697779156OPR
- **C.18 - Value (incl. sponsor support):** $40156250.00
- **C.18.a - Value (excl. sponsor support):** $40156250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $40156250.00       | $40959375.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433699, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244336997791566PR
- **C.18 - Value (incl. sponsor support):** $4573125.00
- **C.18.a - Value (excl. sponsor support):** $4573125.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

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

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433703, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433703779156TPR
- **C.18 - Value (incl. sponsor support):** $146250000.00
- **C.18.a - Value (excl. sponsor support):** $146250000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $146250000.00      | $149175000.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433705, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433705779156IPR
- **C.18 - Value (incl. sponsor support):** $23562500.00
- **C.18.a - Value (excl. sponsor support):** $23562500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $23562500.00       | $24033750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433709, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433709779156NPR
- **C.18 - Value (incl. sponsor support):** $31755000.00
- **C.18.a - Value (excl. sponsor support):** $31755000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $31755000.00       | $32390100.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433714, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244337147791563PR
- **C.18 - Value (incl. sponsor support):** $4357500.00
- **C.18.a - Value (excl. sponsor support):** $4357500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $4357500.00        | $4444650.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433716, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433716779156KPR
- **C.18 - Value (incl. sponsor support):** $27706250.00
- **C.18.a - Value (excl. sponsor support):** $27706250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $27706250.00       | $28260375.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433718, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244337187791564PR
- **C.18 - Value (incl. sponsor support):** $4425000.00
- **C.18.a - Value (excl. sponsor support):** $4425000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $4425000.00        | $4513500.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433768, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244337687791568PR
- **C.18 - Value (incl. sponsor support):** $4807500.00
- **C.18.a - Value (excl. sponsor support):** $4807500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $4807500.00        | $4903650.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433776, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433776779156DPR
- **C.18 - Value (incl. sponsor support):** $15187500.00
- **C.18.a - Value (excl. sponsor support):** $15187500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $15187500.00       | $15491250.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433780, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433780779156CPR
- **C.18 - Value (incl. sponsor support):** $13125000.00
- **C.18.a - Value (excl. sponsor support):** $13125000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $13125000.00       | $13387500.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433788, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244337887791565PR
- **C.18 - Value (incl. sponsor support):** $4436250.00
- **C.18.a - Value (excl. sponsor support):** $4436250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $4436250.00        | $4524975.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433815, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 624433815779156JPR
- **C.18 - Value (incl. sponsor support):** $25300000.00
- **C.18.a - Value (excl. sponsor support):** $25300000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $25300000.00       | $25806000.00       | U.S. Treasuries (including strips) |

### Security 168: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433881, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6244338817791564DA
- **C.18 - Value (incl. sponsor support):** $337171568.62
- **C.18.a - Value (excl. sponsor support):** $337171568.62
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $337171568.60      | $343915000.00      | U.S. Treasuries (including strips) |

### Security 169: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433883, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6244338837791562DA
- **C.18 - Value (incl. sponsor support):** $133507352.94
- **C.18.a - Value (excl. sponsor support):** $133507352.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $133507352.90      | $136177500.00      | U.S. Treasuries (including strips) |

### Security 170: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433885, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6244338857791563DA
- **C.18 - Value (incl. sponsor support):** $292037990.20
- **C.18.a - Value (excl. sponsor support):** $292037990.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $292037990.20      | $297878750.00      | U.S. Treasuries (including strips) |

### Security 171: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433891, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6244338917791565DA
- **C.18 - Value (incl. sponsor support):** $377318627.44
- **C.18.a - Value (excl. sponsor support):** $377318627.44
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $377318627.40      | $384865000.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433928, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6244339287791561DA
- **C.18 - Value (incl. sponsor support):** $38378676.47
- **C.18.a - Value (excl. sponsor support):** $38378676.47
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $38378676.47       | $39146250.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624433930, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6244339307791566DA
- **C.18 - Value (incl. sponsor support):** $387254901.96
- **C.18.a - Value (excl. sponsor support):** $387254901.96
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $387254902.00      | $395000000.00      | U.S. Treasuries (including strips) |

### Security 174: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 624443504, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6244435047791562PR
- **C.18 - Value (incl. sponsor support):** $4046000.00
- **C.18.a - Value (excl. sponsor support):** $4046000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4046000.00        | $4126920.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532E6, C.4 - ISIN: US6903532E65, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1442307.63
- **C.18.a - Value (excl. sponsor support):** $1442307.63
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $28800000.00
- **C.18.a - Value (excl. sponsor support):** $28800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2875603.98
- **C.18.a - Value (excl. sponsor support):** $2875603.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5357141.22
- **C.18.a - Value (excl. sponsor support):** $5357141.22
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2415000.00
- **C.18.a - Value (excl. sponsor support):** $2415000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19000000.51
- **C.18.a - Value (excl. sponsor support):** $19000000.51
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2499999.29
- **C.18.a - Value (excl. sponsor support):** $2499999.29
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2999999.11
- **C.18.a - Value (excl. sponsor support):** $2999999.11
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2497560.95
- **C.18.a - Value (excl. sponsor support):** $2497560.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1874999.99
- **C.18.a - Value (excl. sponsor support):** $1874999.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $16046513.16
- **C.18.a - Value (excl. sponsor support):** $16046513.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7333333.08
- **C.18.a - Value (excl. sponsor support):** $7333333.08
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2833333.60
- **C.18.a - Value (excl. sponsor support):** $2833333.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4141285.01
- **C.18.a - Value (excl. sponsor support):** $4141285.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10178580.02
- **C.18.a - Value (excl. sponsor support):** $10178580.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6985300.01
- **C.18.a - Value (excl. sponsor support):** $6985300.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $22279245.40
- **C.18.a - Value (excl. sponsor support):** $22279245.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21032750.37
- **C.18.a - Value (excl. sponsor support):** $21032750.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2868205.12
- **C.18.a - Value (excl. sponsor support):** $2868205.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L21, C.4 - ISIN: US690353L218, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $16434606.05
- **C.18.a - Value (excl. sponsor support):** $16434606.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L62, C.4 - ISIN: US690353L622, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2616975.57
- **C.18.a - Value (excl. sponsor support):** $2616975.57
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353M46, C.4 - ISIN: US690353M463, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2198259.41
- **C.18.a - Value (excl. sponsor support):** $2198259.41
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353N52, C.4 - ISIN: US690353N529, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7850926.46
- **C.18.a - Value (excl. sponsor support):** $7850926.46
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $23107825.90
- **C.18.a - Value (excl. sponsor support):** $23107825.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q67, C.4 - ISIN: US690353Q670, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2850933.09
- **C.18.a - Value (excl. sponsor support):** $2850933.09
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5990600.00
- **C.18.a - Value (excl. sponsor support):** $5990600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T72, C.4 - ISIN: US690353T724, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3230768.42
- **C.18.a - Value (excl. sponsor support):** $3230768.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6569114.50
- **C.18.a - Value (excl. sponsor support):** $6569114.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7900000.00
- **C.18.a - Value (excl. sponsor support):** $7900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3648820.00
- **C.18.a - Value (excl. sponsor support):** $3648820.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6336665.01
- **C.18.a - Value (excl. sponsor support):** $6336665.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.850002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12807693.35
- **C.18.a - Value (excl. sponsor support):** $12807693.35
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58053063.66
- **C.18.a - Value (excl. sponsor support):** $58053063.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1271911231.28
- **C.18.a - Value (excl. sponsor support):** $1271911231.28
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690944488.71
- **C.18.a - Value (excl. sponsor support):** $690944488.71
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $285106724.24
- **C.18.a - Value (excl. sponsor support):** $285106724.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1547805036.34
- **C.18.a - Value (excl. sponsor support):** $1547805036.34
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2825122500.98
- **C.18.a - Value (excl. sponsor support):** $2825122500.98
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2357764346.64
- **C.18.a - Value (excl. sponsor support):** $2357764346.64
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230911729.27
- **C.18.a - Value (excl. sponsor support):** $230911729.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $915956586.40
- **C.18.a - Value (excl. sponsor support):** $915956586.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7149117084.85
- **C.18.a - Value (excl. sponsor support):** $7149117084.85
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $736818461.41
- **C.18.a - Value (excl. sponsor support):** $736818461.41
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $427535835.44
- **C.18.a - Value (excl. sponsor support):** $427535835.44
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $748246923.12
- **C.18.a - Value (excl. sponsor support):** $748246923.12
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $378515674.06
- **C.18.a - Value (excl. sponsor support):** $378515674.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15782818.52
- **C.18.a - Value (excl. sponsor support):** $15782818.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1044704273.31
- **C.18.a - Value (excl. sponsor support):** $1044704273.31
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298708409.47
- **C.18.a - Value (excl. sponsor support):** $298708409.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27194649.03
- **C.18.a - Value (excl. sponsor support):** $27194649.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1574299355.80
- **C.18.a - Value (excl. sponsor support):** $1574299355.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1430879700.69
- **C.18.a - Value (excl. sponsor support):** $1430879700.69
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1319566222.81
- **C.18.a - Value (excl. sponsor support):** $1319566222.81
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2759642704.98
- **C.18.a - Value (excl. sponsor support):** $2759642704.98
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1599096586.53
- **C.18.a - Value (excl. sponsor support):** $1599096586.53
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $950413634.88
- **C.18.a - Value (excl. sponsor support):** $950413634.88
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $725604689.33
- **C.18.a - Value (excl. sponsor support):** $725604689.33
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.4 - ISIN: US912828V988, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243200177.93
- **C.18.a - Value (excl. sponsor support):** $243200177.93
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $213616073.12
- **C.18.a - Value (excl. sponsor support):** $213616073.12
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195687126.54
- **C.18.a - Value (excl. sponsor support):** $195687126.54
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265659810.52
- **C.18.a - Value (excl. sponsor support):** $265659810.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133526013.94
- **C.18.a - Value (excl. sponsor support):** $133526013.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $218809382.67
- **C.18.a - Value (excl. sponsor support):** $218809382.67
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZN3, C.4 - ISIN: US912828ZN34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $363183693.97
- **C.18.a - Value (excl. sponsor support):** $363183693.97
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $901010378.21
- **C.18.a - Value (excl. sponsor support):** $901010378.21
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10886045.95
- **C.18.a - Value (excl. sponsor support):** $10886045.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $981410498.66
- **C.18.a - Value (excl. sponsor support):** $981410498.66
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61515629.85
- **C.18.a - Value (excl. sponsor support):** $61515629.85
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1468030298.24
- **C.18.a - Value (excl. sponsor support):** $1468030298.24
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1773939429.61
- **C.18.a - Value (excl. sponsor support):** $1773939429.61
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1040857634.29
- **C.18.a - Value (excl. sponsor support):** $1040857634.29
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139515659.46
- **C.18.a - Value (excl. sponsor support):** $139515659.46
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $272410301.58
- **C.18.a - Value (excl. sponsor support):** $272410301.58
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102565815.03
- **C.18.a - Value (excl. sponsor support):** $102565815.03
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $169450003.11
- **C.18.a - Value (excl. sponsor support):** $169450003.11
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **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):** $192522854.18
- **C.18.a - Value (excl. sponsor support):** $192522854.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.835429%
- **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):** $166497765.02
- **C.18.a - Value (excl. sponsor support):** $166497765.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $486577243.38
- **C.18.a - Value (excl. sponsor support):** $486577243.38
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53905991.75
- **C.18.a - Value (excl. sponsor support):** $53905991.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1423487557.61
- **C.18.a - Value (excl. sponsor support):** $1423487557.61
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.858430%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1955511985.50
- **C.18.a - Value (excl. sponsor support):** $1955511985.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $872617942.84
- **C.18.a - Value (excl. sponsor support):** $872617942.84
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $941376938.67
- **C.18.a - Value (excl. sponsor support):** $941376938.67
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $214526679.80
- **C.18.a - Value (excl. sponsor support):** $214526679.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.751430%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $451584713.56
- **C.18.a - Value (excl. sponsor support):** $451584713.56
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2692507512.96
- **C.18.a - Value (excl. sponsor support):** $2692507512.96
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3419436463.19
- **C.18.a - Value (excl. sponsor support):** $3419436463.19
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.813430%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6979412153.57
- **C.18.a - Value (excl. sponsor support):** $6979412153.57
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $352464963.82
- **C.18.a - Value (excl. sponsor support):** $352464963.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.812432%
- **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):** $2806947182.26
- **C.18.a - Value (excl. sponsor support):** $2806947182.26
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.843432%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $758423330.78
- **C.18.a - Value (excl. sponsor support):** $758423330.78
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.752431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2496565672.88
- **C.18.a - Value (excl. sponsor support):** $2496565672.88
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR053BE7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR053BE77791561BA
- **C.18 - Value (incl. sponsor support):** $493999407.20
- **C.18.a - Value (excl. sponsor support):** $493999407.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 2.5000%  | 0.0000% | $100000000.00      | $15955202.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.0000%  | 0.0000% | $79616269.00       | $14583923.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $24449545.00       | $14651949.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $25000000.00       | $15587678.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $24538245.00       | $15293602.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $17823603.00       | $15712606.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 2.0000%  | 0.0000% | $84969716.00       | $14252948.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $17255116.00       | $14785914.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $15772723.00       | $14523886.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $14428520.00       | $13992905.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $10157502.00       | $5884083.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $18668912.00       | $13741425.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $18500000.00       | $14555199.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $19174867.00       | $14276663.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $15328247.00       | $15164567.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $14729682.00       | $14951619.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $16138131.00       | $13929982.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $20000000.00       | $16014711.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 1.5000%  | 0.0000% | $22552559.00       | $15346361.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $14399040.00       | $13879687.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $19626324.00       | $14752109.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $21704666.00       | $16280085.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $14781700.00       | $13879707.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.0000%  | 0.0000% | $15124577.00       | $14729426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 5.0000%  | 0.0000% | $15458873.00       | $15617120.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $16403303.00       | $16527941.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $17215024.00       | $15516732.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $15000000.00       | $13759696.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $11334758.00       | $11153066.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $15466686.00       | $14930110.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $16075185.00       | $14141760.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $15352041.00       | $15042430.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $15486617.00       | $15643691.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $14022136.00       | $14115240.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $15249796.00       | $15645976.00       | Agency Mortgage-Backed Securities |

### Security 269: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD779156HSB
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $42345000.00       | $24713897.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $15509100.00       | $8324308.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $20983500.00       | $10620463.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $1124700.00        | $536076.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $51433000.00       | $21065105.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $35704200.00       | $14017576.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $1000200.00        | $371996.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $20830700.00       | $6535820.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $54758300.00       | $16953608.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $66832600.00       | $19953140.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $186067000.00      | $51021060.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $106678600.00      | $26866792.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $3750000.00        | $1562081.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $1103000.00        | $1007700.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $5550000.00        | $3839851.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $22201600.00       | $21848074.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $50300.00          | $50732.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $99275200.00       | $116689078.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $301400.00         | $296786.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $8376400.00        | $8375897.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $13790000.00       | $15492843.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $87656100.00       | $88235644.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $24354800.00       | $24424338.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $15300100.00       | $15558678.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $24543400.00       | $24881132.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $117643800.00      | $122978907.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $5274900.00        | $5379909.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $20489800.00       | $20798657.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $24040300.00       | $24365522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $15034800.00       | $15136384.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $32605400.00       | $32673435.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $49893734.00       | $33506586.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $54650716.00       | $47918786.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $30089789.00       | $24760948.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $44944998.00       | $27058822.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $41246556.00       | $24470344.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $4941005.00        | $2300937.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $35122995.00       | $14701292.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $13552988.00       | $5506430.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $22833644.00       | $9027167.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $32935404.00       | $11971855.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $18151526.00       | $6177763.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $35312996.00       | $10741719.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $22423593.00       | $6664606.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $39687823.00       | $10936099.00       | U.S. Treasuries (including strips) |

### Security 270: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055C27, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: TPR055C277791561HS
- **C.18 - Value (incl. sponsor support):** $1424000000.00
- **C.18.a - Value (excl. sponsor support):** $1424000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $34304400.00       | $33678825.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $39732700.00       | $39588192.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $6628700.00        | $6906056.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1929400.00        | $4187943.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $15976400.00       | $16345408.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $709900.00         | $706161.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $28500000.00       | $21950657.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $42885404.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $7800000.00        | $6865454.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7764357.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $10300000.00       | $7245810.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1136100.00        | $846677.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1200000.00        | $919639.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $38310000.00       | $26511427.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $15000000.00       | $10434994.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $751000.00         | $490897.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $470500.00         | $450453.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $18843000.00       | $14198007.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $21790000.00       | $15474878.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $8232200.00        | $6091379.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $4700000.00        | $4457871.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $28000000.00       | $25657140.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $38300000.00       | $22372483.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $5399900.00        | $3370587.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $4900000.00        | $4466349.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $3880900.00        | $3689646.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $7868100.00        | $7709326.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $24800000.00       | $32996787.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $9289000.00        | $9117755.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $13320700.00       | $17449447.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $15000000.00       | $19223942.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $5000000.00        | $4853123.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $20500000.00       | $25379669.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $18200000.00       | $21991415.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $24516000.00       | $21521871.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $28820000.00       | $27499009.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $29666800.00       | $29588217.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $30000000.00       | $26076670.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $26900000.00       | $26488181.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $22300000.00       | $25561066.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $8704800.00        | $8813934.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $22235000.00       | $24346758.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $12000000.00       | $12115804.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $14288800.00       | $14692959.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $31000000.00       | $31340111.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $10000000.00       | $10150402.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $4890800.00        | $5095583.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $9000000.00        | $9217747.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $14973000.00       | $15314660.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $24743000.00       | $25132559.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $30000000.00       | $31360490.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $8700000.00        | $8618202.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $43000000.00       | $42180162.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $7700000.00        | $7607492.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $136580500.00      | $136418789.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $40000000.00       | $41018180.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $5000000.00        | $5099536.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $20000000.00       | $20441305.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $31120000.00       | $31519573.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $17185900.00       | $17234275.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $53921000.00       | $54113768.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $79000000.00       | $79101436.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.8134%  | 0.0000% | $16778300.00       | $16898627.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1046000.00        | $1060150.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $26140000.00       | $26380993.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $9865900.00        | $9935573.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49538333.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $44012200.00       | $43469574.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $35400000.00       | $35425625.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $16999892.00       | $15971177.00       | U.S. Treasuries (including strips) |

### Security 271: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A7791561CI
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-08-01      | 7.0000%  | 0.0000% | $10000000.00       | $1328.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-01      | 5.0000%  | 0.0000% | $1850000.00        | $4329.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-11-01      | 7.0000%  | 0.0000% | $3191060.00        | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 7.0000%  | 0.0000% | $7096.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-01      | 6.5000%  | 0.0000% | $17824.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-01      | 8.5000%  | 0.0000% | $68000.00          | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-01      | 7.0000%  | 0.0000% | $42437.00          | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-01      | 8.5000%  | 0.0000% | $5000.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-01      | 7.5000%  | 0.0000% | $73000.00          | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-11-01      | 7.0000%  | 0.0000% | $25000.00          | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 7.5000%  | 0.0000% | $98151.00          | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-08-01      | 6.0000%  | 0.0000% | $5049999.00        | $31.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 8.5000%  | 0.0000% | $837819.00         | $39.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-01      | 7.0000%  | 0.0000% | $15000.00          | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-01      | 7.0000%  | 0.0000% | $15000.00          | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 7.0000%  | 0.0000% | $5000.00           | $25.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-12-01      | 6.5000%  | 0.0000% | $5000.00           | $42.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-01-01      | 5.5000%  | 0.0000% | $233000.00         | $1488.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-02-01      | 6.0000%  | 0.0000% | $56699.00          | $486.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-04-01      | 7.5000%  | 0.0000% | $149000.00         | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 8.0000%  | 0.0000% | $400000.00         | $19.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-01      | 8.5000%  | 0.0000% | $50000.00          | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 6.0000%  | 0.0000% | $22000.00          | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 6.5000%  | 0.0000% | $93000.00          | $24.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 7.0000%  | 0.0000% | $100000.00         | $23.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 8.5000%  | 0.0000% | $50420.00          | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 7.0000%  | 0.0000% | $55930.00          | $18.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-11-01      | 6.5000%  | 0.0000% | $15000.00          | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-01      | 7.0000%  | 0.0000% | $45000.00          | $15.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-11-01      | 7.0000%  | 0.0000% | $10000.00          | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-02-01      | 7.0000%  | 0.0000% | $342937.00         | $55.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-04-01      | 7.0000%  | 0.0000% | $129000.00         | $34.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 7.0000%  | 0.0000% | $40000.00          | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 7.0000%  | 0.0000% | $60000.00          | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 7.0000%  | 0.0000% | $71000.00          | $33.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-10-01      | 7.0000%  | 0.0000% | $5000.00           | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-10-01      | 7.0000%  | 0.0000% | $18000.00          | $13.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-08-01      | 6.5000%  | 0.0000% | $57195.00          | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-10-01      | 5.5000%  | 0.0000% | $1997000.00        | $3179.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-12-01      | 6.5000%  | 0.0000% | $110000.00         | $157.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-11-01      | 6.5000%  | 0.0000% | $1872930.00        | $3596.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-06-01      | 5.5000%  | 0.0000% | $152000.00         | $561.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-06-01      | 5.5000%  | 0.0000% | $526000.00         | $735.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 6.0000%  | 0.0000% | $7000.00           | $31.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 6.5000%  | 0.0000% | $1369621.00        | $4829.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 7.0000%  | 0.0000% | $14000.00          | $55.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-08-01      | 4.5000%  | 0.0000% | $130000.00         | $4126.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 5.4100%  | 0.0000% | $450000.00         | $4093.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-11-01      | 7.0000%  | 0.0000% | $370193.00         | $1497.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-01      | 5.5000%  | 0.0000% | $2065000.00        | $2299.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-01      | 6.5000%  | 0.0000% | $82982.00          | $91.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-04-01      | 6.5000%  | 0.0000% | $75000.00          | $40.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-04-01      | 7.0000%  | 0.0000% | $643176.00         | $3073.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-04-01      | 7.0000%  | 0.0000% | $700000.00         | $4907.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 6.5000%  | 0.0000% | $154259.00         | $51.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 7.0000%  | 0.0000% | $25000.00          | $18.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 7.0000%  | 0.0000% | $75000.00          | $72.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 7.0000%  | 0.0000% | $336539.00         | $2183.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 7.0000%  | 0.0000% | $1150000.00        | $867.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 7.0000%  | 0.0000% | $843467.00         | $1699.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-08-01      | 6.0000%  | 0.0000% | $32000.00          | $37.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $1197.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 6.5000%  | 0.0000% | $25000.00          | $86.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 6.5000%  | 0.0000% | $14000.00          | $25.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-10-01      | 5.5000%  | 0.0000% | $1241000.00        | $2766.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-12-01      | 5.5000%  | 0.0000% | $1100000.00        | $2640.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-01-01      | 5.5000%  | 0.0000% | $10010.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-12-01      | 6.0000%  | 0.0000% | $23048.00          | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-02-01      | 5.5000%  | 0.0000% | $40000.00          | $110.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-01-01      | 6.0000%  | 0.0000% | $402796.00         | $1791.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-04-01      | 5.5000%  | 0.0000% | $33000.00          | $584.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-02-01      | 6.0000%  | 0.0000% | $987819.00         | $2306.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-03-01      | 6.0000%  | 0.0000% | $4000.00           | $25.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-03-01      | 5.5000%  | 0.0000% | $62000.00          | $387.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 5.5000%  | 0.0000% | $305000.00         | $878.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-04-01      | 5.5000%  | 0.0000% | $52000.00          | $118.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 6.0000%  | 0.0000% | $25000.00          | $32.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-04-01      | 5.5000%  | 0.0000% | $162000.00         | $286.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 5.5000%  | 0.0000% | $204000.00         | $1778.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 5.5000%  | 0.0000% | $82000.00          | $74.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 5.5000%  | 0.0000% | $25000.00          | $66.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 5.5000%  | 0.0000% | $500000.00         | $3989.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-01      | 5.0000%  | 0.0000% | $5000.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-01      | 5.0000%  | 0.0000% | $51359.00          | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-01      | 6.0000%  | 0.0000% | $1600000.00        | $3398.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 5.0000%  | 0.0000% | $180000.00         | $156.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 5.0000%  | 0.0000% | $825600.00         | $1859.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-01      | 5.0000%  | 0.0000% | $687093.00         | $2417.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-10-01      | 4.0000%  | 0.0000% | $26000.00          | $1463.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-12-01      | 4.5000%  | 0.0000% | $65000.00          | $4215.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 5.0000%  | 0.0000% | $514346.00         | $2706.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-12-01      | 6.0000%  | 0.0000% | $184808.00         | $2753.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-02-01      | 6.5000%  | 0.0000% | $1597842.00        | $4983.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 6.0000%  | 0.0000% | $42040.00          | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 6.5000%  | 0.0000% | $70000.00          | $273.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 6.5000%  | 0.0000% | $79000.00          | $1051.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-01      | 5.0000%  | 0.0000% | $36000.00          | $177.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-01      | 4.5000%  | 0.0000% | $55619.00          | $204.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 5.5000%  | 0.0000% | $65000.00          | $326.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 6.0000%  | 0.0000% | $210000.00         | $1574.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 6.0000%  | 0.0000% | $1348630.00        | $3358.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 6.0000%  | 0.0000% | $315000.00         | $3626.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-09-01      | 6.0000%  | 0.0000% | $20000.00          | $100.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-09-01      | 6.0000%  | 0.0000% | $15399.00          | $156.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-11-01      | 6.0000%  | 0.0000% | $48295.00          | $787.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-11-01      | 6.0000%  | 0.0000% | $165224.00         | $1242.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 5.5000%  | 0.0000% | $15000.00          | $82.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $1831000.00        | $3574.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $255000.00         | $590.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 6.0000%  | 0.0000% | $1884055.00        | $4190.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 6.0000%  | 0.0000% | $481921.00         | $2332.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 6.0000%  | 0.0000% | $55256.00          | $75.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 6.0000%  | 0.0000% | $52953.00          | $2151.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.5000%  | 0.0000% | $675831.00         | $2172.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.0000%  | 0.0000% | $20000.00          | $301.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.0000%  | 0.0000% | $64234.00          | $432.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.5000%  | 0.0000% | $30000.00          | $71.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.0000%  | 0.0000% | $1079736.00        | $2790.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 6.0000%  | 0.0000% | $102000.00         | $259.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 6.5000%  | 0.0000% | $15527.00          | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 6.0000%  | 0.0000% | $503559.00         | $2880.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 5.5000%  | 0.0000% | $490802.00         | $3493.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 5.5000%  | 0.0000% | $43692.00          | $223.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 5.5000%  | 0.0000% | $286442.00         | $2631.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 5.5000%  | 0.0000% | $445000.00         | $1875.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 6.0000%  | 0.0000% | $4000.00           | $52.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 5.0000%  | 0.0000% | $162156.00         | $1360.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-10-01      | 5.5000%  | 0.0000% | $295000.00         | $2109.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-02-01      | 5.5000%  | 0.0000% | $373000.00         | $2453.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-02-01      | 5.5000%  | 0.0000% | $365036.00         | $2405.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 6.0000%  | 0.0000% | $327968.00         | $1473.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-09-01      | 5.5000%  | 0.0000% | $535000.00         | $1566.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-11-01      | 6.0000%  | 0.0000% | $190822.00         | $862.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 6.0000%  | 0.0000% | $1433021.00        | $2797.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 5.5000%  | 0.0000% | $860000.00         | $4230.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 5.5000%  | 0.0000% | $1290000.00        | $4506.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-02-01      | 5.5000%  | 0.0000% | $243000.00         | $964.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 5.5000%  | 0.0000% | $110000.00         | $1379.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 5.5000%  | 0.0000% | $5000.00           | $56.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 5.5000%  | 0.0000% | $47000.00          | $249.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.0000%  | 0.0000% | $628750.00         | $3270.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.5000%  | 0.0000% | $170000.00         | $814.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 6.0000%  | 0.0000% | $911045.00         | $4442.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 6.0000%  | 0.0000% | $200473.00         | $1191.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 6.0000%  | 0.0000% | $259844.00         | $1732.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 6.0000%  | 0.0000% | $6000.00           | $57.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 6.0000%  | 0.0000% | $33538.00          | $160.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 6.5000%  | 0.0000% | $935000.00         | $3740.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-03-01      | 6.0000%  | 0.0000% | $31000.00          | $250.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 5.5000%  | 0.0000% | $438000.00         | $4016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 5.5000%  | 0.0000% | $60000.00          | $925.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 5.5000%  | 0.0000% | $207000.00         | $1516.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-10-01      | 7.5000%  | 0.0000% | $100000.00         | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 5.5000%  | 0.0000% | $45000.00          | $398.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1638.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 6.0000%  | 0.0000% | $510842.00         | $2991.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 6.0000%  | 0.0000% | $1030929.00        | $4012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-01-01      | 5.5000%  | 0.0000% | $223000.00         | $1661.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-12-01      | 5.5000%  | 0.0000% | $8000.00           | $51.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 4.5000%  | 0.0000% | $2137.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 5.0000%  | 0.0000% | $419613.00         | $3550.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 4.5000%  | 0.0000% | $67000.00          | $1368.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 4.5000%  | 0.0000% | $72000.00          | $1963.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 6.0000%  | 0.0000% | $618637.00         | $4945.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-08-01      | 5.0000%  | 0.0000% | $43000.00          | $978.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 6.5000%  | 0.0000% | $63000.00          | $1697.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-08-01      | 4.5000%  | 0.0000% | $50000.00          | $1523.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 5.5000%  | 0.0000% | $247118.00         | $3518.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.0000%  | 0.0000% | $7107.00           | $111.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 6.5000%  | 0.0000% | $26172.00          | $401.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.5000%  | 0.0000% | $67000.00          | $4897.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%  | 0.0000% | $33000.00          | $2582.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1100.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-11-01      | 5.0000%  | 0.0000% | $50000.00          | $4446.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-01      | 4.5000%  | 0.0000% | $180000.00         | $30.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 4.0000%  | 0.0000% | $550000.00         | $140.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 4.0000%  | 0.0000% | $493000.00         | $278.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-01      | 4.0000%  | 0.0000% | $330000.00         | $31.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-01      | 5.0000%  | 0.0000% | $1703567.00        | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-11-01      | 4.0000%  | 0.0000% | $19000.00          | $9.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-01      | 4.5000%  | 0.0000% | $119000.00         | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-01      | 4.0000%  | 0.0000% | $117000.00         | $664.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-01      | 4.5000%  | 0.0000% | $274000.00         | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 4.5000%  | 0.0000% | $14000.00          | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 4.0000%  | 0.0000% | $1022079.00        | $424.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-01      | 4.0000%  | 0.0000% | $186000.00         | $278.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 4.0000%  | 0.0000% | $80381.00          | $18.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-02-01      | 4.0000%  | 0.0000% | $110000.00         | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 4.0000%  | 0.0000% | $146000.00         | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-01      | 4.5000%  | 0.0000% | $352138.00         | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-01      | 3.0000%  | 0.0000% | $136835.00         | $938.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-01      | 3.5000%  | 0.0000% | $401984.00         | $4246.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 3.0000%  | 0.0000% | $35000.00          | $979.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-11-01      | 4.0000%  | 0.0000% | $873800.00         | $276.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-06-01      | 2.5000%  | 0.0000% | $40000.00          | $1364.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 4.0000%  | 0.0000% | $250000.00         | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 4.5000%  | 0.0000% | $435000.00         | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 4.5000%  | 0.0000% | $96000.00          | $15.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 4.0000%  | 0.0000% | $24000.00          | $102.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.5000%  | 0.0000% | $12000.00          | $376.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-12-01      | 3.5000%  | 0.0000% | $50000.00          | $1888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.5000%  | 0.0000% | $44000.00          | $1666.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 4.0000%  | 0.0000% | $14000.00          | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 4.0000%  | 0.0000% | $37000.00          | $29.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 3.0000%  | 0.0000% | $19000.00          | $1795.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 3.0000%  | 0.0000% | $10028.00          | $54.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $528.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 3.5000%  | 0.0000% | $64000.00          | $2693.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 4.0000%  | 0.0000% | $107000.00         | $22.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-08-01      | 4.0000%  | 0.0000% | $3000.00           | $191.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.5000%  | 0.0000% | $69262.00          | $328.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 3.5000%  | 0.0000% | $4000.00           | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 4.0000%  | 0.0000% | $110000.00         | $221.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-12-01      | 3.5000%  | 0.0000% | $8000.00           | $36.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 3.0000%  | 0.0000% | $48000.00          | $4977.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 3.0000%  | 0.0000% | $17000.00          | $1866.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 4.0000%  | 0.0000% | $100000.00         | $103.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1810.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 4.0000%  | 0.0000% | $200000.00         | $2368.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-01      | 4.5000%  | 0.0000% | $200000.00         | $176.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 3.5000%  | 0.0000% | $9000.00           | $982.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-02-01      | 3.5000%  | 0.0000% | $39000.00          | $4475.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 3.5000%  | 0.0000% | $6000.00           | $348.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-08-01      | 3.5000%  | 0.0000% | $28000.00          | $2666.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-11-01      | 2.5000%  | 0.0000% | $10000.00          | $772.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-03-01      | 4.0000%  | 0.0000% | $21000.00          | $4384.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-07-01      | 4.5000%  | 0.0000% | $6000.00           | $664.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-08-01      | 4.0000%  | 0.0000% | $27000.00          | $2877.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-12-01      | 3.5000%  | 0.0000% | $1317.00           | $164.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.0000%  | 0.0000% | $3000.00           | $401.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 4.0000%  | 0.0000% | $2696.00           | $324.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 3.0000%  | 0.0000% | $24000.00          | $3534.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $387.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.0000%  | 0.0000% | $62000.00          | $4373.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.5000%  | 0.0000% | $10000.00          | $877.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 3.5000%  | 0.0000% | $18642.00          | $1597.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.0000%  | 0.0000% | $37000.00          | $2347.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $59000.00          | $3970.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-01-01      | 4.5000%  | 0.0000% | $2000.00           | $115.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-04-01      | 4.0000%  | 0.0000% | $64000.00          | $4535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 3.5000%  | 0.0000% | $65000.00          | $4874.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 3.0000%  | 0.0000% | $16000.00          | $1597.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-02-01      | 5.5000%  | 0.0000% | $5000.00           | $49.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-04-01      | 6.0000%  | 0.0000% | $5000.00           | $65.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 5.0000%  | 0.0000% | $31000.00          | $202.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 6.0000%  | 0.0000% | $65000.00          | $919.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 5.5000%  | 0.0000% | $250000.00         | $1775.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 6.5000%  | 0.0000% | $144628.00         | $1114.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 6.0000%  | 0.0000% | $6000.00           | $48.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 6.0000%  | 0.0000% | $1735.00           | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 6.0000%  | 0.0000% | $192605.00         | $1487.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-06-01      | 4.5000%  | 0.0000% | $2000.00           | $40.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 5.0000%  | 0.0000% | $14000.00          | $149.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 4.5000%  | 0.0000% | $57789.00          | $1483.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $653.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-03-01      | 4.0000%  | 0.0000% | $28160.00          | $2250.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3294.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 3.0000%  | 0.0000% | $26000.00          | $3920.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-08-01      | 4.5000%  | 0.0000% | $52000.00          | $2932.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-09-01      | 4.0000%  | 0.0000% | $6000.00           | $376.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 4.0000%  | 0.0000% | $36411.00          | $2328.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-05-01      | 4.0000%  | 0.0000% | $5000.00           | $281.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-10-01      | 4.0000%  | 0.0000% | $5000.00           | $346.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-12-01      | 3.0000%  | 0.0000% | $45000.00          | $4974.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-12-01      | 3.5000%  | 0.0000% | $11000.00          | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 4.0000%  | 0.0000% | $7000.00           | $513.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.0000%  | 0.0000% | $19058.00          | $1551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-09-01      | 3.5000%  | 0.0000% | $32000.00          | $2837.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-09-01      | 4.0000%  | 0.0000% | $29000.00          | $2273.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1960.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-08-01      | 3.5000%  | 0.0000% | $9000.00           | $844.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 4.0000%  | 0.0000% | $12000.00          | $1229.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 4.5000%  | 0.0000% | $31000.00          | $2638.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 4.0000%  | 0.0000% | $17367.00          | $1770.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-11-01      | 3.5000%  | 0.0000% | $3004.00           | $301.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 4.0000%  | 0.0000% | $44000.00          | $4281.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-01-01      | 3.5000%  | 0.0000% | $4000.00           | $400.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3408.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 4.0000%  | 0.0000% | $21329.00          | $1966.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.0000%  | 0.0000% | $5000.00           | $796.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 4.5000%  | 0.0000% | $16602.00          | $1262.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-05-01      | 3.0000%  | 0.0000% | $20888.00          | $2904.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-05-01      | 4.5000%  | 0.0000% | $24000.00          | $2552.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-06-01      | 4.5000%  | 0.0000% | $43000.00          | $3117.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%  | 0.0000% | $17000.00          | $2582.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 3.5000%  | 0.0000% | $22000.00          | $2214.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $180.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $36000.00          | $6483.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 4.5000%  | 0.0000% | $9981.00           | $944.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.5000%  | 0.0000% | $12000.00          | $1582.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-04-01      | 4.0000%  | 0.0000% | $40129.00          | $4033.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 3.0000%  | 0.0000% | $144000.00         | $1277.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 3.5000%  | 0.0000% | $70328.00          | $1938.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 3.5000%  | 0.0000% | $43000.00          | $1498.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 3.0000%  | 0.0000% | $29000.00          | $914.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.5000%  | 0.0000% | $110000.00         | $4481.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-01      | 2.5000%  | 0.0000% | $4000.00           | $230.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-01      | 3.0000%  | 0.0000% | $9038.00           | $519.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 3.0000%  | 0.0000% | $46000.00          | $1964.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-10-01      | 3.0000%  | 0.0000% | $82000.00          | $3871.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 2.5000%  | 0.0000% | $58000.00          | $3061.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-09-01      | 3.0000%  | 0.0000% | $12423.00          | $899.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-01      | 2.5000%  | 0.0000% | $11497.00          | $864.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 3.0000%  | 0.0000% | $62000.00          | $4882.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-01      | 3.5000%  | 0.0000% | $3000.00           | $229.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $223.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-05-01      | 5.0000%  | 0.0000% | $4702141.00        | $199.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-05-01      | 6.5000%  | 0.0000% | $2036651.00        | $185.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-01      | 5.0000%  | 0.0000% | $1316471.00        | $275.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-02-01      | 5.0000%  | 0.0000% | $6655283.00        | $3300.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-01      | 6.0000%  | 0.0000% | $590000.00         | $519.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2744.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-03-01      | 4.5000%  | 0.0000% | $556000.00         | $1589.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 4.5000%  | 0.0000% | $428000.00         | $1676.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 4.5000%  | 0.0000% | $338481.00         | $3906.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 5.5000%  | 0.0000% | $119000.00         | $1835.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-03-01      | 4.5000%  | 0.0000% | $125748.00         | $1273.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-10-01      | 4.0000%  | 0.0000% | $103000.00         | $2005.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 5.0000%  | 0.0000% | $75000.00          | $2003.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 4.5000%  | 0.0000% | $299998.00         | $8334.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-01      | 4.0000%  | 0.0000% | $62000.00          | $2318.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2279.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 4.0000%  | 0.0000% | $26000.00          | $4011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-05-01      | 3.0000%  | 0.0000% | $4000.00           | $515.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 4.0000%  | 0.0000% | $24815.00          | $4477.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 3.5000%  | 0.0000% | $40000.00          | $4481.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1274.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-01      | 4.0000%  | 0.0000% | $23000.00          | $27.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-01      | 4.0000%  | 0.0000% | $47000.00          | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 3.5000%  | 0.0000% | $246000.00         | $248.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-11-01      | 3.0000%  | 0.0000% | $35000.00          | $128.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 3.0000%  | 0.0000% | $262000.00         | $1376.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 4.0000%  | 0.0000% | $111000.00         | $414.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 3.0000%  | 0.0000% | $18842.00          | $84.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-01      | 3.0000%  | 0.0000% | $153000.00         | $711.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-01      | 3.5000%  | 0.0000% | $26000.00          | $91.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-02-01      | 3.5000%  | 0.0000% | $121000.00         | $278.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-01      | 3.0000%  | 0.0000% | $49000.00          | $296.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 3.0000%  | 0.0000% | $182000.00         | $1605.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.5000%  | 0.0000% | $181770.00         | $467.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-10-01      | 6.5000%  | 0.0000% | $1361568.00        | $2921.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 5.5000%  | 0.0000% | $306000.00         | $2675.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 6.0000%  | 0.0000% | $40515.00          | $60.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 5.5000%  | 0.0000% | $523750.00         | $2608.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 6.5000%  | 0.0000% | $87040.00          | $915.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 5.5000%  | 0.0000% | $108000.00         | $123.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 6.5000%  | 0.0000% | $275000.00         | $338.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-06-01      | 6.5000%  | 0.0000% | $9015497.00        | $4481.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 6.5000%  | 0.0000% | $11127825.00       | $4465.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 7.0000%  | 0.0000% | $5332888.00        | $2624.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-01      | 7.0000%  | 0.0000% | $40000.00          | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 7.5000%  | 0.0000% | $50000.00          | $31.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 7.5000%  | 0.0000% | $44000.00          | $24.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 7.0000%  | 0.0000% | $5000.00           | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-01      | 7.0000%  | 0.0000% | $81000.00          | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-01      | 7.5000%  | 0.0000% | $50000.00          | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-10-01      | 7.5000%  | 0.0000% | $69000.00          | $13.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-10-01      | 7.0000%  | 0.0000% | $18000.00          | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-01      | 7.5000%  | 0.0000% | $15000.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-01      | 6.0000%  | 0.0000% | $108900.00         | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-04-01      | 6.0000%  | 0.0000% | $69000.00          | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-01      | 6.5000%  | 0.0000% | $7227008.00        | $976.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-01      | 7.0000%  | 0.0000% | $21000.00          | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-01      | 6.0000%  | 0.0000% | $85000.00          | $14.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-01      | 6.0000%  | 0.0000% | $35000.00          | $13.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-01      | 7.0000%  | 0.0000% | $22000.00          | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-09-01      | 6.5000%  | 0.0000% | $1618281.00        | $511.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-12-01      | 7.0000%  | 0.0000% | $6000.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-03-01      | 6.5000%  | 0.0000% | $4750000.00        | $2407.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-05-01      | 6.5000%  | 0.0000% | $1599371.00        | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-01-01      | 5.5000%  | 0.0000% | $82000.00          | $689.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-03-01      | 5.5000%  | 0.0000% | $108000.00         | $1043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-03-01      | 7.0000%  | 0.0000% | $345471.00         | $405.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 8.0000%  | 0.0000% | $4826400.00        | $1801.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-01      | 7.5000%  | 0.0000% | $50000.00          | $21.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 8.0000%  | 0.0000% | $7601596.00        | $1343.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 8.0000%  | 0.0000% | $4800000.00        | $835.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 8.5000%  | 0.0000% | $101750.00         | $43.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-01      | 7.5000%  | 0.0000% | $1066737.00        | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-01      | 8.5000%  | 0.0000% | $60000.00          | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-08-01      | 8.0000%  | 0.0000% | $1247757.00        | $269.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-11-01      | 7.5000%  | 0.0000% | $116473.00         | $29.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-11-01      | 7.0000%  | 0.0000% | $6000.00           | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 6.0000%  | 0.0000% | $25000.00          | $23.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 7.0000%  | 0.0000% | $32000.00          | $14.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-04-01      | 6.0000%  | 0.0000% | $56000.00          | $53.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 7.5000%  | 0.0000% | $40000.00          | $45.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 7.0000%  | 0.0000% | $30000.00          | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 6.0000%  | 0.0000% | $250505.00         | $371.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 7.0000%  | 0.0000% | $45000.00          | $32.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-10-01      | 6.5000%  | 0.0000% | $196835.00         | $150.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-11-01      | 6.0000%  | 0.0000% | $53000.00          | $44.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-01      | 6.5000%  | 0.0000% | $800000.00         | $769.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-05-01      | 7.0000%  | 0.0000% | $160000.00         | $386.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 6.0000%  | 0.0000% | $13000.00          | $26.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-10-01      | 5.5000%  | 0.0000% | $83000.00          | $208.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-06-01      | 5.5000%  | 0.0000% | $333000.00         | $2193.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-01      | 5.5000%  | 0.0000% | $144000.00         | $966.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 5.0000%  | 0.0000% | $10000.00          | $81.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 6.5000%  | 0.0000% | $150000.00         | $1632.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 6.0000%  | 0.0000% | $1509.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-11-01      | 4.0000%  | 0.0000% | $39918.00          | $3502.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.0000%  | 0.0000% | $110000.00         | $4717.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 7.0000%  | 0.0000% | $5000.00           | $5.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 5.5000%  | 0.0000% | $100000.00         | $3265.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 5.0000%  | 0.0000% | $179000.00         | $1444.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 4.0000%  | 0.0000% | $402005.00         | $3520.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 5.5000%  | 0.0000% | $65000.00          | $1712.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 4.5000%  | 0.0000% | $110129.00         | $3081.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-03-01      | 4.5000%  | 0.0000% | $210000.00         | $4152.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-03-01      | 4.5000%  | 0.0000% | $43053.00          | $2262.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 5.5000%  | 0.0000% | $15000.00          | $33.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 7.0000%  | 0.0000% | $15000.00          | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 7.0000%  | 0.0000% | $5000.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 6.5000%  | 0.0000% | $33849.00          | $23.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 6.5000%  | 0.0000% | $500000.00         | $345.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 6.0000%  | 0.0000% | $9000.00           | $12.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 7.0000%  | 0.0000% | $625000.00         | $451.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 8.5000%  | 0.0000% | $100000.00         | $72.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-10-01      | 7.5000%  | 0.0000% | $25000.00          | $29.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-10-01      | 7.5000%  | 0.0000% | $6000.00           | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-11-01      | 7.0000%  | 0.0000% | $40000.00          | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-11-01      | 7.5000%  | 0.0000% | $300238.00         | $659.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 4.5000%  | 0.0000% | $198000.00         | $3622.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 5.0000%  | 0.0000% | $40000.00          | $572.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 5.0000%  | 0.0000% | $25000.00          | $451.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 4.0000%  | 0.0000% | $40000.00          | $2395.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 4.5000%  | 0.0000% | $2000.00           | $152.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.0000%  | 0.0000% | $40000.00          | $2014.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.5000%  | 0.0000% | $39000.00          | $2218.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $140.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 4.5000%  | 0.0000% | $128000.00         | $3501.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 4.5000%  | 0.0000% | $144950.00         | $4707.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 4.5000%  | 0.0000% | $35000.00          | $1100.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-01      | 7.0000%  | 0.0000% | $10000.00          | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 8.5000%  | 0.0000% | $206604.00         | $48.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-01      | 7.5000%  | 0.0000% | $88895.00          | $61.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 7.0000%  | 0.0000% | $92495.00          | $125.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 7.0000%  | 0.0000% | $192107.00         | $103.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 7.0000%  | 0.0000% | $15000.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-06-01      | 6.5000%  | 0.0000% | $4922602.00        | $4212.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-05-01      | 3.5000%  | 0.0000% | $176000.00         | $34.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-04-01      | 4.0000%  | 0.0000% | $672000.00         | $122.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-01      | 3.0000%  | 0.0000% | $17981.00          | $45.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-02-01      | 3.0000%  | 0.0000% | $52000.00          | $344.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-01      | 3.0000%  | 0.0000% | $282000.00         | $3394.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-01      | 2.5000%  | 0.0000% | $13000.00          | $216.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-08-01      | 6.0000%  | 0.0000% | $35000.00          | $160.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 5.5000%  | 0.0000% | $26000.00          | $352.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 6.5000%  | 0.0000% | $354743.00         | $1739.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 7.5000%  | 0.0000% | $38800.00          | $895.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 6.5000%  | 0.0000% | $13800.00          | $315.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 5.0000%  | 0.0000% | $260332.00         | $1833.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 6.5000%  | 0.0000% | $486271.00         | $656.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-12-01      | 5.5000%  | 0.0000% | $33000.00          | $695.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 5.5000%  | 0.0000% | $101000.00         | $1241.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 5.5000%  | 0.0000% | $60006.00          | $1233.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 6.5000%  | 0.0000% | $191107.00         | $4828.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-01      | 5.0000%  | 0.0000% | $286000.00         | $4697.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-01      | 5.0000%  | 0.0000% | $464130.00         | $2678.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 6.5000%  | 0.0000% | $100590.00         | $881.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 6.5000%  | 0.0000% | $30000.00          | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 7.0000%  | 0.0000% | $5000.00           | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 6.5000%  | 0.0000% | $75000.00          | $62.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-10-01      | 6.5000%  | 0.0000% | $25000.00          | $24.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-11-01      | 6.5000%  | 0.0000% | $619753.00         | $910.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-01      | 3.0000%  | 0.0000% | $63000.00          | $708.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-01      | 3.0000%  | 0.0000% | $7000.00           | $152.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-05-01      | 2.5000%  | 0.0000% | $33000.00          | $990.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 3.0000%  | 0.0000% | $25100.00          | $742.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-01      | 3.0000%  | 0.0000% | $16000.00          | $1248.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-01      | 3.5000%  | 0.0000% | $7000.00           | $60.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $610.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 2.5000%  | 0.0000% | $59304.00          | $4667.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 3.5000%  | 0.0000% | $2000.00           | $446.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-12-01      | 7.5000%  | 0.0000% | $2000000.00        | $4153.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 3.0000%  | 0.0000% | $7630.00           | $22.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-04-01      | 2.5000%  | 0.0000% | $18000.00          | $1574.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-02-01      | 3.0000%  | 0.0000% | $3000.00           | $250.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $2961.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 3.0000%  | 0.0000% | $10000.00          | $2639.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 4.5000%  | 0.0000% | $1280.00           | $655.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-09-01      | 3.0000%  | 0.0000% | $5000.00           | $586.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 1.5000%  | 0.0000% | $1076.00           | $553.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-01      | 3.0000%  | 0.0000% | $250000.00         | $2561.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-01      | 3.0000%  | 0.0000% | $450000.00         | $3655.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 5.0000%  | 0.0000% | $210172.00         | $121.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-05-01      | 4.0000%  | 0.0000% | $30000.00          | $3224.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 4.5000%  | 0.0000% | $4000.00           | $261.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1005.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 4.0000%  | 0.0000% | $3690.00           | $677.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $158.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $151.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 3.5000%  | 0.0000% | $1220.00           | $316.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $466.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-05-01      | 5.0000%  | 0.0000% | $8000.00           | $1528.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.5000%  | 0.0000% | $2998.00           | $682.00            | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-10-25      | 4.1000%  | 0.0000% | $143000.00         | $144653.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 3.0000%  | 0.0000% | $1127.00           | $520.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 6.0000%  | 0.0000% | $4000.00           | $22.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-08-01      | 4.5000%  | 0.0000% | $81255.00          | $4763.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 3.0000%  | 0.0000% | $1286.00           | $40.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $3115.00           | $1107.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $293.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-01      | 4.0000%  | 0.0000% | $11576.00          | $38.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $37019.00          | $18641.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.5000%  | 0.0000% | $10528.00          | $10174.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $404296.00         | $353115.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $1070.00           | $1105.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.0000%  | 0.0000% | $1008.00           | $417.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.5000%  | 0.0000% | $25536.00          | $19606.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $10909.00          | $10201.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 2.0000%  | 0.0000% | $451727.00         | $165444.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $928200.00         | $626536.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%  | 0.0000% | $5579905.00        | $4188335.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.5000%  | 0.0000% | $19648.00          | $19797.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $3468.00           | $3043.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-20      | 3.5000%  | 0.0000% | $13647371.00       | $1131638.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-02-20      | 4.5000%  | 0.0000% | $49998833.00       | $2996657.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3027091.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3051063.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-20      | 4.0000%  | 0.0000% | $32042691.00       | $2361863.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-03-20      | 3.5000%  | 0.0000% | $48652996.00       | $4586021.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1671564.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2132413.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-20      | 3.5000%  | 0.0000% | $17814211.00       | $1261116.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1892751.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-06-20      | 3.0000%  | 0.0000% | $29590484.00       | $2767474.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1854585.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1741755.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1518539.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2051084.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1702929.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2211043.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3457459.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 4.0000%  | 0.0000% | $21443603.00       | $2027763.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1875954.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-01-20      | 3.0000%  | 0.0000% | $24841000.00       | $3332563.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-02-20      | 3.0000%  | 0.0000% | $11778385.00       | $1724545.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-08-20      | 4.5000%  | 0.0000% | $12405.00          | $948.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 3.5000%  | 0.0000% | $111826430.00      | $13356279.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 4.0000%  | 0.0000% | $17669.00          | $2013.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 5.0000%  | 0.0000% | $1112168.00        | $131039.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 2.0000%  | 0.0000% | $4500000.00        | $2179011.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 3.0000%  | 0.0000% | $23523147.00       | $5662310.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.5000%  | 0.0000% | $2000.00           | $752.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.5000%  | 0.0000% | $15251520.00       | $10293159.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 4.0000%  | 0.0000% | $8519000.00        | $5750964.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 3.5000%  | 0.0000% | $1617476.00        | $1089817.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.5000%  | 0.0000% | $3010119.00        | $2111381.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 2.5000%  | 0.0000% | $200000.00         | $101142.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 4.5000%  | 0.0000% | $53530.00          | $17532.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 2.5000%  | 0.0000% | $24511658.00       | $12963295.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 3.0000%  | 0.0000% | $3272.00           | $1577.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1696215.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 4.0000%  | 0.0000% | $6640000.00        | $2926908.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 2.0000%  | 0.0000% | $2300000.00        | $1253568.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.0000%  | 0.0000% | $928161.00         | $568090.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 4.0000%  | 0.0000% | $3047166.00        | $1940143.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 2.0000%  | 0.0000% | $5070976.00        | $3004991.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 3.0000%  | 0.0000% | $7219740.00        | $4748008.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 3.0000%  | 0.0000% | $6742774.00        | $4295863.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.5000%  | 0.0000% | $15412450.00       | $11141016.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.5000%  | 0.0000% | $6054656.00        | $3840845.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 5.5000%  | 0.0000% | $52552320.00       | $32851991.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 2.0000%  | 0.0000% | $14047128.00       | $8542879.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $33184072.00       | $22224457.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 2.5000%  | 0.0000% | $2500000.00        | $1606195.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1754707.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 7.0000%  | 0.0000% | $18716009.00       | $7262560.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 5.5000%  | 0.0000% | $220844583.00      | $153370605.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $12340726.00       | $5093494.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 2.0000%  | 0.0000% | $1806386.00        | $1139056.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 5.5000%  | 0.0000% | $3417088.00        | $2467656.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 5.5000%  | 0.0000% | $6757465.00        | $5038298.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 3.5000%  | 0.0000% | $17749919.00       | $13582993.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 4.5000%  | 0.0000% | $1303987.00        | $1183242.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.5000%  | 0.0000% | $22591138.00       | $9064936.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.0000%  | 0.0000% | $2672.00           | $1452.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2770693.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $1986652.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1462842.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3539174.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1148175.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3794400.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4097366.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1721428.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $3634688.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.3750%  | 0.0000% | $2010666.00        | $1468644.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2184922.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 4.0000%  | 0.0000% | $10068400.00       | $5295136.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 4.0000%  | 0.0000% | $7096680.00        | $4343040.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3029459.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 6.5000%  | 0.0000% | $2645905.00        | $1217496.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.0000%  | 0.0000% | $1371808.00        | $1190176.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.0000%  | 0.0000% | $310088.00         | $184934.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 7.5000%  | 0.0000% | $5831367.00        | $4340087.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.5000%  | 0.0000% | $1174602.00        | $885417.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 7.0000%  | 0.0000% | $2304968.00        | $2305849.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $5132765.00        | $4487073.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 8.0000%  | 0.0000% | $2752.00           | $613.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 8.0000%  | 0.0000% | $1682610.00        | $1245395.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 8.0000%  | 0.0000% | $1448283.00        | $1186958.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 8.0000%  | 0.0000% | $2257744.00        | $1638073.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $489288.00         | $516414.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 7.5000%  | 0.0000% | $2296339.00        | $2086191.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 7.5000%  | 0.0000% | $2637262.00        | $2585308.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 7.5000%  | 0.0000% | $3595630.00        | $3342313.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 7.0000%  | 0.0000% | $229360.00         | $171524.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 7.5000%  | 0.0000% | $10904960.00       | $9219532.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 7.0000%  | 0.0000% | $162727.00         | $99889.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 6.5000%  | 0.0000% | $2021.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $824356.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 6.5000%  | 0.0000% | $16529631.00       | $17026734.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 8.0000%  | 0.0000% | $119196.00         | $127130.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.0000%  | 0.0000% | $528815.00         | $517098.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1144194.00        | $1188133.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $14288.00          | $13430.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1320284.00        | $1423526.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $1132399.00        | $1017329.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.5000%  | 0.0000% | $4082675.00        | $4388221.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $2400224.00        | $2427547.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.0000%  | 0.0000% | $1955042.00        | $1944125.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1572.00           | $1326.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.0000%  | 0.0000% | $120729.00         | $120368.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 7.0000%  | 0.0000% | $1618.00           | $1688.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $63000.00          | $57355.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 6.5000%  | 0.0000% | $2578.00           | $1264.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.0000%  | 0.0000% | $13090155.00       | $6147961.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $2021468.00        | $1578600.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 4.5000%  | 0.0000% | $1010.00           | $954.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 4.0000%  | 0.0000% | $790614.00         | $733126.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 7.0000%  | 0.0000% | $2799306.00        | $2862764.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 4.5000%  | 0.0000% | $5000.00           | $4802.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $2485.00           | $2485.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $1139433.00        | $1192051.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1153424.00        | $726386.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1117299.00        | $1169943.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $1141014.00        | $775257.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $1103598.00        | $1099396.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $1278379.00        | $1271520.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1333073.00        | $1402860.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $25623.00          | $26927.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $28526.00          | $30050.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $56029.00          | $57725.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.5000%  | 0.0000% | $13383.00          | $14119.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-20      | 4.5000%  | 0.0000% | $1028125.00        | $33801.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-12-20      | 3.5000%  | 0.0000% | $18682997.00       | $1085941.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-02-20      | 4.0000%  | 0.0000% | $1442287.00        | $70751.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-01-20      | 4.5000%  | 0.0000% | $2280816.00        | $106914.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-20      | 4.5000%  | 0.0000% | $1026.00           | $39.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-20      | 4.0000%  | 0.0000% | $1109.00           | $45.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-20      | 5.0000%  | 0.0000% | $56000.00          | $1848.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-20      | 6.0000%  | 0.0000% | $852760.00         | $22686.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-06-20      | 4.5000%  | 0.0000% | $3066280.00        | $117714.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-07-20      | 4.0000%  | 0.0000% | $3841.00           | $157.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-10-20      | 4.0000%  | 0.0000% | $7133707.00        | $328686.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-09-20      | 4.5000%  | 0.0000% | $1101.00           | $50.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $13440.00          | $7970.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 2.0000%  | 0.0000% | $1025.00           | $617.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $59524170.00       | $59936694.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $51093205.00       | $51069516.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $65267779.00       | $65405918.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-15      | 2.2500%  | 0.0000% | $151762000.00      | $150174388.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-06-30      | 4.2500%  | 0.0000% | $138197800.00      | $141196181.00      | U.S. Treasuries (including strips)  |

### Security 272: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR056ABB, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR056ABB7791561SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $219460900.00      | $190480576.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $245782200.00      | $243019516.00      | U.S. Treasuries (including strips) |

### Security 273: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR058EAC, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR058EAC7791562SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $31621800.00       | $31266359.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $404129100.00      | $402233735.00      | U.S. Treasuries (including strips) |

### Security 274: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0595F4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR0595F47791563SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $233445400.00      | $232779926.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $201665900.00      | $200720087.00      | U.S. Treasuries (including strips) |

### Security 275: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR059CC17791562WE
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $163144.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $110266.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.5000%  | 0.0000% | $38686194.00       | $35117220.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $33046415.00       | $27818205.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.5000%  | 0.0000% | $38452830.00       | $23986676.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $78443355.00       | $60310571.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $300000000.00      | $29997479.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $65025891.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $29167333.00       | $26824549.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $20000000.00       | $14081185.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $26519510.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1204882.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $18433720.00       | $13888923.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $90745176.00       | $43543795.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $3349000.00        | $2015402.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $178880884.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $114292378.00      | $72175806.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $21041654.00       | $18978516.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.0000%  | 0.0000% | $26618339.00       | $14732371.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $89866514.00       | $63476501.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $2543000.00        | $2073369.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-09-01      | 3.0000%  | 0.0000% | $49666856.00       | $44693267.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $714220.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-10-20      | 6.2000%  | 0.0000% | $250000.00         | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $53560457.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $94352398.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $1103000.00        | $999995.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $18395327.00       | $13141743.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $12578200.00       | $9997709.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $16748985.00       | $12590237.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $7862767.00        | $6353087.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $50941408.00       | $36983156.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $10271504.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $300000000.00      | $55507339.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $560000.00         | $287061.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $354178.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1540387.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $24644009.00       | $19979226.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $12235471.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $9222925.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2238048.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1543491.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $935632.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $31236028.00       | $25751842.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $73376359.00       | $68354918.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $1826146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $2372762.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $194883.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $172558.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $6731729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $6127588.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $2275942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $5954110.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $13163966.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $6273582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $23748.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $6944948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $202767.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $1772868.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $248338.00         | $251788.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8804838.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $8114568.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $3998636.00        | $3382947.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1434509.00        | $1502985.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $2157743.00        | $1832839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $778239.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $56648000.00       | $8252349.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2652370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $9010921.00        | $8435675.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $2608568.00        | $1821734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $4229734.00        | $2442315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1397284.00        | $686516.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1063000.00        | $627297.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $8351578.00        | $5957671.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $75000000.00       | $54392556.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $28773916.00       | $21559695.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $38910897.00       | $26327481.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $477210.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $1950387.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2406325.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $800325.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $484797.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.5000%  | 0.0000% | $32433001.00       | $24943609.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $33284400.00       | $23333065.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $38929125.00       | $32046679.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $71599298.00       | $50816309.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $73590303.00       | $62026310.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $500546.00         | $483025.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $10653496.00       | $10790992.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $6548843.00        | $6632264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $63705401.00       | $57115732.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $9833763.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $46000000.00       | $41853373.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $10423832.00       | $8951794.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $14655649.00       | $14188705.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $16244112.00       | $15384342.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $36990499.00       | $33033490.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $3353849.00        | $3288421.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $65328387.00       | $63535556.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $41000000.00       | $38499995.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $44952674.00       | $42048917.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $37683522.00       | $35865035.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $74834297.00       | $74059438.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $26353761.00       | $26182330.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.0000%  | 0.0000% | $35231000.00       | $30825662.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1580408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $25823641.00       | $17615731.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $173685.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $13690000.00       | $9846484.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $35082610.00       | $32153633.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $94534431.00       | $91244904.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $34121482.00       | $33325800.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $44208548.00       | $44579629.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $26422542.00       | $26648224.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $28327335.00       | $29133881.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $255626.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $191844.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $35738071.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $250000000.00      | $18717744.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $38585541.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $7000000.00        | $1038766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $500000000.00      | $66568937.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $247398381.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $230000000.00      | $122756042.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $202459.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $274529000.00      | $194866011.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $15999.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $9250000.00        | $5792559.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1644992.00        | $1059563.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $38952576.00       | $23309106.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $23242.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $16598910.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $350000.00         | $291472.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1319768.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $704051.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1182693.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $232762.00         | $223832.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $5000000.00        | $4939218.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $20323091.00       | $17546382.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $4661933.00        | $4350570.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $3072830.00        | $2504833.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $4690061.00        | $3939821.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1324312.00        | $1373446.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $2405006.00        | $2421294.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $6028857.00        | $6086802.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $41164424.00       | $33922226.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $56354569.00       | $47678094.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $69682894.00       | $50886935.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2326224.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $44200909.00       | $38025537.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $32098663.00       | $30709333.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $21144684.00       | $20612571.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $76720002.00       | $76165377.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $42921710.00       | $42987683.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $30669164.00       | $30504239.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $38655363.00       | $30205647.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $28948800.00       | $23659384.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $79340269.00       | $52715931.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $21131211.00       | $19270912.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $28288110.00       | $24961669.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $17423675.00       | $16114840.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $77950063.00       | $66388952.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $24214990.00       | $23617932.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $26096498.00       | $25720501.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $394553.00         | $377852.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $15094341.00       | $14865817.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $5378882.00        | $5448432.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $5989982.00        | $6071377.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $5032800.00        | $5102165.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $6986450.00        | $7080110.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $31879000.00       | $3235565.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $1000000000.00     | $98304053.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $183513000.00      | $51465427.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1456000.00        | $1005552.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $10198000.00       | $5157233.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $18896000.00       | $9993385.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $808000.00         | $442348.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $13717000.00       | $7716674.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $101000.00         | $60155.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $17385000.00       | $11591015.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $9660000.00        | $6886498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $1008000.00        | $792276.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $5448306.00        | $5584981.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $482926.00         | $500670.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1943113.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1711688.00        | $1736246.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1397922.00        | $941894.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $867577.00         | $887444.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1394682.00        | $1290472.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $2001166.00        | $856222.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $1375396.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1660813.00        | $1658753.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $13760327.00       | $13785759.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $691274.00         | $707411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $3799267.00        | $2494865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1338428.00        | $840382.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $632328.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $708840.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $5460019.00        | $5596203.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $4944887.00        | $5056441.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $7458044.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $3411060.00        | $3296826.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1117191.00        | $1155272.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $459830.00         | $475176.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1015074.00        | $924639.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $896010.00         | $922737.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $2761098.00        | $2392105.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1326212.00        | $1389744.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $505648.00         | $522205.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $578098.00         | $596967.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1777713.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1027754.00        | $1032980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1784819.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $119344.00         | $119836.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1265085.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $10590514.00       | $11199964.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1717488.00        | $1574091.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $3060884.00        | $2951895.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $9277561.00        | $8755939.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $7953130.00        | $7980684.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $6683186.00        | $6570745.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4653784.00        | $4772287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4045146.00        | $4027710.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $6026967.00        | $5809502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $5602987.00        | $5501656.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4634332.00        | $4576254.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4994578.00        | $5126842.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1177526.00        | $1211490.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1546198.00        | $1593034.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $448540.00         | $461622.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $478741.00         | $493878.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $991321.00         | $657109.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2060325.00        | $1897385.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2620546.00        | $2684910.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1180851.00        | $1214823.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $527199.00         | $436050.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $836435.00         | $637292.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $612679.00         | $633761.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1112245.00        | $1171825.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3134187.00        | $3281172.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1624051.00        | $1704867.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $489385.00         | $504216.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1132060.00        | $1189172.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $818188.00         | $837560.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2394092.00        | $2447438.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $3110848.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1510429.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $658366.00         | $681135.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $4959376.00        | $5007474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $7722272.00        | $7947970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2628878.00        | $2695509.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2719711.00        | $2855346.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $445646.00         | $457008.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1047112.00        | $1072629.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $723731.00         | $748802.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $493278.00         | $509908.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2122443.00        | $2178918.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $4619419.00        | $4388609.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $3095497.00        | $3179370.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1055955.00        | $1093640.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1286994.00        | $1333447.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1665383.00        | $1717069.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1024203.00        | $1057726.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2723074.00        | $2767057.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1185860.00        | $1180816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $9860597.00        | $10222264.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1803590.00        | $1764457.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1668718.00        | $1655397.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $3820171.00        | $3782821.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1787029.00        | $1859580.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2090683.00        | $2173788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1038996.00        | $1073372.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1223864.00        | $1053330.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1736493.00        | $1802325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $10195787.00       | $10492670.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1661267.00        | $1709334.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2599239.00        | $2674712.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2349134.00        | $2417460.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $15511850.00       | $15800751.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $12374853.00       | $12618617.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $12493744.00       | $12739850.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $18698088.00       | $19066409.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1386884.00        | $1412661.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2499365.00        | $2576807.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1454657.00        | $1479762.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1353379.00        | $1390672.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1452985.00        | $1511774.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $23382442.00       | $23789748.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $5190405.00        | $5367370.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1288690.00        | $1283583.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2141397.00        | $2127560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2446014.00        | $2576706.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $3113649.00        | $3282009.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3123119.00        | $3213262.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $5254138.00        | $5414069.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1306598.00        | $1351399.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1799239.00        | $1864317.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $7599118.00        | $7733813.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3870688.00        | $3967005.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $4388187.00        | $4504267.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $4964992.00        | $5057645.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $6051362.00        | $6161845.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $7243074.00        | $7375865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1106049.00        | $1148692.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1720977.00        | $1781329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1308621.00        | $1354120.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1254225.00        | $1296998.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $2185729.00        | $2258689.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1986284.00        | $2030569.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1300314.00        | $1327516.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2042197.00        | $2079435.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1303631.00        | $1352349.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $3240053.00        | $3228627.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1246323.00        | $1240937.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1002929.00        | $998073.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $24766702.00       | $25284780.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $25161872.00       | $25660589.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $10061648.00       | $10261073.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $20075384.00       | $20470836.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1704886.00        | $1730854.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1372545.00        | $1398235.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $12377193.00       | $12615718.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $9303808.00        | $9487078.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $6061004.00        | $6166374.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $5241749.00        | $5333264.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $14794177.00       | $15050865.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $6689371.00        | $6886119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3333951.00        | $3455448.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $4341121.00        | $4486512.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $4585088.00        | $4718597.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1873312.00        | $1863746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1277527.00        | $1264686.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2610619.00        | $2683766.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $880591.00         | $896119.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1051086.00        | $1090555.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2295183.00        | $2376275.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1734627.00        | $1793834.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1166685.00        | $1198958.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3002501.00        | $3086183.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2245837.00        | $2322041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1435323.00        | $1462103.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $5795462.00        | $5961546.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1672202.00        | $1718722.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $2857740.00        | $2941927.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1227591.00        | $1253271.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $6202369.00        | $6186663.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $7181687.00        | $7313723.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $3200803.00        | $3188544.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $3633844.00        | $3617555.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $5732071.00        | $5468963.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $6324621.00        | $6287608.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $6045051.00        | $6010216.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2135800.00        | $2105742.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $7453825.00        | $7592472.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1665245.00        | $1659290.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $9750689.00        | $9942771.00        | Agency Mortgage-Backed Securities |
| GNII SF DQ2467 C                         | 2056-03-20      | 5.5000%  | 0.0000% | $2591683.00        | $2642338.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $2145020.00        | $2184804.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $7466662.00        | $7613743.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4986585.00        | $5084812.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4291328.00        | $4369578.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2612774.00        | $2664236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1599612.00        | $1628775.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4417626.00        | $4498170.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1648922.00        | $1678987.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3943730.00        | $4025627.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3695755.00        | $3767990.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $6257060.00        | $6379356.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $5405583.00        | $5511232.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $5074423.00        | $5166175.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $6836871.00        | $6746950.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1306955.00        | $1307015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2401554.00        | $2451788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2505108.00        | $2548337.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2000918.00        | $2037401.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3165384.00        | $3220010.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4509153.00        | $4597971.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4205447.00        | $4288283.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1065859.00        | $1072729.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $592000.00         | $493197.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $653000.00         | $511689.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $6358000.00        | $6081152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $659000.00         | $649193.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $307142.00         | $304588.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $27398085.00       | $27669344.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $228821.00         | $186850.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $161563.00         | $131038.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $166515.00         | $147441.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $462638.00         | $476832.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $458769.00         | $474026.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1121369.00        | $1184687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $6286222.00        | $5120529.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $7840507.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $5258432.00        | $5345084.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1407294.00        | $1449973.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1569085.00        | $1605744.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $8726831.00        | $8967025.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $5337122.00        | $5421788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2551107.00        | $2635989.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2126359.00        | $2195180.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $7764825.00        | $7908379.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $10782408.00       | $10966823.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1543442.00        | $1599706.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $3609794.00        | $3712683.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $9032267.00        | $9577951.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1267021.00        | $1309372.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1568881.00        | $1605901.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1394025.00        | $1443301.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2341181.00        | $2323603.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1318359.00        | $1309257.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3673726.00        | $3800932.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3396298.00        | $3519482.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2760395.00        | $2866034.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 6.0000%  | 0.0000% | $1000557.00        | $1035945.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1436059.00        | $1477755.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $3805962.00        | $3924766.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $3547872.00        | $3651568.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2489371.00        | $2502530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1122683.00        | $1182993.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1379657.00        | $1403324.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $20026261.00       | $20735167.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $4610743.00        | $4806962.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7633809.00        | $7897728.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7798751.00        | $8045517.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1883637.00        | $1934530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $19722888.00       | $20060885.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2067702.00        | $2061358.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1320733.00        | $1356471.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1065103.00        | $1093528.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2034307.00        | $2070634.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $27894577.00       | $27502035.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4065546.00        | $4135706.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1057684.00        | $1079810.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1161756.00        | $1208697.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1185665.00        | $1211912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1217707.00        | $1266168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1296765.00        | $1346797.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1045061.00        | $1070748.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1271418.00        | $1298014.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3144581.00        | $3198848.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2899696.00        | $2952567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2421597.00        | $2471662.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3210578.00        | $3281164.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1896708.00        | $1933780.00        | Agency Mortgage-Backed Securities |

### Security 276: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A146, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1467791561WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $36800000.00       | $54313358.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $44000000.00       | $63365133.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $10000000.00       | $11094179.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $125000000.00      | $130399059.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $76181100.00       | $77784430.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $94000000.00       | $86233330.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $32000000.00       | $22943637.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $196296900.00      | $130388211.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $19000000.00       | $11533329.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $98700000.00       | $83104079.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $69385400.00       | $65053601.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $46980200.00       | $45141550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $153218900.00      | $203798626.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $87227300.00       | $117741229.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $198948700.00      | $246993667.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $210985400.00      | $236876111.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $182020000.00      | $199173271.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $206803000.00      | $218363299.00      | U.S. Treasuries (including strips) |

### Security 277: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A58B, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR05A58B7791561MI
- **C.18 - Value (incl. sponsor support):** $249999725.00
- **C.18.a - Value (excl. sponsor support):** $249999725.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $254815600.00      | $255000057.00      | U.S. Treasuries (including strips) |

### Security 278: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A95E, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A95E7791566BO
- **C.18 - Value (incl. sponsor support):** $246000000.00
- **C.18.a - Value (excl. sponsor support):** $246000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2036-01-25      | 1.8500%  | 0.0000% | $2330000.00        | $1835345.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-16      | 1.2500%  | 0.0000% | $5920000.00        | $2544065.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-26      | 1.0000%  | 0.0000% | $20000000.00       | $19792844.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-13      | 1.1000%  | 0.0000% | $30000000.00       | $29719660.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-12-10      | 4.2500%  | 0.0000% | $10000.00          | $10189.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-06-14      | 4.1250%  | 0.0000% | $20000000.00       | $20359508.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-12-12      | 4.2600%  | 0.0000% | $771000.00         | $775075.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20115058.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-03-05      | 4.0000%  | 0.0000% | $63710000.00       | $63647939.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-16      | 4.0000%  | 0.0000% | $43925000.00       | $43948881.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 3.5000%  | 0.0000% | $2688268.00        | $184883.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 3.0000%  | 0.0000% | $1070000.00        | $109595.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-10-20      | 3.5000%  | 0.0000% | $3441010.00        | $207841.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.5000%  | 0.0000% | $3706992.00        | $444845.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 4.5000%  | 0.0000% | $17228190.00       | $1268252.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 4.5000%  | 0.0000% | $3667464.00        | $236844.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.5000%  | 0.0000% | $12000000.00       | $4392467.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 6.5000%  | 0.0000% | $714256.00         | $291856.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-15      | 4.0000%  | 0.0000% | $256600.00         | $40702.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $935779.00         | $959489.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $3259100.00        | $3432071.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 7.0000%  | 0.0000% | $2263740.00        | $2423271.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1143036.00        | $1126950.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $2006352.00        | $2040671.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1537854.00        | $1546419.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $3175284.00        | $3161296.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $1117684.00        | $1131346.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 3.0000%  | 0.0000% | $224883.00         | $173079.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 3.5000%  | 0.0000% | $394180.00         | $350152.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $417973.00         | $237230.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 3.0000%  | 0.0000% | $7618384.00        | $6797259.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1240144.00        | $1276631.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $6135752.00        | $6248192.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $5578600.00        | $5676060.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 3.5000%  | 0.0000% | $40477.00          | $9812.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-15      | 3.0000%  | 0.0000% | $2156464.00        | $144125.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2035-06-15      | 4.6500%  | 0.0000% | $4600000.00        | $4686423.00        | Agency Debentures and Agency Strips |

### Security 279: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05BC41, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05BC417791563WE
- **C.18 - Value (incl. sponsor support):** $2955000000.00
- **C.18.a - Value (excl. sponsor support):** $2955000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 6.0000%  | 0.0000% | $2012000.00        | $14938.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 7.5000%  | 0.0000% | $15000000.00       | $5423.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 6.0000%  | 0.0000% | $1015000.00        | $1678.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 5.5000%  | 0.0000% | $16847000.00       | $46389.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 5.5000%  | 0.0000% | $59009.00          | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 4.5000%  | 0.0000% | $2200000.00        | $60804.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 5.5000%  | 0.0000% | $500000.00         | $3446.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 7.0000%  | 0.0000% | $2661162.00        | $7528.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-02-01      | 5.0000%  | 0.0000% | $444735.00         | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-01      | 5.0000%  | 0.0000% | $3053636.00        | $5204.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $59589.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 7.0000%  | 0.0000% | $174000.00         | $4662.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $20000000.00       | $13063059.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 5.5000%  | 0.0000% | $335000.00         | $3364.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 7.5000%  | 0.0000% | $1600000.00        | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 6.0000%  | 0.0000% | $4960330.00        | $11018.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 8.0000%  | 0.0000% | $3625973.00        | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 8.0000%  | 0.0000% | $1127192.00        | $13588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 7.0000%  | 0.0000% | $3051400.00        | $16183.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 5.0000%  | 0.0000% | $550000.00         | $33479.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.0000%  | 0.0000% | $790000.00         | $33118.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $440000.00         | $36004.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $3014240.00        | $60496.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.0000%  | 0.0000% | $787774.00         | $24747.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-09-01      | 4.0000%  | 0.0000% | $18363140.00       | $1564201.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $224929.00         | $12890.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.5000%  | 0.0000% | $242000.00         | $87785.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $15121.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-09-01      | 5.0000%  | 0.0000% | $700000.00         | $93763.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $21000.00          | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $2272.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.0000%  | 0.0000% | $2350000.00        | $116793.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 4.0000%  | 0.0000% | $500000.00         | $38824.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2074424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $19000000.00       | $2531466.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 6.0000%  | 0.0000% | $695000.00         | $12480.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 6.0000%  | 0.0000% | $350000.00         | $9567.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 4.5000%  | 0.0000% | $7749000.00        | $3618.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.5000%  | 0.0000% | $8000000.00        | $178790.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 5.5000%  | 0.0000% | $29000.00          | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $751154.00         | $44833.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $50476736.00       | $6301279.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $105028.00         | $4245.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $37140.00          | $5336.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $236296.00         | $29736.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $13000000.00       | $2052064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $1500000.00        | $83161.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.5000%  | 0.0000% | $106613.00         | $6998.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $150000.00         | $18845.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 3.5000%  | 0.0000% | $8455.00           | $1389.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 6.0000%  | 0.0000% | $25000.00          | $2725.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $5000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.5000%  | 0.0000% | $23000.00          | $2720.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $128000.00         | $9673.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 4.0000%  | 0.0000% | $680000.00         | $120052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $714186.00         | $177447.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $45024.00          | $10856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $3383581.00        | $581750.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.5000%  | 0.0000% | $11400.00          | $1247.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $126000.00         | $21556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $1454000.00        | $129147.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $294000.00         | $29526.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $256068.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $2457810.00        | $427943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $190000.00         | $19322.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $28533.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $116407.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $145000.00         | $20983.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $49143.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 2.5000%  | 0.0000% | $265000.00         | $8426.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $9051071.00        | $5680933.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $2597000.00        | $545490.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.0000%  | 0.0000% | $15497929.00       | $2509724.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $296000.00         | $119205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 4.5000%  | 0.0000% | $500000.00         | $91156.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $12000.00          | $1780.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.0000%  | 0.0000% | $852000.00         | $54225.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $5000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $19100000.00       | $2938219.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $30000000.00       | $4892790.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $40000.00          | $5254.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $90000.00          | $15962.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $745000.00         | $41193.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.0000%  | 0.0000% | $479167.00         | $36355.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $6000.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $7000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%  | 0.0000% | $350000.00         | $51122.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 3.5000%  | 0.0000% | $13000.00          | $1228.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1394238.00        | $480994.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $7359000.00        | $1660838.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $70000.00          | $12858.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $897606.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.5000%  | 0.0000% | $1253283.00        | $342116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $260400.00         | $31114.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $10000.00          | $1860.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $104000.00         | $20784.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 4.0000%  | 0.0000% | $78302.00          | $12295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $11054727.00       | $1818087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 4.0000%  | 0.0000% | $1952067.00        | $126020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 2.5000%  | 0.0000% | $202713.00         | $49243.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.0000%  | 0.0000% | $400000.00         | $55295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.0000%  | 0.0000% | $2550000.00        | $406485.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $1886.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $470000.00         | $26551.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.0000%  | 0.0000% | $15915863.00       | $2631640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 3.0000%  | 0.0000% | $10000.00          | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.0000%  | 0.0000% | $70000.00          | $12847.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 6.0000%  | 0.0000% | $697059.00         | $3474.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 5.0000%  | 0.0000% | $165000.00         | $1303.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 5.5000%  | 0.0000% | $22102000.00       | $150766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 5.5000%  | 0.0000% | $130000.00         | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 5.0000%  | 0.0000% | $100000.00         | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 5.0000%  | 0.0000% | $129000.00         | $1123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 5.0000%  | 0.0000% | $1608000.00        | $14306.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.5000%  | 0.0000% | $410000.00         | $4693.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 7.0000%  | 0.0000% | $388461.00         | $6668.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 5.5000%  | 0.0000% | $525000.00         | $4011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 5.5000%  | 0.0000% | $475000.00         | $2263.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 5.0000%  | 0.0000% | $316796.00         | $3047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $220000.00         | $141155.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $615886.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $8549994.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 6.0000%  | 0.0000% | $1571104.00        | $849256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1763524.00        | $1285708.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $4015744.00        | $3828886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $552122.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $216000.00         | $166431.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.0000%  | 0.0000% | $1744269.00        | $1532352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1055162.00        | $636134.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $55000.00          | $45315.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $129000.00         | $112387.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $300000.00         | $287649.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $11015112.00       | $8862840.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1760212.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $12583580.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1734130.00        | $1545318.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $22370300.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.0000%  | 0.0000% | $227018.00         | $221922.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $919885.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1183255.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1691550.00        | $1486703.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3719253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $1136521.00        | $842528.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2104706.00        | $1809087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $185306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $2300000.00        | $2275086.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.5000%  | 0.0000% | $3005001.00        | $2838210.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1051636.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2589690.00        | $2180846.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 6.5000%  | 0.0000% | $978725.00         | $447665.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 7.5000%  | 0.0000% | $2808108.00        | $3032700.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1179759.00        | $1205654.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1597624.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $53810.00          | $53764.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $2564555.00        | $2211266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $2177700.00        | $2166571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1531994.00        | $1519704.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $3592423.00        | $3430572.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1823058.00        | $1866432.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $13289766.00       | $10936645.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.5000%  | 0.0000% | $1011106.00        | $977871.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $627888.00         | $527151.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1726144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $29695624.00       | $23354426.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3252824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $3052695.00        | $3150535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $16003.00          | $13983.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1960198.00        | $1969934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1579049.00        | $1609841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $964275.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $4103359.00        | $3658925.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $21301000.00       | $19944292.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1050250.00        | $1085357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $6459380.00        | $6412834.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1898796.00        | $1760187.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 6.5000%  | 0.0000% | $1049173.00        | $890604.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $4024890.00        | $4062468.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $1349723.00        | $874887.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $4108087.00        | $3620229.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 6.0000%  | 0.0000% | $1088862.00        | $855609.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $3975339.00        | $3904183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1682895.00        | $1698296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.5000%  | 0.0000% | $1476397.00        | $1463321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $1700000.00        | $1611300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.5000%  | 0.0000% | $1114401.00        | $1117699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $2053131.00        | $1782228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $8831912.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1065694.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.5000%  | 0.0000% | $131533.00         | $128570.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $42190.00          | $29259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1747538.00        | $1815777.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1072276.00        | $1108550.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $11663000.00       | $11558638.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.0000%  | 0.0000% | $4506593.00        | $4390865.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $7041998.00        | $6565302.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1121501.00        | $1134410.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $946032.00         | $874192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.0000%  | 0.0000% | $1084215.00        | $1082352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $3341224.00        | $3218033.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1347529.00        | $1371830.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2122505.00        | $2096779.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $3080313.00        | $2972963.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1723729.00        | $1736873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1050365.00        | $868851.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1159465.00        | $1123076.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2177855.00        | $2206588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $2512692.00        | $557758.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $210000.00         | $53757.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 4.5000%  | 0.0000% | $24000.00          | $6422.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $2300382.00        | $820035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $285000.00         | $55964.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $515000.00         | $134499.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1180000.00        | $77536.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-09-01      | 3.5000%  | 0.0000% | $4850304.00        | $3316382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.0000%  | 0.0000% | $2820000.00        | $703246.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $56900000.00       | $16260778.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-05-01      | 4.5000%  | 0.0000% | $72000000.00       | $21347193.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2059-01-01      | 5.0000%  | 0.0000% | $1200000.00        | $431313.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-03-01      | 3.0000%  | 0.0000% | $30252264.00       | $11967549.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $1220000.00        | $119298.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $130000.00         | $33952.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1380.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $201000.00         | $50908.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $198000.00         | $19128.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.0000%  | 0.0000% | $4463674.00        | $904969.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $3109000.00        | $438350.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $4106742.00        | $1520957.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $160000.00         | $31366.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1066671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $85207500.00       | $6861349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $283990.00         | $156898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $425000.00         | $78796.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $82000.00          | $17381.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $85000.00          | $22695.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 4.0000%  | 0.0000% | $1240000.00        | $208997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 3.5000%  | 0.0000% | $121920806.00      | $405858.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $22818420.00       | $6013970.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.5000%  | 0.0000% | $298000.00         | $49059.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.5000%  | 0.0000% | $55881577.00       | $8663439.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $430000.00         | $121710.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $575000.00         | $79567.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $36261.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $16000000.00       | $4613430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3572.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 3.5000%  | 0.0000% | $25000.00          | $9013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2059-01-01      | 4.5000%  | 0.0000% | $1176206.00        | $1081833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $5642560.00        | $416408.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $65892.00          | $4879.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $171638706.00      | $40567730.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1490430.00        | $402766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $37654464.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $4000000.00        | $3091026.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $5260926.00        | $968716.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.0000%  | 0.0000% | $1655000.00        | $415224.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $50000000.00       | $8708594.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $19315148.00       | $4994426.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $51500000.00       | $12540931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5390808.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $567000.00         | $136379.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $4460161.00        | $1558120.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $13032340.00       | $3907478.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $475000.00         | $127279.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $100000.00         | $41853.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $42038.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 1.5000%  | 0.0000% | $14000000.00       | $5292352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1637000.00        | $889790.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $79712.00          | $42221.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $51588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.0000%  | 0.0000% | $6014524.00        | $3840221.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $99000.00          | $64150.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.5000%  | 0.0000% | $263674.00         | $165353.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $3292060.00        | $3193095.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $3852489.00        | $2456894.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $44212244.00       | $29637448.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $4675380.00        | $4301678.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 6.0000%  | 0.0000% | $1027151.00        | $925667.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 6.0000%  | 0.0000% | $1143307.00        | $737020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.0000%  | 0.0000% | $1606061.00        | $1586372.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $25075.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2284359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $501647.00         | $288654.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $17164260.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $2288826.00        | $2153847.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $15234900.00       | $14751529.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $4774729.00        | $3839959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 6.5000%  | 0.0000% | $82635.00          | $55375.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 6.0000%  | 0.0000% | $2563548.00        | $2585049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $154620.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $3940943.00        | $3771305.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $2460273.00        | $2381495.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2765275.00        | $1945199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1855133.00        | $1853850.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $138638.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10335.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $28000.00          | $19469.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $2553530.00        | $2526421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1650000.00        | $1198813.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1381650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $23549188.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $162893.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $79543.00          | $62227.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $430000.00         | $87346.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $702000.00         | $144856.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $130000.00         | $35810.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $561000.00         | $128361.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 2.5000%  | 0.0000% | $138145.00         | $20582.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 4.0000%  | 0.0000% | $58000.00          | $9196.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%  | 0.0000% | $414000.00         | $43248.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2106613.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $99084452.00       | $21051535.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1058294.00        | $314322.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.5000%  | 0.0000% | $39039591.00       | $6683063.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $3039852.00        | $239057.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 4.0000%  | 0.0000% | $110000.00         | $5822.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $64000.00          | $13393.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $2982263.00        | $784341.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $19985847.00       | $2773314.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $2979470.00        | $782696.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $36112858.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $440000.00         | $73858.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $42000.00          | $3967.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $4687287.00        | $1234791.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 3.5000%  | 0.0000% | $6317599.00        | $1850337.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $74390000.00       | $12846178.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $114000.00         | $28469.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.0000%  | 0.0000% | $25000.00          | $3688.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $400353.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $7000.00           | $1421.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.0000%  | 0.0000% | $81888.00          | $9210.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $352000.00         | $139728.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1200000.00        | $394753.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 2.5000%  | 0.0000% | $145467393.00      | $66018073.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6704.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2284299.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $5237000.00        | $3275002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $275000.00         | $165533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $572456.00         | $338900.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $239910.00         | $152662.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $683542.00         | $419488.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $117378054.00      | $65742508.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $74996.00          | $46712.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $21481.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $800710.00         | $446450.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $10241.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $999900.00         | $596021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $33089.00          | $20609.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6645.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 1.5000%  | 0.0000% | $542319.00         | $338963.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $9902479.00        | $6644242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $100000.00         | $72054.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $135000.00         | $99859.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $14145000.00       | $10386444.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3191.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $25376351.00       | $18628724.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.0000%  | 0.0000% | $23000.00          | $18740.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $24689629.00       | $18966378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $690777.00         | $565092.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $25967583.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1581919.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $10902562.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $145671.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $2153514.00        | $1772174.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $44316533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $326998.00         | $191749.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1993099.00        | $1345629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $66708608.00       | $53226801.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $85000.00          | $56752.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $2992006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $25697193.00       | $21963279.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $976961.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1270000.00        | $1056942.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $6322243.00        | $5786935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3569588.00        | $3530424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1730655.00        | $1718655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $3036492.00        | $2990482.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 5.5000%  | 0.0000% | $3726437.00        | $3745776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $6977605.00        | $6867542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $2746800.00        | $2873201.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $5551341.00        | $5775487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.5000%  | 0.0000% | $1021690.00        | $1008441.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.0000%  | 0.0000% | $2055141.00        | $2063353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $6065726.00        | $5977939.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $25903.00          | $24960.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $75703.00          | $73770.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $8000000.00        | $7900597.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $3459375.00        | $3333291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $4643558.00        | $4710823.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.5000%  | 0.0000% | $4480220.00        | $4199258.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $600272.00         | $578340.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1584802.00        | $1635732.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1234973.00        | $1279058.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $4685801.00        | $4842157.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1733118.00        | $1710568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $2419683.00        | $2375206.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $26701.00          | $26329.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $1434285.00        | $1419496.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $4383173.00        | $4323519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 6.0000%  | 0.0000% | $1583213.00        | $1638164.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 6.0000%  | 0.0000% | $3540014.00        | $3653692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1008724.00        | $973204.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $2946507.00        | $2854306.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1000000.00        | $1004757.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1550536.00        | $1543100.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1014835.00        | $983393.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $3728474.00        | $3682746.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $1695900.00        | $1784626.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $3376884.00        | $3494758.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1062450.00        | $1051251.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $1078699.00        | $1074954.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $14719389.00       | $14571042.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $3440583.00        | $3537890.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $6135646.00        | $5927359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1217750.00        | $1263350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $2864304.00        | $2953974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1039625.00        | $1010741.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $6775490.00        | $6728581.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $7641215.00        | $7855620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $3144564.00        | $3040919.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1716479.00        | $1820998.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 6.5000%  | 0.0000% | $1123810.00        | $1177799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $14947039.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $229093.00         | $184415.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $2497340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $103638.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $349000.00         | $295994.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.0000%  | 0.0000% | $58914.00          | $44514.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $42000.00          | $32947.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $28000000.00       | $22999313.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $675000.00         | $638916.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $7283022.00        | $6874403.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $27750000.00       | $25877532.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $2475000.00        | $2203141.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $6958654.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $93113.00          | $89465.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $38087806.00       | $33045107.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $56280234.00       | $52125903.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $60294024.00       | $52114648.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $17254331.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $9639286.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 3.0000%  | 0.0000% | $42000.00          | $35843.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $52000.00          | $40565.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 6.5000%  | 0.0000% | $10899268.00       | $9582473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $58787737.00       | $60365396.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 2.5000%  | 0.0000% | $7106149.00        | $5989251.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $49860215.00       | $46985586.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $63163399.00       | $55064328.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $30312824.00       | $29957756.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $57820473.00       | $57076995.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $136818245.00      | $140033527.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $61104408.00       | $61380993.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $35562579.00       | $36265091.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $21300960.00       | $20810406.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 4.5000%  | 0.0000% | $7618518.00        | $7379021.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.5000%  | 0.0000% | $37226000.00       | $34130434.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $11652925.00       | $10220057.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $19003109.00       | $17555576.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $37205416.00       | $36938641.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.0000%  | 0.0000% | $240000.00         | $227347.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $14222525.00       | $13155589.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $19747.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $58000.00          | $9700.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1808.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $270000.00         | $40072.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 3.5000%  | 0.0000% | $27712943.00       | $5865378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $555841.00         | $45567.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $4500000.00        | $962493.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $70000.00          | $23411.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $155803000.00      | $34176290.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $170000.00         | $43831.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $23000.00          | $3666.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $44000000.00       | $8727638.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $14215000.00       | $2844626.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $830000.00         | $402103.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $737000.00         | $215106.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $3075000.00        | $654531.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.5000%  | 0.0000% | $90000000.00       | $2060209.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $25471000.00       | $6330013.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $249000.00         | $34086.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 2.5000%  | 0.0000% | $25000.00          | $8050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $17100000.00       | $3715825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 5.0000%  | 0.0000% | $155000.00         | $45056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $31000.00          | $5530.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $11445000.00       | $4245117.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $12651.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $155000.00         | $56151.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $345000.00         | $151873.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1073000.00        | $250021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $95027.00          | $32356.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $920000.00         | $253862.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $545000.00         | $249138.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $693223.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $10000.00          | $3558.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $2214698.00        | $944717.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $27000.00          | $8361.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $45000.00          | $23300.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54985.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $2938188.00        | $1416431.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $25000.00          | $9994.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 2.0000%  | 0.0000% | $513000.00         | $292731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $703086.00         | $412659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $705000.00         | $379167.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $19000.00          | $11708.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $67634.00          | $41618.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $21000.00          | $9553.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1657.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $795000.00         | $443504.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 5.0000%  | 0.0000% | $1423128.00        | $486833.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $40000.00          | $22424.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $11000.00          | $6809.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $110000.00         | $48444.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $201490.00         | $124530.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 4.5000%  | 0.0000% | $1498780.00        | $693427.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 4.5000%  | 0.0000% | $75000.00          | $39014.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $5542000.00        | $3301947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $14134823.00       | $8953308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $457534.00         | $284594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $244619.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $28504.00          | $20835.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $140000.00         | $87471.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $582875.00         | $309919.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $240385.00         | $148944.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $480000.00         | $343299.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $74000.00          | $48006.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 3.5000%  | 0.0000% | $2173663.00        | $1444769.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $14195173.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $9604538.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $134182.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $7335000.00        | $5402365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $33031600.00       | $23698591.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 4.0000%  | 0.0000% | $5000000.00        | $3256222.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $706000.00         | $500262.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 4.0000%  | 0.0000% | $100000.00         | $1183.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $281955.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $69538.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3249365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $137844.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2622.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $150000.00         | $99902.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $160000.00         | $117336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $13310000.00       | $9430469.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $231649.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $340000.00         | $214727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $325000.00         | $243789.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $151127.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $28000.00          | $20469.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $33415215.00       | $23800882.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $2011834.00        | $1333820.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $181375.00         | $155224.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $262000.00         | $196920.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $475925.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $16717.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 4.0000%  | 0.0000% | $501000.00         | $362528.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $4439482.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $39024000.00       | $24931564.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $15559161.00       | $11923869.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $657373.00         | $554822.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.5000%  | 0.0000% | $12901614.00       | $9732839.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $747841.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $460000.00         | $412452.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $198448.00         | $193291.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $4989035.00        | $4529522.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.0000%  | 0.0000% | $8126413.00        | $7203294.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.0000%  | 0.0000% | $5580407.00        | $4051812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $14291453.00       | $14794739.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $158491246.00      | $156931696.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $130122618.00      | $123312048.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $9979186.00        | $9481578.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $42306303.00       | $40891366.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.0000%  | 0.0000% | $480835.00         | $478664.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $113155918.00      | $112525666.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 6.0000%  | 0.0000% | $7131090.00        | $55462.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $4925000.00        | $27863.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 6.0000%  | 0.0000% | $362448.00         | $4864.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 6.5000%  | 0.0000% | $65000.00          | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 5.5000%  | 0.0000% | $15619101.00       | $160547.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $863022.00         | $19873.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $267737.00         | $1798.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 7.0000%  | 0.0000% | $2612794.00        | $75003.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 5.5000%  | 0.0000% | $3212395.00        | $128351.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 5.0000%  | 0.0000% | $3927343.00        | $153642.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.5000%  | 0.0000% | $575486.00         | $7917.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.5000%  | 0.0000% | $22012470.00       | $309191.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 6.0000%  | 0.0000% | $620452.00         | $2626.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.0000%  | 0.0000% | $135000.00         | $12223.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 4.5000%  | 0.0000% | $5100000.00        | $130710.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $34240.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $3333570.00        | $70306.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $100006.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.5000%  | 0.0000% | $13000.00          | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $136889.00         | $24525.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $105516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%  | 0.0000% | $2648000.00        | $51120.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 4.5000%  | 0.0000% | $345000.00         | $6341.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $47532.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $48063.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.0000%  | 0.0000% | $880000.00         | $81677.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 3.5000%  | 0.0000% | $3350000.00        | $230266.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $219167.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 3.0000%  | 0.0000% | $2000000.00        | $179175.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $20408.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $29059.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $1310000.00        | $134781.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $23495.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $493036.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $272412.00         | $17352.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $11000.00          | $1743.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $508786.00         | $46970.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $140000.00         | $14203.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $28726906.00       | $2706634.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 3.5000%  | 0.0000% | $2969000.00        | $402550.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.0000%  | 0.0000% | $403000.00         | $38569.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 4.0000%  | 0.0000% | $359440.00         | $26794.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 2.0000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $45523.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $1096858.00        | $98235.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $268272.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $265725.00         | $27025.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 2.5000%  | 0.0000% | $80000.00          | $15595.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $160465.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $56000.00          | $7380.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.5000%  | 0.0000% | $7000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $47000.00          | $8783.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 3.5000%  | 0.0000% | $50790.00          | $12225.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $1097000.00        | $335944.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $661000.00         | $259040.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.0000%  | 0.0000% | $9609810.00        | $3197172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $371337.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 1.5000%  | 0.0000% | $485000.00         | $129955.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $400000.00         | $174991.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $1560000.00        | $1321409.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.0000%  | 0.0000% | $707150.00         | $435761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 5.0000%  | 0.0000% | $285000.00         | $160259.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $4602000.00        | $2612778.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 1.5000%  | 0.0000% | $11593728.00       | $7179919.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.0000%  | 0.0000% | $357235.00         | $242263.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $220000.00         | $162601.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $578050.00         | $429494.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $322796.00         | $240553.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3868.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $12746886.00       | $9930656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $351000.00         | $261521.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3191.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 5.5000%  | 0.0000% | $67000.00          | $34573.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $86000.00          | $63432.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $17000.00          | $13757.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2558.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $161000.00         | $143758.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 4.5000%  | 0.0000% | $594752.00         | $529211.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $366000.00         | $326529.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.5000%  | 0.0000% | $203000.00         | $138535.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $80000.00          | $66582.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $530000.00         | $371856.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 3.5000%  | 0.0000% | $388144.00         | $327209.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.5000%  | 0.0000% | $90158146.00       | $62946444.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $500000.00         | $351799.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $4222472.00        | $2823180.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2588139.00        | $2162226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.5000%  | 0.0000% | $1664145.00        | $1325623.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 7.5000%  | 0.0000% | $556477.00         | $355487.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1828.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $62288789.00       | $52549914.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $3162087.00        | $2992820.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 6.5000%  | 0.0000% | $1152950.00        | $1187353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $796605.00         | $791606.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 5.0000%  | 0.0000% | $2581474.00        | $2531244.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 5.5000%  | 0.0000% | $610746.00         | $622010.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 4.0000%  | 0.0000% | $2807800.00        | $2745059.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 6.5000%  | 0.0000% | $396000.00         | $4117.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 5.5000%  | 0.0000% | $2134956.00        | $24066.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $31775.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $922000.00         | $21653.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.0000%  | 0.0000% | $500000.00         | $9498.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $500000.00         | $31079.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 7.0000%  | 0.0000% | $1700000.00        | $32657.00          | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $900.00            | $896.00            | U.S. Treasuries (including strips) |

### Security 280: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05BCA4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05BCA47791566CG
- **C.18 - Value (incl. sponsor support):** $1969944249.00
- **C.18.a - Value (excl. sponsor support):** $1969944249.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $268600.00         | $255010.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $164369800.00      | $156241489.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $590651200.00      | $663131947.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $2107300.00        | $2151464.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $12772900.00       | $13002533.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $432759500.00      | $441175477.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $5000.00           | $4973.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $710322400.00      | $716587051.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.8434%  | 0.0000% | $16723600.00       | $16849926.00       | U.S. Treasuries (including strips) |

### Security 281: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05BD6D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05BD6D7791563CR
- **C.18 - Value (incl. sponsor support):** $412984760.30
- **C.18.a - Value (excl. sponsor support):** $412984760.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $500.00            | $161.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $39538900.00       | $41242432.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $10743600.00       | $10285828.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $9998300.00        | $9483219.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1600.00           | $784.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $92930100.00       | $61731700.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $5927200.00        | $5335363.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $13570200.00       | $16397137.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $25809500.00       | $27884522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $29711000.00       | $34055823.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $59236000.00       | $61949894.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $34896800.00       | $38784986.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $20088800.00       | $20657097.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $3922200.00        | $3986607.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $13556600.00       | $14779612.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $62702100.00       | $61948797.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $466000.00         | $466588.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $3247000.00        | $3216343.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $2819799.00        | $2170380.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $8990054.00        | $6511433.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $1458422.00        | $370423.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $252.00            | $72.00             | U.S. Treasuries (including strips) |

### Security 282: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05BD6E, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05BD6E7791569CG
- **C.18 - Value (incl. sponsor support):** $2955997044.00
- **C.18.a - Value (excl. sponsor support):** $2955997044.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 5.0000%  | 0.0000% | $1429000.00        | $22376.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 5.0000%  | 0.0000% | $5448769.00        | $17652.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 3.5000%  | 0.0000% | $100000.00         | $5299.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 4.0000%  | 0.0000% | $310649.00         | $5052.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $461716.00         | $49281.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.2500%  | 0.0000% | $1382521.00        | $49146.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 5.0000%  | 0.0000% | $132000.00         | $7205.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 3.5000%  | 0.0000% | $375000.00         | $1357.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 3.5000%  | 0.0000% | $500000.00         | $3512.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 5.0000%  | 0.0000% | $1362600.00        | $37656.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $1755502.00        | $107101.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $120139.00         | $7140.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.2500%  | 0.0000% | $437161.00         | $40039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.2500%  | 0.0000% | $638375.00         | $123145.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.5000%  | 0.0000% | $40006.00          | $1632.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.5000%  | 0.0000% | $201926.00         | $27240.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.0000%  | 0.0000% | $6570000.00        | $454376.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 5.0000%  | 0.0000% | $132000.00         | $4826.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $42805.00          | $2702.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 5.0000%  | 0.0000% | $268000.00         | $21371.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $72568.00          | $3871.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $4663963.00        | $359179.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.5000%  | 0.0000% | $237000.00         | $4379.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $535652.00         | $26478.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.0000%  | 0.0000% | $568000.00         | $49523.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $1500000.00        | $82598.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.0000%  | 0.0000% | $208694.00         | $46559.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $500000.00         | $31081.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.2500%  | 0.0000% | $2549421.00        | $305713.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 3.7500%  | 0.0000% | $3272314.00        | $248935.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.2500%  | 0.0000% | $261783.00         | $12151.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.7500%  | 0.0000% | $1285398.00        | $8787.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $324000.00         | $21780.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $415000.00         | $17006.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.2500%  | 0.0000% | $1057231.00        | $125321.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $25000.00          | $3415.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.8750%  | 0.0000% | $255224.00         | $15649.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $765944.00         | $75382.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $201211.00         | $7382.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.5000%  | 0.0000% | $50000.00          | $3517.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 2.5000%  | 0.0000% | $87000.00          | $674.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $1719895.00        | $106444.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 3.5000%  | 0.0000% | $44872.00          | $6966.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $600000.00         | $74529.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $16010000.00       | $3093590.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $59694.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $30000.00          | $2761.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $45795.00          | $5710.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $641000.00         | $88385.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $300000.00         | $40800.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 3.5000%  | 0.0000% | $25000.00          | $1330.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.5000%  | 0.0000% | $910000.00         | $40198.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 2.5000%  | 0.0000% | $775000.00         | $12961.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 2.5000%  | 0.0000% | $1140000.00        | $11888.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.5000%  | 0.0000% | $45000.00          | $810.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $536129.00         | $37875.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 4.0000%  | 0.0000% | $271594.00         | $29627.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $377000.00         | $48817.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 4.0000%  | 0.0000% | $262163.00         | $23358.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 4.0000%  | 0.0000% | $341492.00         | $18321.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $505781.00         | $96799.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $188000.00         | $14840.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $471000.00         | $40580.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $200000.00         | $14813.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $251774.00         | $27531.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $50000.00          | $1238.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-15      | 4.5000%  | 0.0000% | $696709.00         | $8858.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $300000.00         | $29771.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $50000.00          | $5860.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $5078350.00        | $971383.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $285400.00         | $26625.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $1005178.00        | $192233.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $38364.00          | $1944.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $503000.00         | $44198.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.5000%  | 0.0000% | $101350.00         | $18399.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $522000.00         | $47537.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $908920.00         | $65176.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $220745.00         | $37205.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $161525905.00      | $88036418.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $99895111.00       | $60836763.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $143019213.00      | $102000001.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $91404048.00       | $44073999.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $137461219.00      | $92062268.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $66541852.00       | $31283861.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $3700093.00        | $525959.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $185154.00         | $11775.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $744769.00         | $39306.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.5000%  | 0.0000% | $233626.00         | $13097.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1077251.00        | $52866.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $352836.00         | $29330.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 5.0000%  | 0.0000% | $869939.00         | $54930.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $233214.00         | $14219.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.5000%  | 0.0000% | $93500.00          | $29828.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $1936894.00        | $781190.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $444177.00         | $34294.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 4.5000%  | 0.0000% | $65968.00          | $2500.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $2707646.00        | $224442.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 4.0000%  | 0.0000% | $70479.00          | $10686.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 3.5000%  | 0.0000% | $2399029.00        | $1320017.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 5.0000%  | 0.0000% | $1305161.00        | $37465.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $310242.00         | $19580.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.0000%  | 0.0000% | $25000.00          | $9076.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.5000%  | 0.0000% | $31068.00          | $3790.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $45006.00          | $3573.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 4.5000%  | 0.0000% | $54888.00          | $6438.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 5.0000%  | 0.0000% | $371745.00         | $43114.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $75000.00          | $7335.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $509015.00         | $65783.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $675983.00         | $66860.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 5.0000%  | 0.0000% | $673143.00         | $14580.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $394390.00         | $35345.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.0000%  | 0.0000% | $404000.00         | $168277.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 3.5000%  | 0.0000% | $46559.00          | $6257.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 4.0000%  | 0.0000% | $56318.00          | $5424.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 6.0000%  | 0.0000% | $2000.00           | $2050.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 3.5000%  | 0.0000% | $112000.00         | $22619.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 3.5000%  | 0.0000% | $80870.00          | $34286.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $947896.00         | $36892.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 4.5000%  | 0.0000% | $268638.00         | $15812.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 5.0000%  | 0.0000% | $107724.00         | $39707.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-15      | 5.5000%  | 0.0000% | $106057.00         | $14441.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-15      | 4.5000%  | 0.0000% | $185713.00         | $10731.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 4.0000%  | 0.0000% | $145594.00         | $6487.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 3.5000%  | 0.0000% | $33564.00          | $3937.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 4.5000%  | 0.0000% | $1000.00           | $163.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $1000.00           | $353.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 3.5000%  | 0.0000% | $361266.00         | $10718.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 3.5000%  | 0.0000% | $773402.00         | $28893.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 4.5000%  | 0.0000% | $157523.00         | $7638.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 3.5000%  | 0.0000% | $132593.00         | $12568.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 4.5000%  | 0.0000% | $104770.00         | $10765.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $109983.00         | $42104.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-15      | 3.5000%  | 0.0000% | $27193.00          | $17177.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-15      | 3.5000%  | 0.0000% | $286021.00         | $239988.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $381002.00         | $208808.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 4.5000%  | 0.0000% | $31871.00          | $12442.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 3.5000%  | 0.0000% | $259157.00         | $218403.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.0000%  | 0.0000% | $1500000.00        | $32188.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 2.5000%  | 0.0000% | $229080.00         | $39327.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $546009.00         | $51423.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $943000.00         | $32008.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $32864.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $200000.00         | $23365.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 2.5000%  | 0.0000% | $112483.00         | $11751.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 2.5000%  | 0.0000% | $1000000.00        | $26171.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 2.5000%  | 0.0000% | $27376.00          | $1646.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $32999.00          | $4844.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $356172.00         | $50095.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 4.0000%  | 0.0000% | $2688518.00        | $242886.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $1153703.00        | $47025.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $343921.00         | $51390.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $943000.00         | $88183.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $500000.00         | $15863.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $260413.00         | $42990.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $430000.00         | $42859.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $306393.00         | $34978.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.5000%  | 0.0000% | $170000.00         | $32369.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.5000%  | 0.0000% | $24000.00          | $1112.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 2.7500%  | 0.0000% | $290338.00         | $112902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 2.7500%  | 0.0000% | $1081893.00        | $128560.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.0000%  | 0.0000% | $267811.00         | $40865.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.5000%  | 0.0000% | $200000.00         | $28165.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.0000%  | 0.0000% | $37759.00          | $3420.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 2.5000%  | 0.0000% | $300000.00         | $12728.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $2988978.00        | $356471.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 2.7500%  | 0.0000% | $995795.00         | $78903.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.8750%  | 0.0000% | $424511.00         | $40873.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 4.3750%  | 0.0000% | $48152.00          | $2008.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-11-15      | 3.5000%  | 0.0000% | $62416.00          | $2535.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-15      | 3.0000%  | 0.0000% | $1348045.00        | $53900.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-15      | 3.0000%  | 0.0000% | $264872.00         | $30171.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $16740.00          | $1957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.5000%  | 0.0000% | $37000.00          | $4634.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $203043.00         | $24931.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $2023810.00        | $167181.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.5000%  | 0.0000% | $27478.00          | $4743.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $427903.00         | $9404.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 4.5000%  | 0.0000% | $633875.00         | $90576.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 3.5000%  | 0.0000% | $476450.00         | $28370.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $800000.00         | $133781.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 4.5000%  | 0.0000% | $289465.00         | $17878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1005861.00        | $91046.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-15      | 3.0000%  | 0.0000% | $25109.00          | $3187.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $60165074.00       | $62958170.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $14078450.00       | $14586222.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $30265973.00       | $30982206.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $95542373.00       | $101511634.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $33567490.00       | $34064109.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $30417798.00       | $32689532.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $38366382.00       | $38922915.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $32380074.00       | $32242416.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $34387489.00       | $34979690.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $28088542.00       | $29889424.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $50055362.00       | $50517472.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $30294920.00       | $30821670.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $31528527.00       | $31394489.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $43200754.00       | $44278119.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $34843747.00       | $36131897.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $26546326.00       | $26717424.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $120652309.00      | $125901314.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $30104170.00       | $29752097.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $30890432.00       | $31780912.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $35908344.00       | $37672042.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.0000%  | 0.0000% | $46082502.00       | $48435628.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $24812113.00       | $26504244.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $30000000.00       | $29730719.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $58417435.00       | $59738528.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $65647419.00       | $68745481.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $48624301.00       | $48541930.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $24769492.00       | $27044234.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $83454347.00       | $82912153.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $34791177.00       | $34643268.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-15      | 3.5000%  | 0.0000% | $5749336.00        | $589880.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-15      | 4.5000%  | 0.0000% | $651993.00         | $63140.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $1169075.00        | $29471.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 4.5000%  | 0.0000% | $535989.00         | $26651.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $130058.00         | $22452.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 4.5000%  | 0.0000% | $86990.00          | $4208.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $499393.00         | $121927.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.0000%  | 0.0000% | $29380.00          | $2526.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 3.0000%  | 0.0000% | $61410.00          | $18444.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 3.0000%  | 0.0000% | $628902.00         | $174745.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 3.0000%  | 0.0000% | $1050517.00        | $473973.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 4.5000%  | 0.0000% | $122979.00         | $5483.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1320491.00        | $305585.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 5.0000%  | 0.0000% | $74125.00          | $10134.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $208825.00         | $15923.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $202426.00         | $15351.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $78203.00          | $9125.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $36506.00          | $7861.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $514594.00         | $39537.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 3.0000%  | 0.0000% | $100000.00         | $30407.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $61417.00          | $17681.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.5000%  | 0.0000% | $460853.00         | $63975.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $892240.00         | $43964.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $487426.00         | $44971.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.0000%  | 0.0000% | $308794.00         | $31912.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.5000%  | 0.0000% | $122999.00         | $17276.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.5000%  | 0.0000% | $280658.00         | $69194.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $190637.00         | $16575.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.0000%  | 0.0000% | $158686.00         | $9451.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $154500.00         | $44721.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $104500.00         | $31218.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-15      | 3.5000%  | 0.0000% | $111678.00         | $33791.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.5000%  | 0.0000% | $714000.00         | $16253.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.5000%  | 0.0000% | $216000.00         | $3074.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-15      | 6.0000%  | 0.0000% | $26918.00          | $334.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $85000.00          | $190.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $530000.00         | $1496.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $1930180.00        | $4436.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $199458.00         | $372.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $1088000.00        | $5904.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $2525240.00        | $31329.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $3517895.00        | $33315.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $942460.00         | $18092.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 5.7500%  | 0.0000% | $1922319.00        | $45044.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $1767130.00        | $70113.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $2301135.00        | $17799.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $1386060.00        | $20757.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $2198560.00        | $34415.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $1381803.00        | $19896.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $674051.00         | $14184.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $2574530.00        | $28241.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $666818.00         | $36040.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.2500%  | 0.0000% | $25000.00          | $578.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1004817.00        | $3675.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.5000%  | 0.0000% | $1012631.00        | $47248.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $1074782.00        | $27312.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.5000%  | 0.0000% | $1840796.00        | $22018.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 6.0000%  | 0.0000% | $92698.00          | $1201.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-15      | 6.0000%  | 0.0000% | $44293.00          | $491.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $41613.00          | $2885.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.7000%  | 0.0000% | $2648763.00        | $21439.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $1329101.00        | $40162.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.7000%  | 0.0000% | $819168.00         | $18314.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $1939016.00        | $22849.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $1350839.00        | $19705.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $537016.00         | $25842.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 6.0000%  | 0.0000% | $1171781.00        | $6450.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.0000%  | 0.0000% | $551000.00         | $6855.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $43605.00          | $271.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.5000%  | 0.0000% | $208084.00         | $7392.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $628242.00         | $7030.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $1105289.00        | $4068.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $810000.00         | $1211.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $216000.00         | $2044.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.5000%  | 0.0000% | $109000.00         | $223.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $96220.00          | $759.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 6.0000%  | 0.0000% | $276220.00         | $10211.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.0000%  | 0.0000% | $552440.00         | $11890.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.5000%  | 0.0000% | $100000.00         | $2816.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.0000%  | 0.0000% | $917000.00         | $11874.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $714000.00         | $7890.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $889433.00         | $3640.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 6.0000%  | 0.0000% | $205200.00         | $4958.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $1977000.00        | $17622.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $124959.00         | $1612.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $17804076.00       | $191213.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $864104.00         | $5555.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $49477.00          | $558.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $87943.00          | $675.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-15      | 5.5000%  | 0.0000% | $113000.00         | $3669.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $702000.00         | $7789.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 5.0000%  | 0.0000% | $4246358.00        | $38902.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $550742.00         | $4476.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $396596.00         | $5768.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $37272.00          | $417.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.0000%  | 0.0000% | $1122937.00        | $4762.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $25999.00          | $88.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $118000.00         | $1107.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $500000.00         | $409.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $196000.00         | $99.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 6.5000%  | 0.0000% | $810000.00         | $1094.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $1818819.00        | $22236.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.5000%  | 0.0000% | $6725000.00        | $7171.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.5000%  | 0.0000% | $120596.00         | $179.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1075852.00        | $3818.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.5000%  | 0.0000% | $175968.00         | $172.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 7.0000%  | 0.0000% | $2592881.00        | $9613.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1000100.00        | $10790.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $25000.00          | $124.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.0000%  | 0.0000% | $810000.00         | $1058.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $60000.00          | $78.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $10000000.00       | $86116.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $10184336.00       | $32075.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1500200.00        | $8561.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3135845.00        | $9203.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $362510.00         | $11617.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $231811.00         | $7671.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $724085.00         | $6372.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $236346.00         | $743.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $414226.00         | $1935.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $41706.00          | $153.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.0000%  | 0.0000% | $68736.00          | $357.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $498869.00         | $1056.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $170719.00         | $243.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $982026.00         | $5541.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $537860.00         | $2418.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $146486.00         | $658.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $5887192.00        | $38178.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $500758.00         | $3422.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 8.0000%  | 0.0000% | $128000.00         | $266.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $451992.00         | $1341.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $256485.00         | $869.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $908943.00         | $5301.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $515602.00         | $2450.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $897667.00         | $27653.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $968410.00         | $6054.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $37000.00          | $542.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $75259.00          | $1646.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $219827.00         | $2052.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2157230.00        | $11457.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5898143.00        | $35441.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $666280.00         | $941.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $177656.00         | $418.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $650093.00         | $1958.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $335940.00         | $1100.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $512475.00         | $18039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $601358.00         | $9208.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $802883.00         | $5762.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1829495.00        | $19075.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3693521.00        | $18829.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2394164.00        | $10848.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $705002.00         | $7199.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $844000.00         | $4051.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2365155.00        | $12562.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1692032.00        | $21812.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2957718.00        | $20561.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $749664.00         | $1652.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $590039.00         | $7910.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1287633.00        | $9025.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4000400.00        | $28858.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $446515.00         | $1352.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.5000%  | 0.0000% | $36000.00          | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $94729.00          | $352.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $498947.00         | $1702.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $914717.00         | $4089.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1058093.00        | $3730.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 7.0000%  | 0.0000% | $30000.00          | $259.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $946331.00         | $7027.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $993784.00         | $8993.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $685839.00         | $118.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5579654.00        | $37158.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $490548.00         | $2208.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.5000%  | 0.0000% | $30000.00          | $69.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $878120.00         | $1615.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $87172.00          | $520.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4297001.00        | $24031.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $23000000.00       | $42006.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $224023.00         | $4008.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5000032.00        | $34429.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $7123272.00        | $31265.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5932408.00        | $113193.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $14494873.00       | $50221.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $7643518.00        | $21100.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1270046.00        | $5973.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $206826.00         | $977.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $45000.00          | $135.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1659525.00        | $6867.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $80000.00          | $529.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $999909.00         | $20462.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $135647.00         | $155.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $987937.00         | $5428.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2000000.00        | $14366.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $22304477.00       | $73556.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2275997.00        | $7082.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 5.5000%  | 0.0000% | $486000.00         | $1365.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $398861.00         | $406.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.0000%  | 0.0000% | $1431863.00        | $7384.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $11204944.00       | $20694.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $317029.00         | $1104.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.2500%  | 0.0000% | $30000.00          | $77.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.5000%  | 0.0000% | $50000.00          | $241.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 6.0000%  | 0.0000% | $44388.00          | $221.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $30092951.00       | $121298.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $396988.00         | $2779.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $44000.00          | $141.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 7.5000%  | 0.0000% | $100010.00         | $208.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.0000%  | 0.0000% | $224431.00         | $1401.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $428860.00         | $1551.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $1238824.00        | $7254.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 5.5000%  | 0.0000% | $108000.00         | $1670.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $31466.00          | $360.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $5357960.00        | $5383.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.5000%  | 0.0000% | $53000.00          | $104.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $43000.00          | $287.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $2673346.00        | $15736.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $2862540.00        | $799.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 4.5000%  | 0.0000% | $81512.00          | $1161.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $37000.00          | $201.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $29238.00          | $484.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $37077.00          | $251.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 6.0000%  | 0.0000% | $546000.00         | $3582.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 6.0000%  | 0.0000% | $66982.00          | $164.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.0000%  | 0.0000% | $2310583.00        | $12558.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 7.5000%  | 0.0000% | $71519.00          | $666.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $250000.00         | $1957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $440410.00         | $2174.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $22275261.00       | $35907.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 6.0000%  | 0.0000% | $64000.00          | $1900.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $534919.00         | $9243.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $2609212.00        | $4711.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $1156777.00        | $23575.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $1325111.00        | $18397.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $394247.00         | $910.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $340000.00         | $6206.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $2233.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $1698.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $362245.00         | $5675.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $190533.00         | $475.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $100000.00         | $1610.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.0000%  | 0.0000% | $110000.00         | $765.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $90000.00          | $827.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $3009177.00        | $15059.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.5000%  | 0.0000% | $62613.00          | $1048.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $114000.00         | $998.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-15      | 3.0000%  | 0.0000% | $108904.00         | $38374.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $1141.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.0000%  | 0.0000% | $968782.00         | $11263.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $16873035.00       | $102831.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7500%  | 0.0000% | $106000.00         | $141.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7500%  | 0.0000% | $1150000.00        | $15729.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $50000.00          | $162.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $30000.00          | $288.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $415000.00         | $5726.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $25000.00          | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $25000.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 7.5000%  | 0.0000% | $42526.00          | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.0000%  | 0.0000% | $160000.00         | $303.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.0000%  | 0.0000% | $167738.00         | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $4576.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $209285.00         | $8527.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $275000.00         | $266.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $422000.00         | $16.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $8725473.00        | $1893.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.0000%  | 0.0000% | $80000.00          | $220.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $198000.00         | $792.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.5000%  | 0.0000% | $2547192.00        | $499.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 6.5000%  | 0.0000% | $397435.00         | $465.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.0000%  | 0.0000% | $112000.00         | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.5000%  | 0.0000% | $25623.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $86730.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $500050.00         | $2807.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $25000.00          | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 6.5000%  | 0.0000% | $3666667.00        | $98.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $30000.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $500000.00         | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.5000%  | 0.0000% | $253478.00         | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $81142.00          | $131.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $992920.00         | $469.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $1000000.00        | $804.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $244066.00         | $1390.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $1450416.00        | $1544.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.0000%  | 0.0000% | $108560.00         | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $986210.00         | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 6.5000%  | 0.0000% | $745535.00         | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $102000.00         | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $129796.00         | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $175160.00         | $13.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $947789.00         | $1118.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 7.5000%  | 0.0000% | $10057715.00       | $94.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 8.0000%  | 0.0000% | $341450.00         | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2114768.00        | $2545.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $188965.00         | $479.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $505000.00         | $2849.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 7.5000%  | 0.0000% | $39200.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 7.5000%  | 0.0000% | $1259838.00        | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $184855.00         | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.0000%  | 0.0000% | $737946.00         | $32.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $38453.00          | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 7.5000%  | 0.0000% | $479287.00         | $171.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $2353569.00        | $5334.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 6.5000%  | 0.0000% | $3000461.00        | $111.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 7.5000%  | 0.0000% | $85000.00          | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.0000%  | 0.0000% | $280301.00         | $3.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 7.5000%  | 0.0000% | $110000.00         | $3.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 9.0000%  | 0.0000% | $1803690.00        | $140.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $140000.00         | $2.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $1474795.00        | $467.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $55000.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.5000%  | 0.0000% | $997974.00         | $13.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $208000.00         | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $952173.00         | $13356.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 7.5000%  | 0.0000% | $100076.00         | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 7.5000%  | 0.0000% | $25000.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 7.5000%  | 0.0000% | $67381.00          | $2.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $492894.00         | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $99231.00          | $27.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $60000.00          | $3.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 7.5000%  | 0.0000% | $80000.00          | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.7500%  | 0.0000% | $25000.00          | $104.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 9.0000%  | 0.0000% | $96492.00          | $127.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $297422.00         | $97.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 8.0000%  | 0.0000% | $1011474.00        | $927.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $495000.00         | $293.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.0000%  | 0.0000% | $167068.00         | $66.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $49800.00          | $15.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 7.5000%  | 0.0000% | $130000.00         | $16.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.0000%  | 0.0000% | $1078320.00        | $421.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $1011503.00        | $627.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $45000.00          | $1897.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $61608.00          | $15.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $152995.00         | $103.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.2500%  | 0.0000% | $197500.00         | $235.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $76753.00          | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $41000.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $640299.00         | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.0000%  | 0.0000% | $25000.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $137000.00         | $70.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 7.5000%  | 0.0000% | $280000.00         | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $55614.00          | $13.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $787167.00         | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.0000%  | 0.0000% | $222092.00         | $1920.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $44350.00          | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.5000%  | 0.0000% | $3000000.00        | $581.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 7.2500%  | 0.0000% | $115000.00         | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $75000.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 6.5000%  | 0.0000% | $259759.00         | $34.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $647000.00         | $572.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.0000%  | 0.0000% | $736403.00         | $574.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $2656846.00        | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $7877981.00        | $970.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $1616365.00        | $131.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.0000%  | 0.0000% | $224026.00         | $49.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $229464.00         | $88.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.5000%  | 0.0000% | $1299445.00        | $741.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.0000%  | 0.0000% | $234000.00         | $85.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $919789.00         | $2090.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.0000%  | 0.0000% | $151020.00         | $140.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.0000%  | 0.0000% | $173488.00         | $129.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 7.5000%  | 0.0000% | $66308.00          | $494.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $800000.00         | $210.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $30748.00          | $13.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $1133597.00        | $669.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $43855.00          | $40.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $640000.00         | $374.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $30000.00          | $41.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.5000%  | 0.0000% | $953972.00         | $692.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $218000.00         | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $830538.00         | $216.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.5000%  | 0.0000% | $876223.00         | $812.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $25000.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $5000000.00        | $2089.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $699107.00         | $639.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $11593842.00       | $39367.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $35000.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $31210.00          | $15.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 8.0000%  | 0.0000% | $505000.00         | $446.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $75000.00          | $47.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.5000%  | 0.0000% | $7313221.00        | $1828.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $725329.00         | $53.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $532183.00         | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $1179327.00        | $153.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $372872.00         | $91.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.0000%  | 0.0000% | $30000.00          | $16.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $25000.00          | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.5000%  | 0.0000% | $55302.00          | $449.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $469928.00         | $120.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $50000.00          | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $587322.00         | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.0000%  | 0.0000% | $25000.00          | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $141000.00         | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $8871415.00        | $1965.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $27247.00          | $23.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $34000.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.2500%  | 0.0000% | $275000.00         | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $100000.00         | $47.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.2500%  | 0.0000% | $578000.00         | $244.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $3033958.00        | $533.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $117602.00         | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $380561.00         | $104.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $28865.00          | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.5000%  | 0.0000% | $25000.00          | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $15145985.00       | $437.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $139866.00         | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 7.5000%  | 0.0000% | $150000.00         | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $25000.00          | $2.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $28557.00          | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 7.5000%  | 0.0000% | $990213.00         | $225.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 7.5000%  | 0.0000% | $50000.00          | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $120000.00         | $69.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 8.0000%  | 0.0000% | $322536.00         | $238.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $119274.00         | $190.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $524567.00         | $403.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $170000.00         | $500.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $250000.00         | $97.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 7.5000%  | 0.0000% | $205621.00         | $61.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $187879.00         | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $2314061.00        | $2605.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.0000%  | 0.0000% | $74300.00          | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $80000.00          | $26.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.5000%  | 0.0000% | $228305.00         | $123.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.5000%  | 0.0000% | $2121746.00        | $1606.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.0000%  | 0.0000% | $25000.00          | $2.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $5471280.00        | $3008.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $74415.00          | $352.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $25000.00          | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $184069.00         | $36.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.5000%  | 0.0000% | $848473.00         | $113.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $47746.00          | $85.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $1605000.00        | $762.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $188954.00         | $1048.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.0000%  | 0.0000% | $48000.00          | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 7.5000%  | 0.0000% | $50000.00          | $1.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $25000.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $1018887.00        | $465.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.0000%  | 0.0000% | $134000.00         | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $90000.00          | $132.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 7.5000%  | 0.0000% | $1000000.00        | $69.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.5000%  | 0.0000% | $2041375.00        | $192.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $340000.00         | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $2137274.00        | $538.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 6.5000%  | 0.0000% | $36618.00          | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.0000%  | 0.0000% | $100000.00         | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.5000%  | 0.0000% | $28370.00          | $70.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $50000.00          | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.5000%  | 0.0000% | $716361.00         | $654.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 7.0000%  | 0.0000% | $1000409.00        | $5510.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $30037.00          | $125.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $894705.00         | $2854.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $124000.00         | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.0000%  | 0.0000% | $164170.00         | $80.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $112947.00         | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $55000.00          | $135.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.5000%  | 0.0000% | $140000.00         | $434.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 6.5000%  | 0.0000% | $903687.00         | $563.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.0000%  | 0.0000% | $321000.00         | $51.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.5000%  | 0.0000% | $592737.00         | $3161.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $719539.00         | $164.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 8.5000%  | 0.0000% | $53223.00          | $27.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $176088.00         | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $1005702.00        | $1007.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $29000.00          | $58.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.0000%  | 0.0000% | $27600.00          | $96.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.2500%  | 0.0000% | $255000.00         | $2902.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.0000%  | 0.0000% | $160000.00         | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.2500%  | 0.0000% | $31000.00          | $26.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $3119825.00        | $6795.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 7.5000%  | 0.0000% | $25000.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.0000%  | 0.0000% | $538210.00         | $1276.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $230000.00         | $85.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.0000%  | 0.0000% | $10000000.00       | $3174.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.5000%  | 0.0000% | $404532.00         | $3401.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $982252.00         | $1859.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 8.0000%  | 0.0000% | $495000.00         | $772.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $50036.00          | $358.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.0000%  | 0.0000% | $83000.00          | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $100548.00         | $127.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.0000%  | 0.0000% | $97000.00          | $26.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.7500%  | 0.0000% | $400000.00         | $1654.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 8.0000%  | 0.0000% | $50164.00          | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.7500%  | 0.0000% | $75000.00          | $249.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $583897.00         | $2929.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.0000%  | 0.0000% | $154849.00         | $289.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.5000%  | 0.0000% | $218000.00         | $720.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $4380459.00        | $12609.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.0000%  | 0.0000% | $60000.00          | $83.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.5000%  | 0.0000% | $235882.00         | $318.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.5000%  | 0.0000% | $11963625.00       | $15746.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.0000%  | 0.0000% | $19990000.00       | $10521.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $4882855.00        | $14672.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $277322.00         | $510.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.0000%  | 0.0000% | $107000.00         | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 7.5000%  | 0.0000% | $816764.00         | $1733.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $6114171.00        | $1443.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $554000.00         | $358.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $84069.00          | $339.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1753170.00        | $913.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $100000.00         | $357.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.7500%  | 0.0000% | $215000.00         | $484.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.7500%  | 0.0000% | $157000.00         | $381.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.5000%  | 0.0000% | $424865.00         | $391.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.0000%  | 0.0000% | $124000.00         | $97.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $6981494.00        | $3764.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $511285.00         | $1042.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.5000%  | 0.0000% | $29251.00          | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.5000%  | 0.0000% | $165935.00         | $368.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $78816.00          | $34.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 7.5000%  | 0.0000% | $66485.00          | $172.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $141039.00         | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $51316.00          | $12.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 6.7500%  | 0.0000% | $273000.00         | $346.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $202293.00         | $1650.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $777670.00         | $1789.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $140254.00         | $321.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $250000.00         | $300.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.7500%  | 0.0000% | $138245.00         | $717.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 7.0000%  | 0.0000% | $310000.00         | $1340.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $1230212.00        | $1381.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 8.0000%  | 0.0000% | $197000.00         | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1190366.00        | $5475.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $336728.00         | $1506.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.5000%  | 0.0000% | $962000.00         | $1220.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $25779.00          | $48.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $150000.00         | $356.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $679038.00         | $7151.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $385400.00         | $18494.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $400000.00         | $1862.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $50000.00          | $43.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $479035.00         | $571.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $2300000.00        | $1983.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $1250000.00        | $659.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $10000000.00       | $41330.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $10000000.00       | $10754.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $300030.00         | $459.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $1999800.00        | $3346.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $352889.00         | $219.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $2559964.00        | $1345.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $1690405.00        | $1793.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1214097.00        | $978.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $3978080.00        | $5164.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $3023340.00        | $14810.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $915478.00         | $2527.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $591465.00         | $716.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $93000.00          | $346.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1364398.00        | $5224.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1139654.00        | $2788.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1101081.00        | $6084.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $1247593.00        | $6362.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $2455671.00        | $571.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $123000.00         | $871.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.5000%  | 0.0000% | $168000.00         | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.0000%  | 0.0000% | $82000.00          | $123.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $439108.00         | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $612343.00         | $860.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.5000%  | 0.0000% | $150000.00         | $273.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $1000000.00        | $3062.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $410232.00         | $3665.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $846419.00         | $3813.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.2500%  | 0.0000% | $800000.00         | $2923.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 8.0000%  | 0.0000% | $32000.00          | $203.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $121538.00         | $177.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $224000.00         | $759.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $499950.00         | $318.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $516365.00         | $758.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $383212.00         | $398.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $91112.00          | $1851.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 5.0000%  | 0.0000% | $25000.00          | $584.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $3860561.00        | $69489.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $1254332.00        | $13473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $4603855.00        | $30321.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $4928227.00        | $72828.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $312464.00         | $6089.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.5000%  | 0.0000% | $322959.00         | $22127.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $1010234.00        | $24126.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $1569000.00        | $20259.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $97085.00          | $3377.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $47068.00          | $1764.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 6.5000%  | 0.0000% | $895000.00         | $13485.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $34650.00          | $948.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $1771236.00        | $38259.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $275000.00         | $25979.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.5000%  | 0.0000% | $50000.00          | $3486.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $381219.00         | $23683.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $81176.00          | $7696.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $120000.00         | $2545.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $57531.00          | $2859.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $10699185.00       | $158807.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $227000.00         | $13759.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $5591990.00        | $102874.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $1444287.00        | $41242.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $1270816.00        | $21987.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $3486800.00        | $52372.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $153000.00         | $3269.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $700000.00         | $35151.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $341926.00         | $9254.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $156864.00         | $5817.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $25000.00          | $775.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 4.5000%  | 0.0000% | $1163348.00        | $34549.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $362038.00         | $9265.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $75000.00          | $5004.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.0000%  | 0.0000% | $1569.00           | $100.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $1000000.00        | $17899.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $1000000.00        | $35699.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $226000.00         | $10567.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $30000.00          | $298.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $800000.00         | $22343.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $810559.00         | $23066.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $280000.00         | $4183.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1183094.00        | $30579.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 6.0000%  | 0.0000% | $470000.00         | $42389.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $400000.00         | $23033.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 3.5000%  | 0.0000% | $95000.00          | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $600000.00         | $30231.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $2562740.00        | $47347.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $1796100.00        | $64613.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $55000.00          | $4838.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $75000.00          | $6403.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $1510000.00        | $31432.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.1250%  | 0.0000% | $2485765.00        | $132470.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $1469670.00        | $81354.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $723000.00         | $31809.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.5000%  | 0.0000% | $27272.00          | $1610.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 5.0000%  | 0.0000% | $82600.00          | $5340.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 4.5000%  | 0.0000% | $498204.00         | $36260.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $522955.00         | $11483.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $1734780.00        | $39995.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $1192074.00        | $47054.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 3.5000%  | 0.0000% | $314000.00         | $22231.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.0000%  | 0.0000% | $416800.00         | $9039.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 4.0000%  | 0.0000% | $500000.00         | $350.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $217001.00         | $10416.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $185000.00         | $5658.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $669569.00         | $17826.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 4.0000%  | 0.0000% | $60282.00          | $73.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $447000.00         | $6557.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.5000%  | 0.0000% | $723000.00         | $18204.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $2271716.00        | $24200.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.5000%  | 0.0000% | $540000.00         | $24080.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.5000%  | 0.0000% | $217827.00         | $25254.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 5.0000%  | 0.0000% | $42783.00          | $2471.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.2500%  | 0.0000% | $391120.00         | $27257.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $45000.00          | $3679.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.2500%  | 0.0000% | $309621.00         | $29322.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.7500%  | 0.0000% | $809242.00         | $40904.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1735299.00        | $40301.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1060000.00        | $24004.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $140000.00         | $4445.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $887000.00         | $13331.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.0000%  | 0.0000% | $1000000.00        | $38619.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $388607.00         | $3004.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $7912462.00        | $42617.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $558037.00         | $52596.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.7500%  | 0.0000% | $214451.00         | $45483.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $303219.00         | $42229.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.7500%  | 0.0000% | $384641.00         | $43998.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $850000.00         | $46868.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $663513.00         | $21006.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 3.5000%  | 0.0000% | $66819.00          | $3626.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $448129.00         | $33763.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $97700.00          | $85.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $6771399.00        | $8892.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $700000.00         | $634.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 6.5000%  | 0.0000% | $663000.00         | $432.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.0000%  | 0.0000% | $58100.00          | $39.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $107000.00         | $390.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $2332508.00        | $527.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $720081.00         | $425.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $2575969.00        | $898.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $170000.00         | $135.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $6201658.00        | $1337.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $802464.00         | $330.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $94149.00          | $58.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $109735.00         | $172.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 5.0000%  | 0.0000% | $10012086.00       | $82632.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $296082.00         | $328.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $1194754.00        | $10049.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.5000%  | 0.0000% | $73949.00          | $856.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $160128.00         | $232.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 6.5000%  | 0.0000% | $81133.00          | $944.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.7500%  | 0.0000% | $25000.00          | $244.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 8.0000%  | 0.0000% | $125000.00         | $813.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $70000.00          | $140.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2051048.00        | $7661.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $200000.00         | $662.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.3750%  | 0.0000% | $180000.00         | $4175.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $4031857.00        | $3226.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1417968.00        | $397.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.2500%  | 0.0000% | $80000.00          | $181.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1405932.00        | $4572.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $130000.00         | $432.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $280.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $642635.00         | $640.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $231471.00         | $382.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.5000%  | 0.0000% | $50000.00          | $55.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $115000.00         | $186.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $251516.00         | $379.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.5000%  | 0.0000% | $138904.00         | $200.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $398058.00         | $2861.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.5000%  | 0.0000% | $100000.00         | $324.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $95000.00          | $180.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.0000%  | 0.0000% | $669768.00         | $1881.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-15      | 6.0000%  | 0.0000% | $50000.00          | $205.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $297400.00         | $1288.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $505508.00         | $3261.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2812654.00        | $24232.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $226229.00         | $25.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $425000.00         | $6551.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $5878200.00        | $17181.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $426072.00         | $291.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.0000%  | 0.0000% | $34797.00          | $227.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $87089.00          | $93.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $33950.00          | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2206530.00        | $3672.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $75333.00          | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $3135204.00        | $3814.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $191179.00         | $522.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.0000%  | 0.0000% | $300000.00         | $631.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $6054396.00        | $4929.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2776130.00        | $2572.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1140249.00        | $1550.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $58720.00          | $169.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $3400634.00        | $13155.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $182080.00         | $212.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1089982.00        | $1382.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $110714.00         | $175.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 8.0000%  | 0.0000% | $25000.00          | $125.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $25000.00          | $51.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $292000.00         | $323.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $75000.00          | $56.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $1105966.00        | $1914.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $2911593.00        | $3625.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $150710.00         | $251.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $63804.00          | $387.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $75000.00          | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $46832.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $463169.00         | $2640.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $191618.00         | $592.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $100480.00         | $349.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 8.0000%  | 0.0000% | $4024635.00        | $2453.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $450000.00         | $654.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $31615.00          | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $892981.00         | $6598.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $584641.00         | $14250.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $180000.00         | $301.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $25000.00          | $46.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $32669.00          | $54.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $149556.00         | $186.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $41168.00          | $246.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $3152591.00        | $32547.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $1126011.00        | $17819.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $2696177.00        | $11721.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $5155695.00        | $14826.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $958975.00         | $3885.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $315662.00         | $2320.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $135230.00         | $104.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $677571.00         | $207.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $175000.00         | $228.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.2500%  | 0.0000% | $435000.00         | $318.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $164473.00         | $288.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.5000%  | 0.0000% | $40000.00          | $110.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1200000.00        | $815.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $43104.00          | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $235235.00         | $665.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.0000%  | 0.0000% | $112647.00         | $124.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $200000.00         | $252.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $653933.00         | $1139.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $137392.00         | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $1982808.00        | $1236.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $163619.00         | $134.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $3156638.00        | $3704.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.5000%  | 0.0000% | $1180152.00        | $861.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $46000.00          | $99.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $3200000.00        | $3842.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $156927.00         | $29.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $35000.00          | $48.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $70000.00          | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $100003804.00      | $28698.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $862695.00         | $738.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 8.0000%  | 0.0000% | $659561.00         | $1237.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $299286.00         | $321.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $1967000.00        | $2046.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $207633.00         | $351.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $96000.00          | $617.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $2040595.00        | $3241.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $486000.00         | $592.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $794155.00         | $4997.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $26000.00          | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $42166.00          | $1264.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $835083.00         | $2030.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.0000%  | 0.0000% | $49202.00          | $148.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.5000%  | 0.0000% | $344056.00         | $545.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $3017609.00        | $3014.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $5917958.00        | $1107.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $3011871.00        | $2339.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $155017.00         | $102.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 7.5000%  | 0.0000% | $48510.00          | $416.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 7.0000%  | 0.0000% | $25000.00          | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 8.0000%  | 0.0000% | $26232.00          | $2.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $25000.00          | $186.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $98572.00          | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $255000.00         | $1781.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $50000.00          | $762.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $150212.00         | $42.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.5000%  | 0.0000% | $233448.00         | $515.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $186664.00         | $198.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 7.5000%  | 0.0000% | $1000017.00        | $10914.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $60000.00          | $147.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $50000.00          | $283.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 9.0000%  | 0.0000% | $1289907.00        | $3815.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $50068.00          | $53.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $246834.00         | $1424.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $65000.00          | $16.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.2500%  | 0.0000% | $103000.00         | $192.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $250000.00         | $131.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $62500.00          | $32.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 5.4500%  | 0.0000% | $253067.00         | $4584.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $25000.00          | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $54000.00          | $159.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $451136.00         | $142.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $51054.00          | $30.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $75000.00          | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $50000.00          | $29.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $100000.00         | $36.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $331791.00         | $260.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $37000.00          | $399.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $55000.00          | $1345.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $932870.00         | $2276.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $70045.00          | $54.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $100000.00         | $61.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $196690.00         | $561.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 8.0000%  | 0.0000% | $323637.00         | $633.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $50000.00          | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $600000.00         | $980.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $2926368.00        | $4412.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $789396.00         | $241.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $68138.00          | $223.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $801480.00         | $390.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $104813.00         | $38.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $100484.00         | $70.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-15      | 5.0000%  | 0.0000% | $392000.00         | $5242.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $160000.00         | $356.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $142799.00         | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 7.5000%  | 0.0000% | $2557507.00        | $344.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $171912.00         | $168.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.5000%  | 0.0000% | $600291.00         | $732.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $1628776.00        | $796.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $1243831.00        | $1605.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $135248.00         | $195.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $209816.00         | $336.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $103748.00         | $90.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $10000992.00       | $14258.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $429827.00         | $1131.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 5.4700%  | 0.0000% | $1427118.00        | $17398.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 5.4700%  | 0.0000% | $988043.00         | $15806.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 5.4700%  | 0.0000% | $852441.00         | $16769.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 5.4700%  | 0.0000% | $561771.00         | $20476.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $305985.00         | $3966.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $1146985.00        | $12217.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $25000.00          | $109.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 7.7500%  | 0.0000% | $386000.00         | $731.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $343408.00         | $1174.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $174128.00         | $1479.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1006970.00        | $49851.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 7.5000%  | 0.0000% | $75000.00          | $1887.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $3000000.00        | $8805.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2374790.00        | $18367.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $209668.00         | $175.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $162000.00         | $734.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $300100.00         | $956.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $200000.00         | $357.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $1243479.00        | $2585.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $582401.00         | $27937.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $661361.00         | $12968.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 7.5000%  | 0.0000% | $30000.00          | $958.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $504667.00         | $1018.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $802103.00         | $3541.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.5000%  | 0.0000% | $1620784.00        | $1503.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $1303878.00        | $3170.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $112000.00         | $205.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $361944.00         | $1439.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-15      | 8.0000%  | 0.0000% | $26000.00          | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $97151.00          | $135.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $180941.00         | $891.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $1035769.00        | $8919.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $173268.00         | $466.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $2696455.00        | $6391.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 9.0000%  | 0.0000% | $98716.00          | $501.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $94684.00          | $74.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $3026035.00        | $594.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $496412.00         | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $81679.00          | $2435.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $506473.00         | $566.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $25000.00          | $79.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $4999591.00        | $6017.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $27991.00          | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.5000%  | 0.0000% | $588153.00         | $4952.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $26982.00          | $142.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $148108.00         | $91.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $3565062.00        | $1478.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $1461000.00        | $1756.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $55350.00          | $83.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $256000.00         | $127.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1706425.00        | $7311.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $263200.00         | $1286.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $421954.00         | $3786.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $280000.00         | $2204.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $25000.00          | $40.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $3119777.00        | $1954.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $55000.00          | $132.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 9.0000%  | 0.0000% | $125000.00         | $72.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $567659.00         | $2630.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $10671852.00       | $1976.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $846420.00         | $842.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $250000.00         | $229.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $56000.00          | $144.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $391000.00         | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $25222105.00       | $6160.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.5000%  | 0.0000% | $3744038.00        | $13984.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.5000%  | 0.0000% | $1346703.00        | $230.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $9000900.00        | $2443.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $115752.00         | $380.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $5999692.00        | $8341.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 9.0000%  | 0.0000% | $50000.00          | $414.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $537512.00         | $765.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $2000000.00        | $14147.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $1415874.00        | $3364.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $1025000.00        | $6352.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 7.5000%  | 0.0000% | $28000.00          | $164.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $935509.00         | $15512.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $301938.00         | $8888.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $900220.00         | $14765.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.0000%  | 0.0000% | $25000.00          | $68.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $175000.00         | $252.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 5.0000%  | 0.0000% | $214000.00         | $3195.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $161614.00         | $613.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $25050.00          | $39.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $565050.00         | $1242.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 7.5000%  | 0.0000% | $150000.00         | $461.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $387650.00         | $2749.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $630000.00         | $1517.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $194000.00         | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.5000%  | 0.0000% | $128685.00         | $48.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $250000.00         | $1024.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $102819.00         | $37.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $752966.00         | $4074.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $5351013.00        | $12368.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $539154.00         | $2129.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1003986.00        | $23303.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $768579.00         | $10528.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 7.0000%  | 0.0000% | $862732.00         | $672.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $49000.00          | $554.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 8.5000%  | 0.0000% | $25000.00          | $164.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $241000.00         | $651.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $200696.00         | $458.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1973716.00        | $16490.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500350.00         | $1928.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $26661.00          | $247.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $35000.00          | $267.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.5000%  | 0.0000% | $38000.00          | $3646.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $111755.00         | $15581.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $624663.00         | $29128.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1100631.00        | $9403.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 8.0000%  | 0.0000% | $165000.00         | $659.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 7.0000%  | 0.0000% | $299800.00         | $476.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.5000%  | 0.0000% | $31747.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $660051.00         | $3124.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $524447.00         | $6710.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $673577.00         | $1481.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.5000%  | 0.0000% | $49000.00          | $65.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $36328.00          | $63.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $1007468.00        | $7489.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $930592.00         | $2046.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $80132.00          | $1342.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 6.0000%  | 0.0000% | $105633.00         | $2957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 4.5000%  | 0.0000% | $410000.00         | $2625.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $234000.00         | $14344.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1295462.00        | $7336.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $130000.00         | $200.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $46863543.00       | $72172.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $254718.00         | $256.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2002585.00        | $4253.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $253093.00         | $631.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $1507039.00        | $29074.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $690000.00         | $5938.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $41000.00          | $147.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $123120.00         | $1956.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $49918.00          | $546.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $852097.00         | $1151.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $45311.00          | $920.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $19168780.00       | $50448.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $203568.00         | $639.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $4022710.00        | $28761.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $6937590.00        | $14261.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1127628.00        | $2960.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.5000%  | 0.0000% | $352772.00         | $612.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1794075.00        | $25900.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $21864008.00       | $18791.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $291306.00         | $435.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $797807.00         | $1982.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $272664.00         | $1075.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $475527.00         | $7291.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 5.0000%  | 0.0000% | $1006158.00        | $29980.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 5.0000%  | 0.0000% | $1474506.00        | $14285.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.0000%  | 0.0000% | $35631.00          | $4.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 7.0000%  | 0.0000% | $2845255.00        | $20006.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $99263.00          | $3058.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $4691.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $13906052.00       | $8775.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1610960.00        | $13057.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $235000.00         | $1389.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-06-15      | 6.0000%  | 0.0000% | $25198.00          | $367.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $86900.00          | $5391.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $563826.00         | $24416.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $782935.00         | $34101.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $52919.00          | $4243.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $165849.00         | $5903.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500000.00         | $13665.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $499795.00         | $45307.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500000.00         | $25559.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1061215.00        | $10916.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $864638.00         | $4075.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $779126.00         | $3878.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $226530.00         | $1587.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $173213.00         | $1913.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $2973387.00        | $19419.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $338211.00         | $903.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $7147624.00        | $27296.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $641399.00         | $1162.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1766814.00        | $12063.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $421521.00         | $3129.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $89128.00          | $110.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1157507.00        | $7092.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1000000.00        | $9008.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $200000.00         | $1681.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $270000.00         | $2339.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $1168128.00        | $2615.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $483550.00         | $6003.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $25000.00          | $618.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $601531.00         | $2342.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1430540.00        | $2414.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1050079.00        | $7772.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1298297.00        | $3885.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $102192.00         | $225.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $581096.00         | $15089.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $56816.00          | $330.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $6092481.00        | $42733.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $833.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $75248.00          | $1238.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $49000.00          | $188.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $902962.00         | $10915.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $96757.00          | $372.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $455041.00         | $1802.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $12000000.00       | $151534.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $45000.00          | $491.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $2815572.00        | $72123.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3404663.00        | $7388.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $70451.00          | $1610.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $368097.00         | $2095.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1892442.00        | $21594.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $1000418.00        | $3401.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $389380.00         | $6257.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $1209.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2303403.00        | $3682.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5000200.00        | $9656.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $494420.00         | $6431.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5273929.00        | $22986.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2074343.00        | $7097.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4945034.00        | $21962.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $888814.00         | $966.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $853718.00         | $1087.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $26098.00          | $172.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $55000.00          | $52.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $822260.00         | $1239.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $2000000.00        | $997.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $502170.00         | $1130.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $775555.00         | $2260.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $385831.00         | $619.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $154947.00         | $1120.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $242013.00         | $292.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $582912.00         | $2283.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $89066.00          | $856.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1446135.00        | $10369.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.0000%  | 0.0000% | $67391.00          | $193.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $257827.00         | $1000.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $499800.00         | $347.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $383009.00         | $3979.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3770436.00        | $18878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $518408.00         | $470.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1387936.00        | $14872.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $283000.00         | $12340.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1013163.00        | $11783.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $41000.00          | $253.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $995161.00         | $11938.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $68826.00          | $683.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1622040.00        | $9103.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1169462.00        | $7498.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $387732.00         | $4201.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $889433.00         | $6818.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $144468.00         | $2793.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $790042.00         | $4000.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000100.00        | $7176.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000100.00        | $6790.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $294956.00         | $6877.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1839978.00        | $3547.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $850422.00         | $244.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2025945.00        | $14179.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1596305.00        | $5435.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $580566.00         | $8496.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4696195.00        | $22133.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $170030.00         | $29.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $163532.00         | $315.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 8.5000%  | 0.0000% | $1636395.00        | $521.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 8.5000%  | 0.0000% | $81265.00          | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 7.0000%  | 0.0000% | $485000.00         | $108.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $12560.00          | $3.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 8.0000%  | 0.0000% | $6600000.00        | $743.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 6.5000%  | 0.0000% | $700000.00         | $498.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.5000%  | 0.0000% | $500000.00         | $753.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 7.5000%  | 0.0000% | $203000.00         | $56.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 6.5000%  | 0.0000% | $15115000.00       | $25072.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 7.0000%  | 0.0000% | $972000.00         | $1961.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $7000.00           | $1653.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $76496.00          | $24537.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $2000.00           | $492.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 3.0000%  | 0.0000% | $124000.00         | $11245.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $155000.00         | $13086.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 4.5000%  | 0.0000% | $408888.00         | $22877.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 5.0000%  | 0.0000% | $95000.00          | $6543.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 7.0000%  | 0.0000% | $15432.00          | $1809.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $600000.00         | $57112.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 5.0000%  | 0.0000% | $91000.00          | $24406.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $1023.00           | $80.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $100000.00         | $15807.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $1458.00           | $94.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $28096.00          | $7884.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $175000.00         | $33528.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $100000.00         | $21584.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 7.0000%  | 0.0000% | $64830.00          | $12909.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 7.0000%  | 0.0000% | $26314.00          | $5181.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 5.0000%  | 0.0000% | $179000.00         | $2430.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $425000.00         | $99782.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.0000%  | 0.0000% | $250000.00         | $37296.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $8824.00           | $2153.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $3068000.00        | $1128795.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $210000.00         | $39172.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $3669.00           | $682.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $20246.00          | $7370.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1471.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $100000.00         | $55512.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $14734.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $1633379.00        | $930569.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1157.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $700000.00         | $391363.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $79061.00          | $46216.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $500000.00         | $274677.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $500000.00         | $288370.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $4024.00           | $2636.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $1141434.00        | $715973.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $7229.00           | $4854.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $300000.00         | $171389.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $496998.00         | $290798.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1461.00           | $904.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $107699.00         | $63359.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $4100000.00        | $2089497.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $200000.00         | $98783.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $498975.00         | $300313.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $6027.00           | $4680.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $24000000.00       | $17391443.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $3669.00           | $2411.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $45000.00          | $32774.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $12293.00          | $9118.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $3000.00           | $1606.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $65000.00          | $47316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $11685.00          | $8021.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $6213145.00        | $4152971.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $450000.00         | $304114.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $9421.00           | $6459.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $325037.00         | $270226.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $45000.00          | $34147.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $2136.00           | $1651.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $50000.00          | $40619.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $28608.00          | $22329.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $6027.00           | $3712.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $19000.00          | $14622.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $556692.00         | $504555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $265186.00         | $191288.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $7918000.00        | $5045496.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $14345441.00       | $11867305.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $400000.00         | $298733.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $340147.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $62728300.00       | $62254573.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $50000.00          | $44904.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $30764895.00       | $33155949.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $6227343.00        | $6240523.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $375000.00         | $282737.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $3205549.00        | $2362056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $2108.00           | $1575.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1836.00           | $1376.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $290000.00         | $238807.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $1465000.00        | $1041534.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $300000.00         | $267315.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $150000.00         | $126486.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $2000.00           | $1695.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $4847618.00        | $3961472.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.5000%  | 0.0000% | $31354.00          | $26262.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $15410000.00       | $12023280.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $3470.00           | $2718.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $356377.00         | $287206.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1632.00           | $1208.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $90333.00          | $72603.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.0000%  | 0.0000% | $41852159.00       | $33392231.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.5000%  | 0.0000% | $24538751.00       | $20358751.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 6.0000%  | 0.0000% | $9793091.00        | $8176836.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $16091536.00       | $13191734.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $9296177.00        | $7318294.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $49905415.00       | $42661187.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $42468983.00       | $30383762.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $16777392.00       | $11588588.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $18250572.00       | $13510720.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $33169835.00       | $26118410.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $17532755.00       | $12485377.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $24126556.00       | $18659585.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $8619.00           | $6187.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $26959237.00       | $17590479.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $6267533.00        | $5036630.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $50009658.00       | $36361761.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $16275371.00       | $12321198.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $10760870.00       | $8643012.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $6888437.00        | $5696389.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $1812405.00        | $1637630.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $50468372.00       | $41076835.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 3.5000%  | 0.0000% | $53067272.00       | $43602196.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $50194093.00       | $47482052.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $18104672.00       | $17785225.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $28011187.00       | $28679594.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $10302744.00       | $10197178.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $3976264.00        | $3624021.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $310706.00         | $265425.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $49310831.00       | $48786772.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $71452796.00       | $71003361.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $56375408.00       | $56128860.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $16745356.00       | $16634104.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $59914867.00       | $59587892.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $72685704.00       | $73470839.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $62620481.00       | $63033589.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $70022520.00       | $69672754.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $54633548.00       | $54375530.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $61475787.00       | $61156456.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.5000%  | 0.0000% | $20532027.00       | $18992775.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 3.5000%  | 0.0000% | $12235.00          | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $2104459.00        | $33269.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 3.5000%  | 0.0000% | $115982.00         | $6503.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 3.5000%  | 0.0000% | $120000.00         | $5670.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 3.5000%  | 0.0000% | $375000.00         | $385.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 4.0000%  | 0.0000% | $1088809.00        | $75521.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.5000%  | 0.0000% | $1000000.00        | $47441.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 4.5000%  | 0.0000% | $1469.00           | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 6.0000%  | 0.0000% | $91710336.00       | $1464199.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 6.5000%  | 0.0000% | $820000.00         | $19624.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-20      | 5.0000%  | 0.0000% | $35000.00          | $300.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 5.0000%  | 0.0000% | $51000.00          | $1039.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 5.5000%  | 0.0000% | $6808.00           | $273.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $3386032.00        | $155706.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 6.0000%  | 0.0000% | $60000.00          | $2986.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $25000.00          | $198.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.5000%  | 0.0000% | $1947515.00        | $9394.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $851762.00         | $32773.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 6.0000%  | 0.0000% | $700000.00         | $5794.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.5000%  | 0.0000% | $786630.00         | $10659.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 6.0000%  | 0.0000% | $2140970.00        | $44473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 6.0000%  | 0.0000% | $1880000.00        | $46139.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $800000.00         | $25313.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 5.0000%  | 0.0000% | $1153108.00        | $32284.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $1325000.00        | $42705.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 3.5000%  | 0.0000% | $180000.00         | $11016.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 5.0000%  | 0.0000% | $13010.00          | $601.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1172700.00        | $26435.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 6.5000%  | 0.0000% | $1300000.00        | $53075.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $108505.00         | $6328.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $25000.00          | $2049.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $60000.00          | $4005.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $1919304.00        | $22085.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.2500%  | 0.0000% | $1069577.00        | $26407.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7000%  | 0.0000% | $188455.00         | $31847.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.2500%  | 0.0000% | $142000.00         | $5978.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $257000.00         | $2468.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 4.5000%  | 0.0000% | $25000.00          | $194.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $175000.00         | $1785.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $25457.00          | $274.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $474000.00         | $5336.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1659572.00        | $19130.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $1689500.00        | $28914.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $50070.00          | $909.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $165730.00         | $2474.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $48000.00          | $342.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $1000000.00        | $13152.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $390268.00         | $7342.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 6.0000%  | 0.0000% | $50000.00          | $2018.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $80000.00          | $6476.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.0000%  | 0.0000% | $96602.00          | $970.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $109240.00         | $652.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $108000.00         | $4074.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.0000%  | 0.0000% | $45400.00          | $2412.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.5000%  | 0.0000% | $4291628.00        | $48270.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $454000.00         | $5989.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 4.5000%  | 0.0000% | $1990395.00        | $165840.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $25000.00          | $227.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-01-15      | 6.0000%  | 0.0000% | $507428.00         | $13491.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.7500%  | 0.0000% | $196000.00         | $3375.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $6475903.00        | $34044.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 7.0000%  | 0.0000% | $67405.00          | $1257.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 7.0000%  | 0.0000% | $47725.00          | $2361.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 6.0000%  | 0.0000% | $38161.00          | $105.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $80200.00          | $2069.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $27611.00          | $943.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $25000.00          | $1595.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 6.0000%  | 0.0000% | $924735.00         | $10428.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $95965.00          | $725.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $66829.00          | $1004.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $125000.00         | $1301.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $250977.00         | $3037.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $100000.00         | $1469.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.0000%  | 0.0000% | $324000.00         | $3641.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.5000%  | 0.0000% | $1027405.00        | $33428.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $7400669.00        | $123317.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $1796079.00        | $10468.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $30444.00          | $37.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.0000%  | 0.0000% | $137000.00         | $1046.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $52530.00          | $1035.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $25411.00          | $317.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $111000.00         | $732.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $107100.00         | $4540.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $38000.00          | $14346.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 4.5000%  | 0.0000% | $31790.00          | $9388.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $48282.00          | $431.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $26940.00          | $1921.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $76030.00          | $1729.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $264585.00         | $5725.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $958128.00         | $9102.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $76899.00          | $2473.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $155000.00         | $7039.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 3.0000%  | 0.0000% | $44000.00          | $15519.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $81000.00          | $331.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $132582.00         | $1480.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $26565.00          | $609.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 6.0000%  | 0.0000% | $25000.00          | $2221.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $25000.00          | $497.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $180000.00         | $5592.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $230000.00         | $10376.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-15      | 6.0000%  | 0.0000% | $85000.00          | $1197.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $24080.00          | $1670.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 6.2300%  | 0.0000% | $250000.00         | $1571.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 5.7000%  | 0.0000% | $2995000.00        | $4901.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 8.0000%  | 0.0000% | $50000.00          | $3034.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.5000%  | 0.0000% | $1500918.00        | $45645.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 6.0000%  | 0.0000% | $174011.00         | $4419.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 6.0000%  | 0.0000% | $25324.00          | $461.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 5.5000%  | 0.0000% | $284457.00         | $3587.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.0900%  | 0.0000% | $40000.00          | $814.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $146000.00         | $992.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.0000%  | 0.0000% | $75799.00          | $1406.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.5000%  | 0.0000% | $34990.00          | $1942.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.5000%  | 0.0000% | $760661.00         | $10046.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $50000.00          | $449.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 6.0000%  | 0.0000% | $107145.00         | $494.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $142221.00         | $2262.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $57823.00          | $1083.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $114708.00         | $860.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $55177.00          | $895.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $112571.00         | $926.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $27318.00          | $352.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $39164.00          | $231.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 6.0000%  | 0.0000% | $539468.00         | $2142.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $146275.00         | $1213.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.0000%  | 0.0000% | $500000.00         | $15732.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $269850.00         | $3957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $1000000.00        | $6889.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 6.0000%  | 0.0000% | $48823.00          | $2086.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $158626.00         | $2284.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $93981.00          | $1151.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $2050893.00        | $24642.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $107858.00         | $814.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.5000%  | 0.0000% | $26010.00          | $1510.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.5000%  | 0.0000% | $25000.00          | $1661.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.5000%  | 0.0000% | $45665.00          | $1397.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $117708.00         | $266.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-02-15      | 6.5000%  | 0.0000% | $21112936.00       | $213146.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 8.5000%  | 0.0000% | $475000.00         | $27899.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.5000%  | 0.0000% | $31584.00          | $615.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $1062707.00        | $5304.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.0000%  | 0.0000% | $154000.00         | $859.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $634507.00         | $3671.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 5.5000%  | 0.0000% | $11397736.00       | $61731.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 7.0000%  | 0.0000% | $61715.00          | $1358.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 7.0000%  | 0.0000% | $26205.00          | $589.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.0000%  | 0.0000% | $47675.00          | $3003.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.0000%  | 0.0000% | $771393.00         | $17017.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.5000%  | 0.0000% | $25000.00          | $248.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-15      | 6.5000%  | 0.0000% | $75870.00          | $1310.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-15      | 5.5000%  | 0.0000% | $497794.00         | $6605.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $1778749.00        | $67674.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 7.5000%  | 0.0000% | $1100000.00        | $4717.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $5000.00           | $49.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $161277.00         | $1124.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $159037.00         | $20854.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $488186.00         | $72724.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1000000.00        | $122800.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $100000.00         | $624.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $5200000.00        | $24210.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $215000.00         | $3181.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $105000.00         | $460.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $875204.00         | $7192.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.0000%  | 0.0000% | $763342.00         | $6868.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $200411.00         | $993.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $42882.00          | $91.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.5000%  | 0.0000% | $325000.00         | $4580.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.0000%  | 0.0000% | $7000.00           | $99.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.5000%  | 0.0000% | $392000.00         | $25722.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $297255.00         | $1963.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $131000.00         | $2929.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $270000.00         | $2023.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $182773.00         | $12340.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $99243.00          | $1166.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.5000%  | 0.0000% | $4868634.00        | $26146.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $31000.00          | $303.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $6675000.00        | $40601.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 6.5000%  | 0.0000% | $44976.00          | $141.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 4.5000%  | 0.0000% | $92084.00          | $241.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 6.0000%  | 0.0000% | $2165898.00        | $6560.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $3364459.00        | $28736.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $3000000.00        | $18005.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $111833.00         | $511.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $535155.00         | $4804.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $225000.00         | $1623.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $3934698.00        | $14984.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $123000.00         | $7933.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $7727745.00        | $33598.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 5.0000%  | 0.0000% | $24000.00          | $1575.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $1184823.00        | $1294.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.0000%  | 0.0000% | $1038244.00        | $4187.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $1061487.00        | $4459.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.5000%  | 0.0000% | $50000.00          | $99.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 5.0000%  | 0.0000% | $25000.00          | $386.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $150000.00         | $8409.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $146000.00         | $6719.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.0000%  | 0.0000% | $233000.00         | $5236.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 4.5000%  | 0.0000% | $61569.00          | $306.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.5000%  | 0.0000% | $1118393.00        | $6234.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 3.5000%  | 0.0000% | $319000.00         | $37157.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $17000.00          | $246.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $25000.00          | $400.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $25000.00          | $293.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.5000%  | 0.0000% | $502234.00         | $4542.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $2674000.00        | $26252.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $370930.00         | $9248.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.0000%  | 0.0000% | $1082869.00        | $2980.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.0000%  | 0.0000% | $970000.00         | $13127.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1372132.00        | $12161.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $573000.00         | $3237.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $302000.00         | $2891.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $40000.00          | $815.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $2247163.00        | $28280.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $88000.00          | $570.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $1553823.00        | $19458.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $137000.00         | $2315.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $1103839.00        | $6548.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $552282.00         | $4152.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $552483.00         | $4126.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $2536905.00        | $22832.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $1493000.00        | $5072.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $1751430.00        | $7516.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $3634819.00        | $156227.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $201356.00         | $3670.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $573000.00         | $7766.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $1859258.00        | $11149.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $8770562.00        | $15384.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.0000%  | 0.0000% | $8931000.00        | $22522.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $1375755.00        | $14535.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $150000.00         | $861.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $4950535.00        | $23099.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $12114530.00       | $123194.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $1039000.00        | $9587.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $1134000.00        | $10544.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $1005561.00        | $6543.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $1446000.00        | $19720.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $1644334.00        | $10601.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $1107263.00        | $19068.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $1971065.00        | $26174.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $461000.00         | $4325.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $37106456.00       | $467103.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $91000.00          | $4261.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $30000.00          | $301.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $45000.00          | $122.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $36000.00          | $369.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $26000.00          | $239.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $780711.00         | $1170.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $32000.00          | $53.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $146000.00         | $2714.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $258000.00         | $8319.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $609153.00         | $8929.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $355962.00         | $9339.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $799601.00         | $3192.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $30000.00          | $1596.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $224619.00         | $4954.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.0000%  | 0.0000% | $30000.00          | $901.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $105586.00         | $1885.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $4500000.00        | $177756.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $30000.00          | $5359.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $1597000.00        | $6614.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $11614640.00       | $37982.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $29000.00          | $161.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.5000%  | 0.0000% | $309000.00         | $6336.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $8775000.00        | $86281.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $700000.00         | $8131.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $678000.00         | $9241.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $4900000.00        | $409328.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $35129.00          | $536.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $1066261.00        | $13784.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $85000.00          | $1942.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $36000.00          | $787.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $437000.00         | $10231.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $2683000.00        | $22002.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1561032.00        | $19015.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $127071.00         | $11424.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $4285000.00        | $37350.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $307961.00         | $5153.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $2114699.00        | $112169.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $375000.00         | $26503.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $500000.00         | $34175.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $476243.00         | $7303.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $920000.00         | $17998.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.5000%  | 0.0000% | $1773600.00        | $43808.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $55000.00          | $951.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $223643.00         | $2985.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $41530.00          | $265.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $4478805.00        | $367051.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.0000%  | 0.0000% | $25000.00          | $832.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $175000.00         | $9949.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $880000.00         | $16500.00          | Agency Mortgage-Backed Securities |

### Security 283: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C0BD, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05C0BD7791565BO
- **C.18 - Value (incl. sponsor support):** $1974999407.50
- **C.18.a - Value (excl. sponsor support):** $1974999407.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-07-08      | 0.6800%  | 0.0000% | $16650000.00       | $16533763.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-02-25      | 1.1000%  | 0.0000% | $20000000.00       | $18990200.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-12      | 0.9400%  | 0.0000% | $20000000.00       | $20004189.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0600%  | 0.0000% | $20000000.00       | $19856871.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-30      | 0.8700%  | 0.0000% | $25000000.00       | $24794750.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-15      | 1.2000%  | 0.0000% | $25000000.00       | $24712533.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-17      | 1.5000%  | 0.0000% | $300000.00         | $299803.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-28      | 1.7000%  | 0.0000% | $25000000.00       | $24627125.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-02-25      | 2.0000%  | 0.0000% | $24500000.00       | $24152394.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-12-08      | 4.7500%  | 0.0000% | $155000.00         | $160685.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-12-04      | 4.7000%  | 0.0000% | $7100000.00        | $7221091.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-07-02      | 5.9000%  | 0.0000% | $5050000.00        | $5134719.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-09-23      | 4.0500%  | 0.0000% | $20000000.00       | $19751400.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-09-24      | 4.7000%  | 0.0000% | $20000000.00       | $19807078.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-02-09      | 3.8550%  | 0.0000% | $24820000.00       | $24946069.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-03      | 0.0000%  | 0.0000% | $1900000.00        | $1875855.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-28      | 0.0000%  | 0.0000% | $128000.00         | $126045.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-24      | 0.0000%  | 0.0000% | $5985000.00        | $5933768.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-08-19      | 0.9000%  | 0.0000% | $25000000.00       | $24007500.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%  | 0.0000% | $25000000.00       | $24917500.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%  | 0.0000% | $20000000.00       | $19780751.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-26      | 1.7800%  | 0.0000% | $50000000.00       | $49333094.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-02-01      | 2.4800%  | 0.0000% | $20000000.00       | $17466867.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 2.8700%  | 0.0000% | $50000000.00       | $48070000.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-03-23      | 3.3000%  | 0.0000% | $50000000.00       | $47741167.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-06-01      | 3.4500%  | 0.0000% | $20000000.00       | $20118400.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-06-08      | 3.7800%  | 0.0000% | $20000000.00       | $20062900.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-13      | 3.8300%  | 0.0000% | $4500000.00        | $4522119.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-10-27      | 3.5600%  | 0.0000% | $18305000.00       | $18415725.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-06      | 3.7250%  | 0.0000% | $10000000.00       | $10054482.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-11-10      | 3.5000%  | 0.0000% | $72000.00          | $72497.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-08-27      | 4.2100%  | 0.0000% | $25000000.00       | $24999153.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-16      | 4.0000%  | 0.0000% | $35000000.00       | $34720898.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-26      | 3.6000%  | 0.0000% | $78900000.00       | $78980557.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-27      | 0.8000%  | 0.0000% | $16177000.00       | $15953357.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-30      | 3.5000%  | 0.0000% | $26000000.00       | $26117936.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-07-01      | 0.0000%  | 0.0000% | $33704000.00       | $33387856.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-15      | 3.0000%  | 0.0000% | $555000.00         | $107242.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-20      | 3.0000%  | 0.0000% | $800000.00         | $97233.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-20      | 3.0000%  | 0.0000% | $1972500.00        | $213068.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 5.5000%  | 0.0000% | $2000.00           | $118.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-03-20      | 3.5000%  | 0.0000% | $3465080.00        | $293514.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-20      | 5.0000%  | 0.0000% | $291577.00         | $30212.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 4.5000%  | 0.0000% | $1500459.00        | $107174.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-07-20      | 4.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.0000%  | 0.0000% | $391478.00         | $270365.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $701428.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 4.0000%  | 0.0000% | $1024.00           | $384.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $17577888.00       | $9623193.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $41000.00          | $24854.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $2552930.00        | $1709781.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 2.0000%  | 0.0000% | $118756.00         | $79164.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 6.0000%  | 0.0000% | $155000.00         | $90894.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 7.5000%  | 0.0000% | $309488.00         | $71097.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 3.5000%  | 0.0000% | $153598.00         | $106794.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 2.5000%  | 0.0000% | $348386.00         | $249674.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-15      | 4.0000%  | 0.0000% | $258044.00         | $88990.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 5.0000%  | 0.0000% | $367355.00         | $102608.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-15      | 4.0000%  | 0.0000% | $856903.00         | $82565.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-03-15      | 3.0000%  | 0.0000% | $1720960.00        | $58442.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-15      | 4.0000%  | 0.0000% | $2000.00           | $105.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1723630.00        | $1807407.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $650455.00         | $667124.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 7.0000%  | 0.0000% | $8253632.00        | $8811869.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1295794.00        | $1364110.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1027538.00        | $1059064.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1266862.00        | $1266958.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.0000%  | 0.0000% | $1331820.00        | $1323977.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $1282900.00        | $1323836.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1833302.00        | $1899252.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $907309.00         | $935874.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1060482.00        | $1087912.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $1061498.00        | $1096978.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1009654.00        | $1005362.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $2515128.00        | $2587596.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $2101696.00        | $2092761.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $3149940.00        | $3136549.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1402690.00        | $1458026.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $2647960.00        | $2725964.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $4303536.00        | $4544799.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $1933948.00        | $1944901.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $5065192.00        | $5123398.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1088.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $2210684.00        | $2334619.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $239134000.00      | $242595525.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.0000%  | 0.0000% | $3063850.00        | $1823716.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 3.0000%  | 0.0000% | $47113.00          | $40606.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $7945752.00        | $8152484.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $140848640.00      | $142469608.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 4.0000%  | 0.0000% | $1690902.00        | $1579067.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.0000%  | 0.0000% | $216457.00         | $214657.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $250696704.00      | $253604368.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.0000%  | 0.0000% | $1438478.00        | $1427873.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $10061440.00       | $10259634.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $2941072.00        | $2991827.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $327808.00         | $329804.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $3782768.00        | $3765233.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $2371704.00        | $2435499.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2068.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $3464720.00        | $3532439.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 3.0000%  | 0.0000% | $1471628.00        | $268785.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $364.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 6.5000%  | 0.0000% | $2000.00           | $1071.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $521937920.00      | $509770735.00      | Agency Mortgage-Backed Securities   |

### Security 284: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C13E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05C13E7791562CR
- **C.18 - Value (incl. sponsor support):** $289965664.00
- **C.18.a - Value (excl. sponsor support):** $289965664.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $503200.00         | $497166.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $182000.00         | $179625.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $300.00            | $274.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $809600.00         | $385887.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $7961600.00        | $3260785.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $39800.00          | $14991.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $100.00            | $34.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $5930400.00        | $1471724.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $300.00            | $74.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $404900.00         | $413017.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $200.00            | $190.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $70000.00          | $40890.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $287.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $65483800.00       | $43499645.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $580000.00         | $322460.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $400.00            | $323.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $43529600.00       | $35460770.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1700.00           | $1499.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $47750500.00       | $42994777.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $24953900.00       | $24645058.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $233000.00         | $232001.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $102300.00         | $99926.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $5713700.00        | $7602167.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $211600.00         | $204437.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $999400.00         | $1237290.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $800.00            | $787.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $5047600.00        | $4531725.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1400.00           | $1379.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $800.00            | $864.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $43601400.00       | $42118217.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $111.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $300.00            | $302.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $42304000.00       | $42941677.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $29722000.00       | $29355557.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $18506902.00       | $14244633.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $983.00            | $600.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $2.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $42076.00          | $22817.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $192.00            | $49.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $51634.00          | $15706.00          | U.S. Treasuries (including strips) |

### Security 285: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C2B6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C2B67791567CG
- **C.18 - Value (incl. sponsor support):** $2469998271.00
- **C.18.a - Value (excl. sponsor support):** $2469998271.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $25005400.00       | $33260036.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $46040000.00       | $45709002.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $213212500.00      | $206258710.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $10871100.00       | $10476632.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $24499800.00       | $23535809.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $115.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $1600.00           | $1601.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $546342200.00      | $546697383.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $53800600.00       | $53261736.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $39955800.00       | $40913464.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $386361700.00      | $395052677.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $49991500.00       | $50764430.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.8134%  | 0.0000% | $4016100.00        | $4044312.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $78100.00          | $79285.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $133058800.00      | $134835292.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $621387100.00      | $626527963.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $345584400.00      | $347808446.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $12.00             | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $509056.00         | $173102.00         | U.S. Treasuries (including strips) |

### Security 286: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C381, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C381779156LCG
- **C.18 - Value (incl. sponsor support):** $996827917.80
- **C.18.a - Value (excl. sponsor support):** $996827917.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $54582579.00       | $41200795.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 3.5000%  | 0.0000% | $8135552.00        | $6003224.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $4087764.00        | $3767602.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.0000%  | 0.0000% | $1017996.00        | $893336.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $42115000.00       | $31887366.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $30764237.00       | $18040625.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $306775417.00      | $144226816.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $50478617.00       | $20397731.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $5093516.00        | $3828592.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $11425463.00       | $8640019.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $13526316.00       | $8009179.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $6551513.00        | $3014637.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $4825000.00        | $4303266.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $145906398.00      | $129528070.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $218661223.00      | $102248539.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1032284.00        | $1113454.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1383797.00        | $1449744.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $9263244.00        | $1004166.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $6717836.00        | $2996949.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $1381738.00        | $1401667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $2798321.00        | $2669028.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $5245318.00        | $4758517.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $10296379.00       | $8914784.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1152580.00        | $956500.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1210543.00        | $1273070.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $2489038.00        | $2056418.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1386160.00        | $807858.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4960545.00        | $3186031.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $240232.00         | $162507.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1677379.00        | $1425043.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $4244576.00        | $3809171.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $20326.00          | $15840.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1517402.00        | $1318694.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1931120.00        | $642358.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1229071.00        | $1068767.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1004171.00        | $616407.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $2674157.00        | $2151171.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $3703780.00        | $3324841.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $3419290.00        | $3226467.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1656981.00        | $1766312.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2617857.00        | $2002442.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $1997987.00        | $1591983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1028833.00        | $795452.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1822406.00        | $1471340.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $2225400.00        | $1672495.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $1544416.00        | $1049287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1071877.00        | $851236.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $10514546.00       | $8219782.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $4617672.00        | $4853297.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $3281753.00        | $3436606.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1549834.00        | $197603.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1106268.00        | $718088.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $30686033.00       | $30310336.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4521745.00        | $4078941.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1754648.00        | $1823276.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2246293.00        | $1153901.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $3477743.00        | $3637916.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $2853925.00        | $3060176.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $2450600.00        | $1584037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1732716.00        | $1637589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1191626.00        | $1279425.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $1151101.00        | $143355.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $10099252.00       | $7512097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $6019737.00        | $4524239.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2318372.00        | $1748119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $361950.00         | $375197.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $1048207.00        | $1036892.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1058727.00        | $439091.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $2090798.00        | $2174351.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1181101.00        | $1213161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $581016.00         | $318750.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1471621.00        | $1089826.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $1962901.00        | $1782347.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $7565198.00        | $6122865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 8.0000%  | 0.0000% | $2460839.00        | $2258698.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1499606.00        | $1297859.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1080483.00        | $1064951.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $6399014.00        | $5766493.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1178097.00        | $1256993.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $6965181.00        | $6400404.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1387520.00        | $1531692.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $3945045.00        | $3470326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $2003561.00        | $1805466.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1961405.00        | $2071272.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $2159364.00        | $2072983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.5000%  | 0.0000% | $9795122.00        | $9466453.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $1103151.00        | $931521.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $2697987.00        | $2608840.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $8090498.00        | $8333807.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $22763264.00       | $23298280.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 8.0000%  | 0.0000% | $2788282.00        | $2587060.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 8.0000%  | 0.0000% | $2303960.00        | $2457327.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $52340538.00       | $47052943.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $56158391.00       | $50951732.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $629594.00         | $524516.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $6290079.00        | $4020060.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $55248345.00       | $34497235.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $11758102.00       | $5763461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 3.0000%  | 0.0000% | $489534.00         | $376765.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $177728760.00      | $80651930.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $14526594.00       | $9075872.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $28953094.00       | $23333451.00       | Agency Mortgage-Backed Securities |

### Security 287: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C51F, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05C51F7791566RO
- **C.18 - Value (incl. sponsor support):** $989999703.00
- **C.18.a - Value (excl. sponsor support):** $989999703.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 3.5000%  | 0.0000% | $2823185.00        | $284546.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 2.0000%  | 0.0000% | $700000.00         | $37278.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-08-01      | 3.5000%  | 0.0000% | $11500000.00       | $105458.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-06-01      | 3.0000%  | 0.0000% | $5300000.00        | $160281.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 2.0000%  | 0.0000% | $1200000.00        | $188323.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 2.0000%  | 0.0000% | $1970756.00        | $315795.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 2.5000%  | 0.0000% | $2553000.00        | $338068.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-02-01      | 3.0000%  | 0.0000% | $1300000.00        | $146015.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $25997824.00       | $5459021.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 3.5000%  | 0.0000% | $1300000.00        | $251736.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 4.0000%  | 0.0000% | $1640035.00        | $1414324.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.0000%  | 0.0000% | $1038646.00        | $923131.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.0000%  | 0.0000% | $2500000.00        | $1368569.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $2905000.00        | $1101929.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 2.0000%  | 0.0000% | $1256000.00        | $503656.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $16410267.00       | $10503690.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $932000.00         | $746485.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $1591075.00        | $1257243.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $11612000.00       | $6235346.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $10794792.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10114456.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.0000%  | 0.0000% | $58568035.00       | $10217822.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $17451776.00       | $10659370.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $26354880.00       | $18678801.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $9629564.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $18203000.00       | $14632168.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $6768090.00        | $6338171.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $9953845.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $357919.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $364622.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $3072.00           | $2109.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $18297000.00       | $12684670.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $10030240.00       | $8184048.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $8270246.00        | $5564023.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $17625346.00       | $13318640.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.5000%  | 0.0000% | $10644997.00       | $10443220.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 4.0000%  | 0.0000% | $1016295.00        | $293180.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $17375771.00       | $10881455.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | 0.0000% | $84383737.00       | $11973520.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 4.0000%  | 0.0000% | $550000.00         | $26887.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $437613907.00      | $51358285.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 2.5000%  | 0.0000% | $1350000.00        | $117275.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.0000%  | 0.0000% | $3695000.00        | $534193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $69600000.00       | $12869099.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-05-01      | 3.5000%  | 0.0000% | $10500000.00       | $69524.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 6.0000%  | 0.0000% | $1020.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $11732793.00       | $11498996.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $148935.00         | $152844.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $965406.00         | $1014455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2710740.00        | $2760041.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 5.0000%  | 0.0000% | $4405002.00        | $4450095.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 5.0000%  | 0.0000% | $1106700.00        | $1102687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 2.5000%  | 0.0000% | $2025000.00        | $285877.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $50000000.00       | $13443007.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-05-01      | 4.5000%  | 0.0000% | $39675674.00       | $11763393.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-03-01      | 2.5000%  | 0.0000% | $25000000.00       | $12678848.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $42691847.00       | $11643371.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 3.0000%  | 0.0000% | $1005000.00        | $121953.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $12983695.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $90920704.00       | $33027677.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $382167.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $17300255.00       | $12775840.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.0000%  | 0.0000% | $2584875.00        | $2307234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | 0.0000% | $79219155.00       | $13921328.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $25384375.00       | $12176667.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $86221696.00       | $45520498.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $401607.00         | $202077.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 3.0000%  | 0.0000% | $494735.00         | $225118.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $8689990.00        | $6111072.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $15935679.00       | $10878485.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $48518575.00       | $34478434.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $7418571.00        | $5580309.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $3989915.00        | $2848916.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $15472301.00       | $11680264.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $14670964.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $14442952.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $615655.00         | $468096.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $14675808.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1457365.00        | $1174012.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $15100000.00       | $12985379.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $71901754.00       | $59750606.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $14604766.00       | $11323558.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $13150000.00       | $10439255.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $17423913.00       | $14466350.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $2085882.00        | $1938451.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1229071.00        | $1256736.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $5453001.00        | $5544335.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $6600000.00        | $5596025.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2090175.00        | $2031706.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $9624058.00        | $9241278.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $615000.00         | $134317.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 2.5000%  | 0.0000% | $1121717.00        | $234728.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 2.5000%  | 0.0000% | $1169240.00        | $221061.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $239000.00         | $155037.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $15296642.00       | $11538016.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1858714.00        | $1403918.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 2.5000%  | 0.0000% | $4026055.00        | $2934155.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $370024.00         | $318728.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $9386517.00        | $8645052.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.5000%  | 0.0000% | $8027803.00        | $7572432.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $23299301.00       | $21825821.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $579750.00         | $551458.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $152627.00         | $150184.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $2989808.00        | $2841273.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $3072.00           | $3041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $50462784.00       | $3213484.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-04-01      | 2.5000%  | 0.0000% | $6575000.00        | $183055.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.0000%  | 0.0000% | $750000.00         | $109444.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 2.5000%  | 0.0000% | $499964.00         | $65675.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 2.0000%  | 0.0000% | $1000000.00        | $281906.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $143799.00         | $82937.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 4.0000%  | 0.0000% | $875000.00         | $469514.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $8087596.00        | $6119528.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $13643465.00       | $10273796.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $440000.00         | $324537.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $7430000.00        | $4568243.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1492729.00        | $1439607.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $11985184.00       | $10532664.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $11009209.00       | $10418274.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1005858.00        | $1060943.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1164356.00        | $1084713.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $19885021.00       | $18847380.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $3422912.00        | $3301521.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $13113472.00       | $12884288.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1113787.00        | $1153248.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $5474000.00        | $5549702.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $8959086.00        | $6665801.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $4234433.00        | $2954560.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $26411825.00       | $20494421.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $9163040.00        | $6873566.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $3128054.00        | $2477313.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $391339.00         | $360125.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1741.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $68091930.00       | $63836018.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | 0.0000% | $731250.00         | $496818.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 5.5000%  | 0.0000% | $797952.00         | $801068.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 5.5000%  | 0.0000% | $1894158.00        | $1927596.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 5.5000%  | 0.0000% | $1303123.00        | $1333673.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1141000.00        | $1182267.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3021923.00        | $2983173.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $5913375.00        | $6028670.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1124652.00        | $1112953.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $6335047.00        | $6386344.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $3229801.00        | $3283898.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $2698308.00        | $2679524.00        | Agency Mortgage-Backed Securities |

### Security 288: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C529, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C529779156NCG
- **C.18 - Value (incl. sponsor support):** $569885145.00
- **C.18.a - Value (excl. sponsor support):** $569885145.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.0000%  | 0.0000% | $370792.00         | $333832.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $13371650.00       | $10093378.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $8826900.00        | $3425190.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $1945.00           | $1414.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.5000%  | 0.0000% | $98985.00          | $72148.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $1233437.00        | $1118376.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $4896166.00        | $3679561.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $627148.00         | $262598.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $242301.00         | $219702.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $236515.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $706582.00         | $551925.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $48173547.00       | $31169593.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $169503744.00      | $76642730.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $105639435.00      | $37460225.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 2.5000%  | 0.0000% | $773524.00         | $554353.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 3.5000%  | 0.0000% | $199980.00         | $153033.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.5000%  | 0.0000% | $187000.00         | $171824.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.0000%  | 0.0000% | $708535.00         | $636953.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $468303.00         | $149010.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1057634.00        | $1098604.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1087891.00        | $769185.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1142257.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4131615.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2113940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $144363.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $636779.00         | $443806.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $8393113.00        | $9015694.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $12168581.00       | $11952438.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1883741.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $8372886.00        | $2041439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1445083.00        | $1135993.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $4887059.00        | $4172056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1346679.00        | $1206496.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5222307.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1108370.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $98562.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1389700.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1207257.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1144153.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $1662753.00        | $1706743.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1527560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $7537581.00        | $7299915.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1121237.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $905312.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $944246.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $834851.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $147147.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1648635.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $242461.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $282744.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $1715230.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1157506.00        | $653394.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $1592861.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1485865.00        | $1012003.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1408644.00        | $689766.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $8740004.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $5410169.00        | $4797780.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $86292.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1000.00           | $351.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2199897.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $1845700.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1799560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1177036.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $3559524.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1151362.00        | $793770.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1061388.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $1748129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $119635.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1124944.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $696410.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $637234.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $96613.00          | $89425.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5276624.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $53448.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $4315108.00        | $2380181.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1453908.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1493186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1438609.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $199513.00         | $153847.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1141932.00        | $1181099.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1260690.00        | $612102.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $258291.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1076645.00        | $888745.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1453128.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $812462.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1189528.00        | $1051986.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1240303.00        | $610440.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1191492.00        | $735184.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $108214.00         | $73367.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $407976.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $472976.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $944520.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $501597.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1131649.00        | $986657.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $3504509.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2873905.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $9487688.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $12797814.00       | $11633206.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1249997.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1917180.00        | $1811313.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6333415.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9119663.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $5809454.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $1951372.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $1906072.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $189722.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $159603.00         | $148359.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $13939827.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $3668970.00        | $2138287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $5074573.00        | $2441708.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1266455.00        | $823975.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1008026.00        | $1032033.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1468647.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $443026.00         | $392687.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $2797131.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $822405.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $677754.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1079664.00        | $628078.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $597053.00         | $446499.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1412141.00        | $1100498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1695363.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $6146803.00        | $6430646.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $12713727.00       | $11932295.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $2365041.00        | $2120316.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2120983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $15705726.00       | $16464520.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $1822847.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2076975.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1840590.00        | $829377.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1466888.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1373997.00        | $1109489.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1761721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $1002490.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $859560.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1174931.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $851668.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1097151.00        | $938482.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1191406.00        | $1075007.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $972255.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1261748.00        | $1343411.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2671982.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1296901.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $916556.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $4899188.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $5777561.00        | $3518538.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $7028102.00        | $6643720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $77890.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $2791736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $80251.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $2210906.00        | $2379183.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $1833854.00        | $2010851.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $527456.00         | $555148.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $50117470.00       | $51253596.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $63083250.00       | $65131179.00       | Agency Mortgage-Backed Securities |

### Security 289: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C572, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05C572779156ROY
- **C.18 - Value (incl. sponsor support):** $989999703.00
- **C.18.a - Value (excl. sponsor support):** $989999703.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $5242.00           | $94.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $20235.00          | $254.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.0000%  | 0.0000% | $16039.00          | $695.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $1045.00           | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 6.0000%  | 0.0000% | $1339.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | 0.0000% | $1245.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 3.5000%  | 0.0000% | $5723.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.0000%  | 0.0000% | $2328561.00        | $451376.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $5937000.00        | $4502835.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $3532347.00        | $2410885.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $2355465.00        | $1756907.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $4023000.00        | $711763.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | 0.0000% | $546998.00         | $254946.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $2048.00           | $1545.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $11801000.00       | $7052598.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1719980.00        | $1281965.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $522.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5609.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $7460246.00        | $1897474.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $260000.00         | $137894.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $2635076.00        | $1723093.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $416.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1391.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $2048.00           | $1395.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $41610.00          | $30190.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $20095662.00       | $14021366.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $30267649.00       | $19992798.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $14221680.00       | $10785531.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $20237472.00       | $16309810.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $622477.00         | $539573.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $2799000.00        | $2609183.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1695833.00        | $1062004.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 4.0000%  | 0.0000% | $1837011.00        | $256569.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $4429551.00        | $781064.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1008.00           | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 4.5000%  | 0.0000% | $1067464.00        | $584709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 3.5000%  | 0.0000% | $1003.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $1024.00           | $93.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 5.0000%  | 0.0000% | $1026.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 5.5000%  | 0.0000% | $19997000.00       | $104088.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 5.5000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $31.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.2500%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $704.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $15011.00          | $12730.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $7075.00           | $5465.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $75668.00          | $56138.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1805.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2837.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1916269.00        | $1942700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1857358.00        | $1674904.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $7998560.00        | $7514427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $2094.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.5000%  | 0.0000% | $1008.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1027754.00        | $358647.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2717.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $7117806.00        | $7005901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $769460.00         | $758215.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1925.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1007.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1931.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $408839.00         | $403468.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1932.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $2031.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | 0.0000% | $2000.00           | $478.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $271546.00         | $88976.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $432999.00         | $122840.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $24300000.00       | $7932445.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $494000.00         | $142859.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.0000%  | 0.0000% | $121055075.00      | $43150650.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $276.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $438.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 4.0000%  | 0.0000% | $992318.00         | $712513.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $2000.00           | $569.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 3.0000%  | 0.0000% | $229109.00         | $33454.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $279.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $266.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $299000.00         | $45479.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 5.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $4998000.00        | $169257.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 2.0000%  | 0.0000% | $1006.00           | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $348000.00         | $50447.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | 0.0000% | $889000.00         | $261444.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $211.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $353.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 3.0000%  | 0.0000% | $45000.00          | $32987.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $4397001.00        | $768406.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | 0.0000% | $3000.00           | $1930.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $21000000.00       | $8872079.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 3.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $2016.00           | $1140.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $522.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $528287.00         | $339400.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $12958106.00       | $11050697.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $785000.00         | $500414.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $60000.00          | $44688.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $981.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $15288450.00       | $10898186.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $148908.00         | $97978.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $186528.00         | $120454.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $797000.00         | $517805.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $661637.00         | $440851.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $5403010.00        | $3466785.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $378000.00         | $273912.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $13849417.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $442.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15024767.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $259.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $13415630.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $13092037.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $14430198.00       | $4402668.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 4.0000%  | 0.0000% | $2107286.00        | $495328.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.5000%  | 0.0000% | $179000.00         | $50103.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $2175636.00        | $479521.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $382.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $400.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $15139.00          | $5516.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.5000%  | 0.0000% | $2547144.00        | $607119.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | 0.0000% | $1024.00           | $451.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $1158316.00        | $367643.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $518.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $498.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $25317944.00       | $12144801.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $533.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1152.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $447.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $688000.00         | $402546.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $174000.00         | $109999.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14270280.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4715522.00        | $3208378.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $1885.00           | $1266.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $407000.00         | $298173.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $13331999.00       | $9252664.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1721099.00        | $1294625.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $101857.00         | $77947.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $7604552.00        | $5429872.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $3486473.00        | $2511935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $14073081.00       | $10700078.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $14251547.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $22374244.00       | $15977145.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $13175602.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $43355207.00       | $32869997.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $15209.00          | $10679.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $736.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1446.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $8238.00           | $5618.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $58807684.00       | $44889412.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $799999.00         | $652815.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $25184514.00       | $20000012.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $631.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $30904997.00       | $23955426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $32628380.00       | $24521907.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $2148397.00        | $1627610.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $11002.00          | $7732.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $7153.00           | $5623.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $42530390.00       | $34291871.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $9262416.00        | $8449236.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $27549776.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $6241.00           | $5527.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1240.00           | $1129.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $37124949.00       | $33532079.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $10300.00          | $9346.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $946541.00         | $845104.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $12099.00          | $11113.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $30156102.00       | $25444777.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1070.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $206936.00         | $187887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1983.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1014.00           | $822.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | 0.0000% | $6822324.00        | $6313341.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $5317286.00        | $5105800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | 0.0000% | $2900000.00        | $518044.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $253.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 4.7500%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $608.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $30000.00          | $15717.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 5.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $11000.00          | $7550.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1235.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $63465994.00       | $42436713.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $6005887.00        | $4010431.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 1.5000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $14446940.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $5790286.00        | $4373500.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $48958213.00       | $38818131.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1001.00           | $823.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $332973.00         | $291785.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $8148000.00        | $6812640.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $2789156.00        | $2402501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $2228827.00        | $2052766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $34114718.00       | $31354219.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $39567599.00       | $38302482.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $546227.00         | $537484.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $19383346.00       | $18420374.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $6993229.00        | $6930074.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $8267502.00        | $7851018.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | 0.0000% | $1001.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 6.0000%  | 0.0000% | $1056.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 6.0000%  | 0.0000% | $21342820.00       | $56697.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $1022.00           | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $21245936.00       | $2284345.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.5000%  | 0.0000% | $1006.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $214884.00         | $105958.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.5000%  | 0.0000% | $654000.00         | $112703.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 2.5000%  | 0.0000% | $1000.00           | $331.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $550.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $2068.00           | $1170.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1154.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $13166347.00       | $7593747.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $353.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $11126683.00       | $8563877.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $43000.00          | $29024.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1098422.00        | $831128.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $4891292.00        | $3683239.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $17062.00          | $13150.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $8999.00           | $7241.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $2975858.00        | $2380155.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 5.0000%  | 0.0000% | $104993.00         | $45564.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.0000%  | 0.0000% | $40299.00          | $32621.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $2025.00           | $1304.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | 0.0000% | $20022.00          | $17073.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1080.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1072.00           | $896.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 3.5000%  | 0.0000% | $107361.00         | $95664.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $774.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1160.00           | $1098.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 3.5000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.5000%  | 0.0000% | $1002.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 5.5000%  | 0.0000% | $7879410.00        | $7701979.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 6.0000%  | 0.0000% | $1002.00           | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.0000%  | 0.0000% | $7349.00           | $151.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 8.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.5000%  | 0.0000% | $1005.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 3.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1315.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $2001.00           | $1800.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $8702480.00        | $7647800.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1178214.00        | $1188721.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1609.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $9769632.00        | $6780213.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1010.00           | $838.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1032.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2054.00           | $1942.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1003.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $1001.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $419529.00         | $310294.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $58167.00          | $51678.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.0000%  | 0.0000% | $1008.00           | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $832448.00         | $728001.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $896.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $2878183.00        | $2723692.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $630322.00         | $550550.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2002.00           | $1772.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | 0.0000% | $1072.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2087.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.5000%  | 0.0000% | $1001.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $12198304.00       | $11748298.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $474682.00         | $457406.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $9175568.00        | $8850164.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1004.00           | $1046.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.5000%  | 0.0000% | $2002.00           | $1922.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $590272.00         | $478725.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $883.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1033.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $875.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1064.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $856.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2056.00           | $1937.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $950.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $11672.00          | $9585.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2063.00           | $1866.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $140239.00         | $128475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1280.00           | $1261.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $262390.00         | $259530.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1069.00           | $1067.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | 0.0000% | $2020.00           | $1955.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $1039.00           | $916.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1009.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1040.00           | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1477.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 4.5000%  | 0.0000% | $133682.00         | $110095.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $11016758.00       | $7868439.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $1040.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1040.00           | $718.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $2780932.00        | $2626239.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $1014.00           | $819.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $408851.00         | $371473.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $894314.00         | $743143.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $7156.00           | $6666.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1058.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $8047188.00        | $7965177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $12993856.00       | $12551890.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $52021.00          | $44692.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2105956.00        | $2079264.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | 0.0000% | $4390073.00        | $2982655.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1049.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $17080.00          | $16736.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $3176555.00        | $3160066.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $7756016.00        | $7824159.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6957808.00        | $6866494.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $761876.00         | $775734.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $279975.00         | $276017.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1723906.00        | $1759631.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $2108829.00        | $2161465.00        | Agency Mortgage-Backed Securities |

### Security 290: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C573, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C573779156MCG
- **C.18 - Value (incl. sponsor support):** $399917760.00
- **C.18.a - Value (excl. sponsor support):** $399917760.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $20556.00          | $21308.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $1197782.00        | $1086731.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $9361935.00        | $7579290.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 3.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.0000%  | 0.0000% | $9231516.00        | $8374660.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.5000%  | 0.0000% | $1824936.00        | $1693746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $26247880.00       | $23704186.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $4230508.00        | $3303678.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $52895503.00       | $31485350.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $122133572.00      | $55423266.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 4.0000%  | 0.0000% | $26408019.00       | $23956847.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 4.5000%  | 0.0000% | $91165617.00       | $85396708.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $666214.00         | $522044.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $92332335.00       | $55781548.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $105386788.00      | $66268030.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $82972.00          | $47093.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $78162636.00       | $34759754.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $5231825.00        | $4808415.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $5274704.00        | $3786576.00        | Agency Mortgage-Backed Securities |

### Security 291: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100E69, C.3 - LEI: N.A., C.5 - Other ID: TPR100E697791565RO
- **C.18 - Value (incl. sponsor support):** $987750134.80
- **C.18.a - Value (excl. sponsor support):** $987750134.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $4921.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 6.0500%  | 0.0000% | $2002.00           | $59.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $37453.00          | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 5.5000%  | 0.0000% | $18218.00          | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 3.0000%  | 0.0000% | $6500000.00        | $835636.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 6.0000%  | 0.0000% | $1813647.00        | $88182.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $22694.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-11-01      | 3.0000%  | 0.0000% | $5000000.00        | $21752.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-01-01      | 3.5000%  | 0.0000% | $1559558.00        | $187024.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $123434.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 4.0000%  | 0.0000% | $11538743.00       | $3631222.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | 0.0000% | $7463275.00        | $2103229.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $8571064.00        | $2934928.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | 0.0000% | $53897297.00       | $6908288.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.0000%  | 0.0000% | $4891593.00        | $1321318.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 3.5000%  | 0.0000% | $1133180.00        | $161285.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $1006127.00        | $107800.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 4.0000%  | 0.0000% | $1705000.00        | $184358.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 4.5000%  | 0.0000% | $2718055.00        | $208827.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 3.5000%  | 0.0000% | $2000000.00        | $274171.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.0000%  | 0.0000% | $5827000.00        | $700716.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $17000000.00       | $2904815.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $11071228.00       | $1891757.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $2000.00           | $334.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 4.5000%  | 0.0000% | $52848225.00       | $3782959.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 3.0000%  | 0.0000% | $8760896.00        | $1575830.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 2.5000%  | 0.0000% | $2040000.00        | $84949.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-12-01      | 3.5000%  | 0.0000% | $5600000.00        | $26040.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-03-01      | 2.0000%  | 0.0000% | $1500000.00        | $54933.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $13819411.00       | $2901799.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.5000%  | 0.0000% | $2700000.00        | $429119.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 3.5000%  | 0.0000% | $751236.00         | $194136.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $155762.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $300000.00         | $211372.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $989000.00         | $792140.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $1016000.00        | $776446.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $300000.00         | $267732.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.0000%  | 0.0000% | $190000.00         | $176826.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $104095.00         | $75665.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $662079.00         | $477939.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $883.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | 0.0000% | $1314000.00        | $515778.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.0000%  | 0.0000% | $1050000.00        | $309958.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $177734.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $600000.00         | $373660.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $3995000.00        | $2587727.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $723000.00         | $479383.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1100000.00        | $716589.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $21091138.00       | $13717147.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $99270.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $40737.00          | $31164.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $400000.00         | $269664.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.5000%  | 0.0000% | $115000.00         | $82003.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $2911000.00        | $2234610.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $12783354.00       | $9277915.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $416367.00         | $295803.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $4531452.00        | $1705054.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 3.0000%  | 0.0000% | $1071000.00        | $436510.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 2.5000%  | 0.0000% | $5282961.00        | $1964998.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 4.0000%  | 0.0000% | $13329166.00       | $3152543.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $179907.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $625000.00         | $308643.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.0000%  | 0.0000% | $395819.00         | $212536.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $1123696.00        | $764949.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8791606.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $10593286.00       | $7075262.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $3773853.00        | $2674687.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1945053.00        | $1595861.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $29604345.00       | $18958519.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $215784.00         | $210251.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $152703.00         | $144282.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $3184585.00        | $2230646.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1180175.00        | $951817.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1300689.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $183485.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $7305030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1170885.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $10146127.00       | $8233774.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $1662189.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $1429976.00        | $968228.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $3429036.00        | $1926906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $1705793.00        | $1224086.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $1426357.00        | $1300340.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $1335053.00        | $1348586.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $3476979.00        | $2755071.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | 0.0000% | $1173155.00        | $1177392.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1694629.00        | $1691989.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $1229405.00        | $796976.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 4.5000%  | 0.0000% | $4147000.00        | $788748.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 1.5000%  | 0.0000% | $1023.00           | $539.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $620000.00         | $336999.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $314001.00         | $201011.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $13972210.00       | $10137480.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $741246.00         | $517190.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $4562020.00        | $3194499.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $733000.00         | $577194.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $100000.00         | $67924.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $100000.00         | $58786.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.5000%  | 0.0000% | $16986454.00       | $16664474.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 4.5000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $121459.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 3.0000%  | 0.0000% | $1500000.00        | $369903.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 2.5000%  | 0.0000% | $221101.00         | $157777.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $555000.00         | $389221.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 6.0000%  | 0.0000% | $300000.00         | $149298.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 5.5000%  | 0.0000% | $1399428.00        | $809033.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $500000.00         | $358262.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.5000%  | 0.0000% | $1927000.00        | $1357307.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $16324640.00       | $13881338.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $939707.00         | $656886.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $337000.00         | $237128.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $4783448.00        | $4719959.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1439338.00        | $885014.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1421894.00        | $796958.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1489947.00        | $1036884.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2651413.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $3426433.00        | $1569687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 5.5000%  | 0.0000% | $24500000.00       | $222876.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-07-01      | 5.9390%  | 0.0000% | $3837054.00        | $2747007.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $585000.00         | $118407.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-09-01      | 4.5000%  | 0.0000% | $685000.00         | $42918.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 6.0000%  | 0.0000% | $4480000.00        | $102832.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $80965419.00       | $6920752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $7933648.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 4.0000%  | 0.0000% | $415093.00         | $57975.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $50517368.00       | $6282312.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.5000%  | 0.0000% | $2866303.00        | $189888.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $3300000.00        | $532907.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $76500598.00       | $11909680.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $25013630.00       | $3170513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-09-01      | 2.5000%  | 0.0000% | $2000000.00        | $37244.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $2797058.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $425000.00         | $92813.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $11226035.00       | $1620389.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.0000%  | 0.0000% | $41474975.00       | $5732174.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.0000%  | 0.0000% | $200000.00         | $17304.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $545791.00         | $240948.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $4152605.00        | $3862257.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1647725.00        | $1651621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $1398445.00        | $1256191.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1908200.00        | $1740058.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1294091.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1837244.00        | $1697741.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9378812.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1399168.00        | $1131838.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1834699.00        | $1826405.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2516270.00        | $1876120.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $2061404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1409369.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1265228.00        | $1257433.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1259283.00        | $1276975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1432707.00        | $1414999.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1458364.00        | $1448149.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $2297740.00        | $2276666.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1130879.00        | $1132248.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $2227083.00        | $2243888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1823446.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3006650.00        | $2291293.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $983865.00         | $871183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1739597.00        | $1773400.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1067500.00        | $1066305.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $5020153.00        | $4879464.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1349056.00        | $1427423.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1040200.00        | $1084441.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1113683.00        | $1125331.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 7.0000%  | 0.0000% | $1534717.00        | $1628906.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1546000.00        | $1592954.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1334582.00        | $1363089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1105029.00        | $1118741.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1215538.00        | $1243648.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $4575111.00        | $1274716.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $665000.00         | $113223.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $3971865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9042334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $14100000.00       | $4523679.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.0000%  | 0.0000% | $18345557.00       | $6539360.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-05-01      | 4.0000%  | 0.0000% | $17200481.00       | $4982390.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 2.5000%  | 0.0000% | $22256658.00       | $6967471.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 3.5000%  | 0.0000% | $7608054.00        | $3281758.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.5000%  | 0.0000% | $12765112.00       | $7831400.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $15127995.00       | $3887541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | 0.0000% | $5252219.00        | $1639290.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.0000%  | 0.0000% | $7530603.00        | $2377144.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $3780493.00        | $1800363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $9256626.00        | $1845965.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $5653072.00        | $2728555.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $13697019.00       | $4141177.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $23304000.00       | $4104053.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $20347572.00       | $6107812.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $7377004.00        | $2157966.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $33970636.00       | $4924344.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $9811000.00        | $2665590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 4.5000%  | 0.0000% | $575000.00         | $155839.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $640000.00         | $130653.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $19944688.00       | $3448319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.0000%  | 0.0000% | $6647647.00        | $1632492.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.0000%  | 0.0000% | $9598965.00        | $1772743.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $10000000.00       | $1212419.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $8520247.00        | $2254279.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 3.5000%  | 0.0000% | $12702000.00       | $3595186.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $10161955.00       | $3316349.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $4879651.00        | $1619408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $11572177.00       | $1966636.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $4683789.00        | $1629967.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $16127709.00       | $2656601.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $400000.00         | $100924.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $500000.00         | $141678.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $400000.00         | $225900.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $444826.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 2.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1747000.00        | $861160.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $3452694.00        | $1936236.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $1664055.00        | $1051394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $8525062.00        | $7265623.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $5852458.00        | $3802623.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $5023559.00        | $3450944.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4786960.00        | $2763117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $5050119.00        | $3456096.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $300000.00         | $171020.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1668691.00        | $1420618.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1469362.00        | $1427850.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1481793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $66840.00          | $38571.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $158711.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $170000.00         | $103903.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $2806740.00        | $2624510.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $1997805.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $5008709.00        | $4561070.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $5039000.00        | $3607332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $3381438.00        | $2429558.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $4190250.00        | $2895525.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $4107194.00        | $2398701.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1044429.00        | $636394.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1540102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $5092288.00        | $3933088.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $4784053.00        | $3806284.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $4801773.00        | $4558899.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4163901.00        | $2156621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1302681.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1009.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2049820.00        | $1693450.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1395030.00        | $1307655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2255000.00        | $1398218.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $5445781.00        | $3472798.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1397927.00        | $740714.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $473547.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $5801954.00        | $3121398.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1083523.00        | $809156.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $3766564.00        | $3091488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $456806.00         | $351175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2894510.00        | $1966812.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $4931232.00        | $3644232.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $3132770.00        | $1934033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2440650.00        | $2147654.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2087840.00        | $1561289.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $1815717.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 7.0000%  | 0.0000% | $1005097.00        | $653964.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $700000.00         | $526351.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $11241990.00       | $7213305.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $100200.00         | $97108.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1283758.00        | $697329.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $4106099.00        | $3828151.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1201018.00        | $1041346.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1586915.00        | $1497522.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1159003.00        | $919736.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $275000.00         | $230844.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.5000%  | 0.0000% | $5832328.00        | $1325859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $470000.00         | $129466.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $24700000.00       | $7551186.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $36406311.00       | $9744105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 4.0000%  | 0.0000% | $11194160.00       | $2983709.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $7831158.00        | $3103311.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $27491970.00       | $6556814.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $27097000.00       | $8379796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $8747672.00        | $2476656.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $7719705.00        | $2031324.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 2.0000%  | 0.0000% | $616000.00         | $281690.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1854000.00        | $473241.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 5.0000%  | 0.0000% | $16914483.00       | $5547760.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $8780604.00        | $3755487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $10469737.00       | $3886310.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $449.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.5000%  | 0.0000% | $4791758.00        | $1185034.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $2055000.00        | $976218.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $500000.00         | $244845.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $816438.00         | $484395.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1120.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $670000.00         | $358967.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $82506.00          | $40139.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $69962.00          | $36231.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $216586.00         | $140774.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $977000.00         | $632520.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1383409.00        | $862160.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $120000.00         | $82483.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $6668001.00        | $4627721.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.5000%  | 0.0000% | $3178700.00        | $2527890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $11234000.00       | $8091117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $900000.00         | $630188.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $6905925.00        | $4590472.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $290000.00         | $198191.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $6237322.00        | $4218600.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $12811647.00       | $9804287.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $2244345.00        | $1602528.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $800816.00         | $598102.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $8532750.00        | $5998943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1075000.00        | $808417.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $5134122.00        | $3903588.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $2961909.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $9073000.00        | $6994046.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $4852661.00        | $3679073.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $11196171.00       | $8546324.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $3030000.00        | $2141464.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $8061571.00        | $6699193.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $400000.00         | $298681.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $6017280.00        | $4678108.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $5041573.00        | $3699612.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $10502134.00       | $7920165.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $425000.00         | $305263.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 4.5000%  | 0.0000% | $3664000.00        | $3044160.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.0000%  | 0.0000% | $7030000.00        | $4917071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1642995.00        | $1526867.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1008.00           | $933.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $8428705.00        | $7612994.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $929.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $9977176.00        | $9058743.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $696856.00         | $700996.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $6491776.00        | $6413528.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | 0.0000% | $2628768.00        | $2698357.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $3742272.00        | $3522149.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2068000.00        | $1923708.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $7265022.00        | $6963487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2589040.00        | $2621252.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $6874752.00        | $6416829.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1040.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $4000000.00        | $511759.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 3.5000%  | 0.0000% | $1138000.00        | $224970.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $1900000.00        | $238703.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1217607.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $465000.00         | $137496.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $2425000.00        | $875787.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $582000.00         | $186041.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $253.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $496.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $961000.00         | $481631.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $288840.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $165187.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $285847.00         | $141992.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $151650.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | 0.0000% | $580000.00         | $320944.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | 0.0000% | $930000.00         | $430960.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $1557084.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $500000.00         | $272841.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $750000.00         | $415869.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $292978.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $1373932.00        | $879620.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2283000.00        | $1608196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $935000.00         | $671090.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $672.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $440000.00         | $316389.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $42734640.00       | $31217565.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $3738274.00        | $2720573.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $12825353.00       | $8362050.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1010.00           | $756.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1685172.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $701000.00         | $502891.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $851.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 4.5000%  | 0.0000% | $2927951.00        | $2211184.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 6.0000%  | 0.0000% | $1015000.00        | $811583.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $823.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1829772.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $2481369.00        | $1859010.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $981.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $6701248.00        | $6359590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $168324.00         | $165630.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $79000.00          | $77755.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1218360.00        | $1158086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 5.5000%  | 0.0000% | $17500000.00       | $242996.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 3.5000%  | 0.0000% | $1925000.00        | $199831.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $90129616.00       | $7694712.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $51870468.00       | $5577069.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-10-01      | 3.0000%  | 0.0000% | $5000000.00        | $14100.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 3.5000%  | 0.0000% | $190000.00         | $14686.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-11-01      | 3.0000%  | 0.0000% | $1000.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $43977131.00       | $4256479.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-03-01      | 2.0000%  | 0.0000% | $6930000.00        | $224789.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-08-01      | 4.5000%  | 0.0000% | $3000000.00        | $120544.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-01-01      | 4.5000%  | 0.0000% | $20000000.00       | $254098.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-03-01      | 3.0000%  | 0.0000% | $1000.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $21900000.00       | $2680145.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 2.5000%  | 0.0000% | $1800000.00        | $174327.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 3.0000%  | 0.0000% | $1225000.00        | $138097.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $108457.00         | $55907.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $2500000.00        | $350800.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | 0.0000% | $350000.00         | $84059.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $433.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 2.5000%  | 0.0000% | $500000.00         | $287870.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $31851054.00       | $18370231.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $127095.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $29511248.00       | $22222547.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 4.0000%  | 0.0000% | $228620.00         | $76163.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $668.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $122971.00         | $109709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $3198970.00        | $2664027.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 5.5000%  | 0.0000% | $1008.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1120.00           | $1060.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | 0.0000% | $60888818.00       | $5742044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.0000%  | 0.0000% | $6997999.00        | $323532.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1729562.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $816792.00         | $811683.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $2061825.00        | $1418239.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $999700.00         | $779034.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1291678.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1571362.00        | $1523018.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $400000.00         | $339473.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $2627287.00        | $2637025.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $1008.00           | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $3191232.00        | $2931125.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $837.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $3857313.00        | $2852964.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $168411.00         | $168735.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $4537424.00        | $4494966.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $1378900.00        | $1451510.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2295860.00        | $2352220.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2677335.00        | $2620122.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1198313.00        | $1235847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2740414.00        | $2707433.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $178136.00         | $183518.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $178234.00         | $184549.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $934.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $802.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $858.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $42035.00          | $38509.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $97000.00          | $96868.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1615815.00        | $1575042.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $999.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1120.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $353054.00         | $360947.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1860176.00        | $1912364.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $13925306.00       | $11334881.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $901976.00         | $671094.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $2634336.00        | $2400425.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $2913699.00        | $2681295.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $12306914.00       | $11370923.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1294253.00        | $1140747.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $750851.00         | $704305.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1280.00           | $1204.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $7099434.00        | $6877956.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1008.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3871252.00        | $3920683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $991880.00         | $994927.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $923360.00         | $916006.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1715121.00        | $1693382.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $890.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $215074.00         | $213881.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1653517.00        | $1632314.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1014370.00        | $1052345.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1342206.00        | $1369142.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $2368307.00        | $2335807.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $792638.00         | $781432.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $2385104.00        | $2366867.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1285997.00        | $1300440.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.5000%  | 0.0000% | $1212647.00        | $1171481.00        | Agency Mortgage-Backed Securities |

### Security 292: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100F62, C.3 - LEI: N.A., C.5 - Other ID: TPR100F627791563RO
- **C.18 - Value (incl. sponsor support):** $1481998814.40
- **C.18.a - Value (excl. sponsor support):** $1481998814.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-09-01      | 2.5000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 3.0000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 3.5000%  | 0.0000% | $11653104.00       | $1353019.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 5.0000%  | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 2.5000%  | 0.0000% | $484925.00         | $59265.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $1474000.00        | $172360.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 3.0000%  | 0.0000% | $2628000.00        | $122603.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 5.0000%  | 0.0000% | $1000.00           | $174.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-12-01      | 4.0000%  | 0.0000% | $1959854.00        | $355024.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 3.0000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 3.0000%  | 0.0000% | $1998000.00        | $296110.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 2.5000%  | 0.0000% | $507665.00         | $168486.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $8656249.00        | $1479106.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-06-01      | 4.5000%  | 0.0000% | $1005.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $888000.00         | $107242.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 3.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-08-01      | 3.0000%  | 0.0000% | $1869000.00        | $201987.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 3.0000%  | 0.0000% | $17953024.00       | $989067.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 3.0000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 3.5000%  | 0.0000% | $1353000.00        | $199390.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 5.0000%  | 0.0000% | $2048.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $8476688.00        | $1873285.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $585007.00         | $252790.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 2.0000%  | 0.0000% | $1024.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 2.5000%  | 0.0000% | $129000.00         | $86229.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $2283388.00        | $1552093.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 3.5000%  | 0.0000% | $1008.00           | $765.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 5.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 2.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 3.5000%  | 0.0000% | $1008.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.0000%  | 0.0000% | $5325520.00        | $4275842.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-02-01      | 2.5000%  | 0.0000% | $3000.00           | $523.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-06-01      | 2.5000%  | 0.0000% | $1000.00           | $240.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 2.5000%  | 0.0000% | $453872.00         | $349378.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 4.5000%  | 0.0000% | $3864000.00        | $2312848.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 4.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 5.0000%  | 0.0000% | $95000.00          | $69657.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $2016.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 3.5000%  | 0.0000% | $1682000.00        | $482617.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $38777157.00       | $26466052.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.0000%  | 0.0000% | $378000.00         | $337698.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 5.5000%  | 0.0000% | $1528320.00        | $1148679.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $14607557.00       | $8521069.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.5000%  | 0.0000% | $1007.00           | $126.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.0000%  | 0.0000% | $3697000.00        | $2957121.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $1093182.00        | $193801.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $186057904.00      | $51545488.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1028.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $1120.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $26806944.00       | $17755265.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1599000.00        | $1307889.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $108148930.00      | $92478438.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $820.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $34587717.00       | $8797201.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $30512352.00       | $7426245.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $8644576.00        | $7115306.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $3741548.00        | $2865741.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1203606.00        | $613965.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $2334824.00        | $1948906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $12555360.00       | $7249933.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $549.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $13345080.00       | $8472506.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $5109752.00        | $4558685.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $7356590.00        | $4858610.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $871.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $4550272.00        | $3521451.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $6693160.00        | $5894913.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2848972.00        | $2128666.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $9394496.00        | $8039264.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | 0.0000% | $2922140.00        | $2526932.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $8696656.00        | $6074518.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $1272364.00        | $884417.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $28955400.00       | $14151492.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-09-01      | 6.0000%  | 0.0000% | $1012978.00        | $494297.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $1753000.00        | $424177.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $721.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $113853516.00      | $83902920.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $7237576.00        | $5508228.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $2735896.00        | $2085798.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $2498688.00        | $1869697.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $2103560.00        | $1642880.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $735.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $785.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $10987808.00       | $8855309.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 5.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 5.0000%  | 0.0000% | $1342950.00        | $1144963.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 5.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1853.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 3.0000%  | 0.0000% | $987945.00         | $243629.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 3.0000%  | 0.0000% | $1071300.00        | $451215.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $449.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-09-01      | 5.5000%  | 0.0000% | $1533098.00        | $1301850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1657.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $9236064.00        | $7743767.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 4.5000%  | 0.0000% | $307210.00         | $289508.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 5.5000%  | 0.0000% | $5072.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 4.5000%  | 0.0000% | $30972544.00       | $3626499.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.5000%  | 0.0000% | $46590656.00       | $5315328.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 3.5000%  | 0.0000% | $21898656.00       | $2346512.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $28838006.00       | $5727370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $21479936.00       | $3071743.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $5455936.00        | $1040500.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 7.0000%  | 0.0000% | $14100000.00       | $2240947.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1023.00           | $183.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $10919104.00       | $1158985.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $290064.00         | $64595.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $115.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $308758379.00      | $65643942.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $279.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 3.0000%  | 0.0000% | $625999.00         | $83101.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 7.0000%  | 0.0000% | $1578948.00        | $835228.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $3038280.00        | $1884071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1861.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $27383.00          | $27747.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2193                   | 2055-07-01      | 6.5000%  | 0.0000% | $21308448.00       | $19386367.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $10227677.00       | $9624089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1417186.00        | $1433791.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 6.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1010598.00        | $1027683.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $6785708.00        | $6632582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $9865040.00        | $9726211.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $15072928.00       | $9945487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $27711817.00       | $9274560.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $270920.00         | $67742.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $252.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $115952641.00      | $63313602.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $95038200.00       | $48805145.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $600000.00         | $317771.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $2756056.00        | $2130779.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $12548460.00       | $11465156.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2874528.00        | $2848435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2718548.00        | $2741266.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $6604576.00        | $5202861.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $6854081.00        | $3634167.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1015200.00        | $739846.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1944958.00        | $1308163.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $252.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $39601920.00       | $18794193.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $534.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $5761941.00        | $3405578.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 4.0000%  | 0.0000% | $1024.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 4.0000%  | 0.0000% | $8717309.00        | $4298550.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $12312466.00       | $9361443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $3598640.00        | $2936140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $908.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $526000.00         | $478636.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $10451308.00       | $9439854.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $49000.00          | $46258.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $2401244.00        | $2321027.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $137264.00         | $138115.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $5184049.00        | $5276930.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $6634880.00        | $6799264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1030.00           | $1045.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $1641880.00        | $1631043.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $4252756.00        | $4097560.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $10800000.00       | $9012487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $5654008.00        | $5074707.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $4932536.00        | $4635895.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $917.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-11-01      | 5.5000%  | 0.0000% | $1024.00           | $713.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.5000%  | 0.0000% | $215500.00         | $193256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $17512992.00       | $15398479.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $8472824.00        | $7431594.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $6033780.00        | $5850636.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | 0.0000% | $1929415.00        | $1785470.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $14316823.00       | $14132355.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $9119072.00        | $7918650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 2.0000%  | 0.0000% | $4298613.00        | $3443766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1961950.00        | $1678412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1398440.00        | $1383240.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1008.00           | $969.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1040.00           | $1057.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $902.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1023.00           | $1049.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 6.5000%  | 0.0000% | $6412090.00        | $2029877.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 5.0000%  | 0.0000% | $1000.00           | $268.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $309.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 4.5000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | 0.0000% | $1006.00           | $166.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $7854616.00        | $1484586.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $5471200.00        | $1489001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $285000.00         | $58380.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | 0.0000% | $126997.00         | $30658.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $283.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1008.00           | $402.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1280.00           | $427.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $9405000.00        | $2972673.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $276.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $379.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $672000.00         | $331871.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $518.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $355.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $2859672.00        | $1812226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $443.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 7.0000%  | 0.0000% | $7628227.00        | $3147507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $7714915.00        | $3964235.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $543.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $2119000.00        | $1107915.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 2.0000%  | 0.0000% | $55816.00          | $33006.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $528.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $174000.00         | $110835.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $12296.00          | $7520.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 3.0000%  | 0.0000% | $244001.00         | $126196.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $679.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1120.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $42000.00          | $28414.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $10000.00          | $7350.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $11402112.00       | $8508131.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $705.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 2.5000%  | 0.0000% | $1024.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $8799945.00        | $6820674.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $685.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1008.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $36753536.00       | $29266733.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $13322000.00       | $8973621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1120.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $2479000.00        | $2102371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $805.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $730.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $884.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $790.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $779302.00         | $506638.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $18298176.00       | $14525993.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $641.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 3.5000%  | 0.0000% | $19000.00          | $15889.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $12044440.00       | $11783174.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $25114464.00       | $24265253.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $975.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1064.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1038.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1705706.00        | $1678405.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1040.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $5801912.00        | $5514882.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $70713922.00       | $69975107.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $7072320.00        | $7044542.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $22.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.5000%  | 0.0000% | $1024.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 2.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 4.5000%  | 0.0000% | $1000912.00        | $53213.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-07-01      | 4.5000%  | 0.0000% | $46772324.00       | $347286.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $141.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 2.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 3.0000%  | 0.0000% | $1003.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 3.5000%  | 0.0000% | $1418000.00        | $165783.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 2.5000%  | 0.0000% | $5996000.00        | $747892.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 3.5000%  | 0.0000% | $1190000.00        | $408871.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.5000%  | 0.0000% | $1008.00           | $515.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $8726960.00        | $488190.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $410.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $143000.00         | $65255.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $164999.00         | $72536.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $479.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $353.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1023.00           | $769.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $653.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1950920.00        | $1354022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $5862488.00        | $4299297.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1120.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $6796991.00        | $5118267.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.5000%  | 0.0000% | $2151000.00        | $1112685.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $3095520.00        | $1598351.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1056.00           | $689.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 5.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 4.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 5.5000%  | 0.0000% | $1008.00           | $681.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 5.0000%  | 0.0000% | $6074040.00        | $4411629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2024.00           | $1420.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1501.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.0000%  | 0.0000% | $1022874.00        | $842062.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1600.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 4.5000%  | 0.0000% | $738571.00         | $681295.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 5.0000%  | 0.0000% | $1359684.00        | $1218684.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $900.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | 0.0000% | $1008.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $2045880.00        | $1987273.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $123012.00         | $120157.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.5000%  | 0.0000% | $500608.00         | $472989.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.5000%  | 0.0000% | $1024.00           | $980.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 5.5000%  | 0.0000% | $2073524.00        | $2000776.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.5000%  | 0.0000% | $1024.00           | $969.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $2610950.00        | $2594566.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.5000%  | 0.0000% | $1008.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $2032.00           | $1959.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.5000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $3000000.00        | $2805962.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $6027500.00        | $5463139.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $8004.00           | $7667.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.5000%  | 0.0000% | $1008.00           | $689.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1816.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $5964672.00        | $5687655.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $3475875.00        | $3028833.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1048469.00        | $1101268.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $2329508.00        | $1757841.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2862000.00        | $2712207.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $267556.00         | $239603.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $4062480.00        | $3966654.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1434849.00        | $1413526.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1682.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2316000.00        | $2313557.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2341383.00        | $2007307.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $6768264.00        | $5045357.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1536311.00        | $1351138.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1022.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $11567760.00       | $10365837.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $4286488.00        | $3890150.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.0000%  | 0.0000% | $1001.00           | $1061.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1684852.00        | $1653330.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $5575200.00        | $4913422.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1397518.00        | $1436476.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $1839019.00        | $1765104.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $15201691.00       | $12163252.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $2143340.00        | $2020117.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $2244364.00        | $1922097.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $4863334.00        | $4680692.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2603189.00        | $2362906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $3603264.00        | $3621033.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $5076473.00        | $4454519.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $3466352.00        | $3217752.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1862.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $2198024.00        | $1552556.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1994010.00        | $1998471.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3136950.00        | $3015151.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $220285.00         | $233811.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $1902272.00        | $2020307.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 7.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1650.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $4512008.00        | $3562598.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2064.00           | $1855.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $2008.00           | $1481.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1850.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $937.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1790842.00        | $1768263.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $48014.00          | $43454.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1241983.00        | $1038451.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1040.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | 0.0000% | $37000.00          | $30419.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $59485.00          | $56976.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1034.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $27706816.00       | $25583554.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1974.00           | $1888.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $13869856.00       | $13772321.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1039.00           | $1072.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $20391275.00       | $19307857.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $14161520.00       | $13944000.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $985.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $59410279.00       | $59679497.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $7417000.00        | $7374111.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $8731225.00        | $8926414.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $12118976.00       | $12392578.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $834.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1008.00           | $490.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $2409264.00        | $1664236.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $8203390.00        | $7579489.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $8107648.00        | $7161682.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $24095392.00       | $15733688.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $3319786.00        | $3113987.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1058.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $30975956.00       | $30583343.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | 0.0000% | $15237200.00       | $14342722.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $1027.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 6.0000%  | 0.0000% | $2586636.00        | $2654302.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 6.0000%  | 0.0000% | $2692250.00        | $2284008.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1948.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 5.0000%  | 0.0000% | $3792244.00        | $3522750.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.0000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2880104.00        | $2931850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2773006.00        | $2745620.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $7229.00           | $7110.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $4219796.00        | $4160136.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $219187.00         | $216334.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $2440312.00        | $2506272.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2317779.00        | $2357968.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $440385.00         | $460187.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $2934976.00        | $2906526.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 6.5000%  | 0.0000% | $1245418.00        | $1299377.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $871128.00         | $865064.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $2784650.00        | $2805165.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $3656157.00        | $3648854.00        | Agency Mortgage-Backed Securities |

### Security 293: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100F68, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR100F68779156KCG
- **C.18 - Value (incl. sponsor support):** $689739525.00
- **C.18.a - Value (excl. sponsor support):** $689739525.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $1830000.00        | $1407023.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 4.5000%  | 0.0000% | $194190.00         | $171113.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $9651254.00        | $8328544.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.5000%  | 0.0000% | $5551000.00        | $4134078.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 2.5000%  | 0.0000% | $621650.00         | $391539.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 3.5000%  | 0.0000% | $18746776.00       | $13034310.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $62072556.00       | $32533744.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $41996146.00       | $17160265.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $30224590.00       | $10444152.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $460413.00         | $133251.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.5000%  | 0.0000% | $23360000.00       | $20707056.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $267909238.00      | $194832807.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $41495237.00       | $21838735.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $3387746.00        | $1433701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1117278.00        | $385469.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.5000%  | 0.0000% | $31883678.00       | $23239469.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $45705738.00       | $34348720.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $300000.00         | $165902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.5000%  | 0.0000% | $2191635.00        | $1624344.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $7344646.00        | $4917671.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3122809.00        | $2641966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1776388.00        | $1508135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $743566.00         | $600801.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $913147.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1538174.00        | $1591735.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $243972.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $160156.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $11654062.00       | $9887050.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1074779.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $537822.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1136102.00        | $367712.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1664329.00        | $1150514.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1000587.00        | $422530.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $738022.00         | $516487.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $457614.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $389694.00         | $275928.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $622439.00         | $225349.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1204917.00        | $1235816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1165938.00        | $1045028.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2051018.00        | $2062051.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1357730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $519959.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $799462.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5942551.00        | $4197002.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1828597.00        | $1158406.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $200492.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $853030.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1066391.00        | $1085340.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $119651.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2884683.00        | $442024.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1992469.00        | $1224831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $2375524.00        | $984301.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $1979845.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2195408.00        | $1679284.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2271782.00        | $1637237.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1421428.00        | $847368.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $5653246.00        | $3897168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $4617026.00        | $2431016.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3852156.00        | $2153936.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $14198943.00       | $9021726.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1114910.00        | $347171.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2114431.00        | $1318699.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $460522.00         | $233608.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1229036.00        | $624693.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2203346.00        | $1627742.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $5070424.00        | $2351466.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $5032724.00        | $2680665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $979638.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $577054.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1169970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $2355228.00        | $1382936.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $647392.00         | $387770.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $85198.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $8157.00           | $4419.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $253857.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $690270.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $985050.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $333243.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1269994.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5295135.00        | $3430123.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $399654.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1460868.00        | $831822.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1085217.00        | $1090665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $317452.00         | $195977.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $965698.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $576387.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1153558.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $682918.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1088253.00        | $964376.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $474461.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $79686.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $160352.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $267449.00         | $78908.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $584008.00         | $139864.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $5920596.00        | $6143350.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $2164588.00        | $1705488.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $81986.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1219592.00        | $638849.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1029325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1053689.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $593113.00         | $634753.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $457855.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $20761334.00       | $14893107.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $1718302.00        | $1170654.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1086172.00        | $137686.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $955751.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $966253.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $1238741.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $711333.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1742185.00        | $194957.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1280599.00        | $952013.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $992472.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2683331.00        | $1731765.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $307323.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $1968033.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $922927.00         | $627586.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $5784391.00        | $3541634.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.5000%  | 0.0000% | $504250.00         | $533814.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1044108.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $55661.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1308020.00        | $416952.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1036948.00        | $901718.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1517368.00        | $1043615.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1687338.00        | $565554.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1023947.00        | $726850.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2014992.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $284711.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $91819.00          | $74174.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $2328440.00        | $1989393.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $4823067.00        | $4578648.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1894374.00        | $1858769.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $961572.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1733864.00        | $1536591.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1040225.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3564865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $443745.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $828634.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1669625.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1514993.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $2118408.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1609635.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1334627.00        | $996779.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $3990770.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1603001.00        | $884771.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2837586.00        | $1758287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $5249733.00        | $3193771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $4202142.00        | $2085616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $3054177.00        | $2238330.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2085011.00        | $1335059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2367462.00        | $1884930.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1093466.00        | $1009853.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1177392.00        | $985277.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1033556.00        | $549263.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $392400.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $605902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1344765.00        | $1183899.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1177286.00        | $214765.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $934881.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1056493.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $807955.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $149575.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1324516.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1813170.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $75083.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1180325.00        | $734585.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $1128435.00        | $762563.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $162496.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1002347.00        | $1017548.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $524761.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1324088.00        | $649301.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $716784.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $1732068.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1086010.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1055321.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1103419.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $5137949.00        | $1803741.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1547065.00        | $986389.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8735123.00        | $5399379.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1587707.00        | $1177633.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8859495.00        | $4743768.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $375000.00         | $265789.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $665955.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $19988315.00       | $13720952.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $25884173.00       | $19399613.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $25808126.00       | $18318327.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $25343686.00       | $19641275.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $26774705.00       | $21880279.00       | Agency Mortgage-Backed Securities |

### Security 294: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100FF5, C.3 - LEI: N.A., C.5 - Other ID: TPR100FF57791564RO
- **C.18 - Value (incl. sponsor support):** $1479999556.00
- **C.18.a - Value (excl. sponsor support):** $1479999556.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $94411.00          | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $3875.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $10907.00          | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $4920.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 5.5000%  | 0.0000% | $12013.00          | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $2891.00           | $432.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-02-01      | 3.5000%  | 0.0000% | $615000.00         | $39908.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $431005446.00      | $50616950.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.0000%  | 0.0000% | $350327.00         | $46847.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 4.0000%  | 0.0000% | $1502353.00        | $95291.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $1974.00           | $142.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.0000%  | 0.0000% | $598000.00         | $81774.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 3.5000%  | 0.0000% | $1188.00           | $100.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | 0.0000% | $2231.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $317738.00         | $24646.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $32667052.00       | $5581867.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $47151963.00       | $34937112.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $20782187.00       | $19439153.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $37010495.00       | $27143116.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $20013292.00       | $15085299.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $25763968.00       | $22030838.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $28307546.00       | $22908130.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $357979711.00      | $91050223.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 4.0000%  | 0.0000% | $689000.00         | $98182.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $2103680.00        | $1731528.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $210000.00         | $122787.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $10948285.00       | $7666402.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $29753472.00       | $26880057.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $6333095.00        | $4437464.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $31994336.00       | $22978108.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $28714311.00       | $25700061.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $37582130.00       | $25827524.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $25333702.00       | $20416970.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $19931184.00       | $18254816.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $49100891.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $43948004.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $99168011.00       | $17550826.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $411774573.00      | $45471067.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $14686002.00       | $2286330.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $250754560.00      | $26873843.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $78073602.00       | $20759876.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $28521176.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $191148590.00      | $40639373.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $74407808.00       | $19025340.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $53972151.00       | $13917435.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $19107635.00       | $18429858.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $20953646.00       | $19458298.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $743491.00         | $765254.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $805047.00         | $789005.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1677.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $2655478.00        | $2725178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1107092.00        | $1152230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $7064159.00        | $6700287.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $10008081.00       | $10420894.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $6072690.00        | $6181637.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1246250.00        | $1263343.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1318614.00        | $1336683.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1160894.00        | $1114111.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $265397760.00      | $62009274.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $47622688.00       | $12633928.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $178221620.00      | $27287504.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $250000000.00      | $23773390.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $173642818.00      | $26703395.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $14200000.00       | $2863489.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $1046999.00        | $350408.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $17382247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $92822912.00       | $25643974.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $39682509.00       | $20111655.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $2878106.00        | $2846128.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $18515871.00       | $9817474.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $2244393.00        | $1129312.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $7832159.00        | $5592390.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $2362508.00        | $1751917.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $13167147.00       | $9532116.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $49328640.00       | $23171347.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $13161880.00       | $12343285.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 4.0000%  | 0.0000% | $12049754.00       | $11170908.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $5235614.00        | $5090925.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 3.0000%  | 0.0000% | $14158413.00       | $12540595.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.0000%  | 0.0000% | $16518003.00       | $14749628.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $10317142.00       | $5700502.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1022914.00        | $665015.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $6791938.00        | $5850385.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $42647246.00       | $38394745.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $44289024.00       | $42199305.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $42180480.00       | $40423531.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $22327536.00       | $21931682.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $14556134.00       | $13635584.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $36752256.00       | $34998232.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $393077.00         | $386786.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $760098.00         | $721807.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $64383326.00       | $48481904.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $30000000.00       | $28928025.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $5349943.00        | $5008974.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $81855.00          | $82585.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $18313824.00       | $17407877.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1039811.00        | $985552.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $8289890.00        | $8535057.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1625600.00        | $1318402.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1428358.00        | $1471514.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $14817141.00       | $14317190.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $157080.00         | $160592.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $11299028.00       | $7883855.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $24642368.00       | $14528515.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $5815529.00        | $5455015.00        | Agency Mortgage-Backed Securities |

### Security 295: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101284, C.3 - LEI: N.A., C.5 - Other ID: TPR1012847791562RO
- **C.18 - Value (incl. sponsor support):** $1139111028.00
- **C.18.a - Value (excl. sponsor support):** $1139111028.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 5.5000%  | 0.0000% | $1864.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 3.0000%  | 0.0000% | $2000.00           | $287.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.0000%  | 0.0000% | $2000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.0000%  | 0.0000% | $3000.00           | $376.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.0000%  | 0.0000% | $1002.00           | $163.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $847000.00         | $79651.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.5000%  | 0.0000% | $1419748.00        | $319618.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 5.0000%  | 0.0000% | $6926380.00        | $183441.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $1000.00           | $424.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $5686854.00        | $971721.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 3.5000%  | 0.0000% | $7704815.00        | $776561.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.0000%  | 0.0000% | $4258000.00        | $600282.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $90.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.0000%  | 0.0000% | $2584220.00        | $345142.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $62108000.00       | $9808733.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | 0.0000% | $1346340.00        | $836063.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $620000.00         | $175852.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $15908725.00       | $10182669.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $8442386.00        | $6297053.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $12483299.00       | $9864110.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $14997000.00       | $10361056.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $61134517.00       | $44835426.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $11202804.00       | $9579547.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $21934534.00       | $3329236.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $450.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | 0.0000% | $1070874.00        | $648242.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $108000.00         | $68675.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $12822640.00       | $9669906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $9735904.00        | $9691032.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.0000%  | 0.0000% | $1059.00           | $673.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $4740758.00        | $3319658.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $12770817.00       | $9369454.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $117718413.00      | $94562729.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 5.5000%  | 0.0000% | $158000.00         | $131611.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 5.5000%  | 0.0000% | $10002418.00       | $10027131.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $313.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 6.0000%  | 0.0000% | $977118.00         | $185821.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $27600770.00       | $4356812.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $33677312.00       | $5374718.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $16604682.00       | $3297772.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $60686560.00       | $9359234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $1076934366.00     | $78119160.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $149485896.00      | $19575988.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $40400560.00       | $4991652.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $37968449.00       | $6694990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $42735120.00       | $7394484.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $57857680.00       | $9573198.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $102376448.00      | $10251099.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $98731264.00       | $20342049.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $636359680.00      | $95028335.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 5.5000%  | 0.0000% | $211854.00         | $25147.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $9066221.00        | $9047951.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $24574410.00       | $22783790.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $317844.00         | $333992.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $3474000.00        | $333647.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 2.0000%  | 0.0000% | $189137117.00      | $104790120.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $10761269.00       | $5468102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1089417.00        | $846729.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6133045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $5862724.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $91193216.00       | $36154526.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $83455000.00       | $39543813.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $367.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $1402000.00        | $720789.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $737.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $582.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $537000.00         | $375136.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $6384933.00        | $4559029.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $22130080.00       | $16439931.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $6880548.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $1052157.00        | $534170.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $570000.00         | $482551.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $827.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $47250304.00       | $35110403.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $11645216.00       | $11455781.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $5808591.00        | $5596617.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $9488061.00        | $9094259.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1362840.00        | $1257342.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $2032970.00        | $770581.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $431.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $1024.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $68000.00          | $41740.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $18000000.00       | $12301688.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $16233408.00       | $10698370.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $11485130.00       | $6345848.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 4.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $36779520.00       | $35757365.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $304131.00         | $289289.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $246698.00         | $242749.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $4706398.00        | $4472582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $104996864.00      | $103390478.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | 0.0000% | $50000000.00       | $27615538.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $18000000.00       | $11551155.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1045796.00        | $787505.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | 0.0000% | $94748.00          | $80793.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.5000%  | 0.0000% | $127097.00         | $121687.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $1002.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $9193072.00        | $6719702.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $1038684.00        | $880382.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1010666.00        | $887357.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $856.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $1007.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $4077163.00        | $3939594.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $11715748.00       | $10732983.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $20275.00          | $15085.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $3738155.00        | $2608284.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $201010.00         | $177426.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $159828.00         | $122811.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $10549253.00       | $8185759.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $946039.00         | $870581.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $9130507.00        | $8402236.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1054.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $14584115.00       | $12854350.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $5019534.00        | $4708365.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $4752026.00        | $4603779.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3603927.00        | $3558248.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1030.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | 0.0000% | $758734.00         | $515491.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $83000.00          | $79148.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.5000%  | 0.0000% | $18418918.00       | $17750357.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $16492387.00       | $16242697.00       | Agency Mortgage-Backed Securities |

### Security 296: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101370, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR101370779156JCG
- **C.18 - Value (incl. sponsor support):** $739724424.00
- **C.18.a - Value (excl. sponsor support):** $739724424.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $60856779.00       | $61017784.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $1295040.00        | $782384.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $30690000.00       | $23574887.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $27028.00          | $15340.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $89724789.00       | $39901566.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 4.0000%  | 0.0000% | $36579652.00       | $33605356.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 4.5000%  | 0.0000% | $5000000.00        | $4711622.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $2248296.00        | $1844059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $2093857.00        | $1408552.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.0000%  | 0.0000% | $25660742.00       | $23658796.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.5000%  | 0.0000% | $613106.00         | $579227.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $26465082.00       | $22896947.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $4572863.00        | $3136796.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 4.0000%  | 0.0000% | $20682300.00       | $19089538.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $586000.00         | $531656.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1006000.00        | $794618.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.0000%  | 0.0000% | $1729416.00        | $1595508.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $158128547.00      | $150249608.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.0000%  | 0.0000% | $3619543.00        | $3508738.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $971286.00         | $941019.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $37791749.00       | $32244094.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.0000%  | 0.0000% | $21739495.00       | $20092361.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.5000%  | 0.0000% | $1833028.00        | $1750384.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $164247.00         | $160559.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $21303927.00       | $21205712.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $167174685.00      | $161483533.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $505268.00         | $483674.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $3453986.00        | $3445766.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $88743449.00       | $89061154.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $6289068.00        | $5709329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $11724017.00       | $10871524.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $2537599.00        | $2527502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $5899586.00        | $6053081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.0000%  | 0.0000% | $4472343.00        | $3955865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1982064.00        | $1910834.00        | Agency Mortgage-Backed Securities |

### Security 297: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101489, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR101489779156BAN
- **C.18 - Value (incl. sponsor support):** $344901330.00
- **C.18.a - Value (excl. sponsor support):** $344901330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.0000%  | 0.0000% | $219156697.00      | $27403943.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $50711596.00       | $11355462.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $103118749.00      | $26571593.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $39773121.00       | $17997188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $54008717.00       | $27833406.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 3.5000%  | 0.0000% | $174738330.00      | $26918884.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $257548608.00      | $27806522.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $227232470.00      | $27109337.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249753048.00      | $27591922.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $275150549.00      | $27201015.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $228506448.00      | $26398691.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249722422.00      | $27590643.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $244853248.00      | $26769909.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.0000%  | 0.0000% | $215865041.00      | $26801485.00       | Agency Mortgage-Backed Securities |

### Security 298: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.560000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10165B, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR10165B7791562BN
- **C.18 - Value (incl. sponsor support):** $839999076.00
- **C.18.a - Value (excl. sponsor support):** $839999076.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $2410.00           | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 5.5000%  | 0.0000% | $5011.00           | $286.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 3.0000%  | 0.0000% | $1065.00           | $113.00            | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2039-07-11      | 2.8000%  | 0.0000% | $80000.00          | $64115.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 6.0000%  | 0.0000% | $1035.00           | $12.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 5.5000%  | 0.0000% | $1910916.00        | $10587.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-01-01      | 6.5000%  | 0.0000% | $3840.00           | $183.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-02-01      | 6.5000%  | 0.0000% | $400000.00         | $7324.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 7.0000%  | 0.0000% | $440989.00         | $38337.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 5.0000%  | 0.0000% | $2611.00           | $26.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 6.0000%  | 0.0000% | $1073.00           | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-06-01      | 5.0000%  | 0.0000% | $11180.00          | $172.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 6.5000%  | 0.0000% | $1015.00           | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.5000%  | 0.0000% | $41421.00          | $375.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.0000%  | 0.0000% | $2569775.00        | $47553.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 6.5000%  | 0.0000% | $2533.00           | $18.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 6.0000%  | 0.0000% | $2383132.00        | $78453.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 5.5000%  | 0.0000% | $4590.00           | $81.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 7.5000%  | 0.0000% | $3748.00           | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-08-01      | 6.5000%  | 0.0000% | $12135.00          | $51.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-01      | 3.0000%  | 0.0000% | $1003.00           | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 2.5000%  | 0.0000% | $2726.00           | $66.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-11-01      | 2.5000%  | 0.0000% | $31949816.00       | $3685982.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 4.0000%  | 0.0000% | $1156263.00        | $101174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $3682.00           | $348.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-09-01      | 4.5000%  | 0.0000% | $3384.00           | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-04-01      | 4.0000%  | 0.0000% | $154137.00         | $18055.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-08-01      | 3.5000%  | 0.0000% | $3178746.00        | $455114.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-11-01      | 4.0000%  | 0.0000% | $213740.00         | $5137.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%  | 0.0000% | $166205.00         | $51403.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 5.0000%  | 0.0000% | $1003.00           | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 3.0000%  | 0.0000% | $1327000.00        | $185525.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-10-01      | 3.0000%  | 0.0000% | $893848.00         | $74977.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 3.5000%  | 0.0000% | $2841.00           | $383.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 5.0000%  | 0.0000% | $461568.00         | $3866.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 6.5000%  | 0.0000% | $1027.00           | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 5.0000%  | 0.0000% | $1477.00           | $95.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 5.5000%  | 0.0000% | $37622.00          | $204.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-03-01      | 5.5000%  | 0.0000% | $2930.00           | $29.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 6.5000%  | 0.0000% | $1046.00           | $57.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 5.5000%  | 0.0000% | $1001.00           | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-05-01      | 3.0000%  | 0.0000% | $1567.00           | $218.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.0000%  | 0.0000% | $1010.00           | $202.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 3.0000%  | 0.0000% | $48000.00          | $7058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-01      | 4.0000%  | 0.0000% | $3651487.00        | $559753.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 3.5000%  | 0.0000% | $38000.00          | $6465.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 3.5000%  | 0.0000% | $1174.00           | $200.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%  | 0.0000% | $396928.00         | $66848.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 2.5000%  | 0.0000% | $20000.00          | $12699.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 5.0000%  | 0.0000% | $15000.00          | $9392.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-04-01      | 2.0000%  | 0.0000% | $1002.00           | $732.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $83999.00          | $41864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $1786550.00        | $1087683.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $1422758.00        | $857539.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $358000.00         | $227988.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%  | 0.0000% | $865000.00         | $556814.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $1866.00           | $1288.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $38091.00          | $23845.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $981360.00         | $782539.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $1106.00           | $823.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.0000%  | 0.0000% | $1076.00           | $903.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%  | 0.0000% | $1026.00           | $934.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $78036547.00       | $66723729.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $5122624.00        | $4380377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $21198098.00       | $17598356.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%  | 0.0000% | $410817.00         | $59147.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 3.0000%  | 0.0000% | $5884490.00        | $1831041.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $1042.00           | $740.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $14329132.00       | $10810240.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $1735613.00        | $916754.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.5000%  | 0.0000% | $6814184.00        | $3820312.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $68985.00          | $46615.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.5000%  | 0.0000% | $34999.00          | $26150.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.5000%  | 0.0000% | $35190.00          | $23414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $134999.00         | $107621.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 3.5000%  | 0.0000% | $34000.00          | $26691.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $1686964.00        | $1328412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 4.5000%  | 0.0000% | $335877.00         | $267741.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $9004.00           | $7423.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $139995.00         | $106828.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $8003.00           | $5306.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $16000.00          | $10169.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $146772.00         | $130268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $234994.00         | $211953.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1820.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $5355600.00        | $3803453.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 3.5000%  | 0.0000% | $604000.00         | $421175.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 3.8300%  | 0.0000% | $25000.00          | $18712.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-08-01      | 4.5000%  | 0.0000% | $308000.00         | $46426.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 4.0000%  | 0.0000% | $1954482.00        | $226304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 5.5000%  | 0.0000% | $1163.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%  | 0.0000% | $54061431.00       | $23212051.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.5000%  | 0.0000% | $54043355.00       | $22707153.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $4259344.00        | $2606251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1380226.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $220149.00         | $151501.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $132397.00         | $86994.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $1311833.00        | $910799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $1690177.00        | $1326851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 6.0000%  | 0.0000% | $598975.00         | $597622.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1588.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $750938.00         | $695387.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $870205.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 4.5000%  | 0.0000% | $210450.00         | $142184.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $501001.00         | $379276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $953419.00         | $965609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-06-04      | 1.8000%  | 0.0000% | $25000.00          | $19730.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-08-01      | 2.5000%  | 0.0000% | $1692847.00        | $289426.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $214.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%  | 0.0000% | $338170.00         | $104814.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%  | 0.0000% | $95006.00          | $49718.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $896000.00         | $508809.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $1326126.00        | $705528.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $734000.00         | $492297.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $3281148.00        | $2504718.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $4455100.00        | $3785293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%  | 0.0000% | $19272432.00       | $14195752.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $1276157.00        | $968401.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 4.5000%  | 0.0000% | $292699.00         | $173760.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $2031368.00        | $2120298.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $153000.00         | $119103.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-11-01      | 5.5000%  | 0.0000% | $1947.00           | $27.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-01      | 6.5000%  | 0.0000% | $34879182.00       | $17332.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-04-01      | 5.0000%  | 0.0000% | $8268.00           | $64.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-03-01      | 6.5000%  | 0.0000% | $4998000.00        | $7919.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 4.0000%  | 0.0000% | $2680689.00        | $326800.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-03-01      | 7.0000%  | 0.0000% | $696984.00         | $36950.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 4.0000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 4.5000%  | 0.0000% | $210331.00         | $34524.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-07-01      | 3.0000%  | 0.0000% | $377874.00         | $33544.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 4.5000%  | 0.0000% | $2000.00           | $365.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.0000%  | 0.0000% | $8293000.00        | $1063816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 4.0000%  | 0.0000% | $1500000.00        | $198594.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-04-01      | 4.5000%  | 0.0000% | $55428981.00       | $5233411.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 2.5000%  | 0.0000% | $9000000.00        | $1205866.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 3.0000%  | 0.0000% | $274000.00         | $72570.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $173998.00         | $39889.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $249671.00         | $37393.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.5000%  | 0.0000% | $170000.00         | $26252.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 3.5000%  | 0.0000% | $3962.00           | $754.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 3.0000%  | 0.0000% | $800000.00         | $104809.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-04-01      | 5.5000%  | 0.0000% | $2144.00           | $12.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-01      | 5.5000%  | 0.0000% | $3791892.00        | $29759.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-01      | 6.5000%  | 0.0000% | $2127097.00        | $16122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-05-01      | 5.5000%  | 0.0000% | $17711372.00       | $155467.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-05-01      | 6.0000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 6.0000%  | 0.0000% | $43893519.00       | $422592.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-10-01      | 4.5000%  | 0.0000% | $8610.00           | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-10-01      | 6.5000%  | 0.0000% | $1001.00           | $5.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%  | 0.0000% | $23838.00          | $24820.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $1131346.00        | $915592.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.0000%  | 0.0000% | $1034866.00        | $620109.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $1152897.00        | $605689.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1294942.00        | $1370245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%  | 0.0000% | $1131.00           | $788.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $48653.00          | $48079.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $2267336.00        | $1597713.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $51420.00          | $48741.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $1129838.00        | $1055982.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1413201.00        | $1164614.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $889.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $967683.00         | $971859.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $2004.00           | $1843.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $6394981.00        | $5601336.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $922530.00         | $876919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $690273.00         | $505574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $1354666.00        | $1414879.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $9091.00           | $9350.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $7486347.00        | $7218973.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1708626.00        | $1794951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1006.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $4273.00           | $4472.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 7.0000%  | 0.0000% | $2000.00           | $2131.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $3001.00           | $3180.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $2484760.00        | $2497625.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 2.5000%  | 0.0000% | $230000.00         | $37539.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $1175520.00        | $330338.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.0000%  | 0.0000% | $908000.00         | $199580.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 3.5000%  | 0.0000% | $255000.00         | $68438.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 5.0000%  | 0.0000% | $1186704.00        | $420165.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.5000%  | 0.0000% | $162000.00         | $29892.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.5000%  | 0.0000% | $3808928.00        | $683000.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-02-01      | 5.5000%  | 0.0000% | $400000.00         | $27622.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $786000.00         | $201261.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.5000%  | 0.0000% | $2187537.00        | $397816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $408.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $584999.00         | $118453.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $327000.00         | $68975.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $535000.00         | $297107.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $13182288.00       | $6577510.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $96000.00          | $51236.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $469240.00         | $257386.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $3618552.00        | $2060369.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $34000.00          | $19222.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $1570076.00        | $1074081.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $2108125.00        | $1765140.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $4484180.00        | $3704861.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $1088845.00        | $768900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $202208.00         | $143756.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $2583370.00        | $1553985.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $317000.00         | $205315.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $207999.00         | $142455.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1777000.00        | $1097966.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $3100000.00        | $2024005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.5000%  | 0.0000% | $5095170.00        | $3306612.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $1230000.00        | $842313.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $24907.00          | $23691.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 4.0000%  | 0.0000% | $1736414.00        | $206476.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $181756.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $282.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 4.0000%  | 0.0000% | $1167.00           | $307.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $805000.00         | $209778.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.0000%  | 0.0000% | $95000.00          | $40228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $285171.00         | $152994.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $12438992.00       | $5901660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $50000.00          | $25199.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $2375000.00        | $1128233.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $17096960.00       | $9042439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $5420.00           | $2359.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $333.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $930000.00         | $474900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $5088735.00        | $2951644.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $3026.00           | $1951.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.0000%  | 0.0000% | $1026.00           | $529.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 1.5000%  | 0.0000% | $1814596.00        | $1030000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 2.0000%  | 0.0000% | $54369281.00       | $26865057.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $532.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $11690912.00       | $6748983.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $2149636.00        | $1324676.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $787900.00         | $535842.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1121.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $47049.00          | $29358.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $190000.00         | $123283.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $1026.00           | $733.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 5.0000%  | 0.0000% | $4895219.00        | $3317599.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $596405.00         | $410453.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $744316.00         | $517972.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $30000.00          | $20988.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $151979.00         | $115898.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.5000%  | 0.0000% | $21566442.00       | $15612566.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.0000%  | 0.0000% | $999000.00         | $757921.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $23065598.00       | $17644624.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $215824.00         | $177474.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $764799.00         | $692704.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 7.0000%  | 0.0000% | $210440.00         | $222614.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $1008.00           | $766.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1079.00           | $1108.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1986.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.5000%  | 0.0000% | $18499861.00       | $18636267.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $38827111.00       | $40277381.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $33491555.00       | $33970428.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $31372211.00       | $32060653.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 5.0000%  | 0.0000% | $575021.00         | $102719.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 3.0000%  | 0.0000% | $1001.00           | $174.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 4.5000%  | 0.0000% | $59992.00          | $15751.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 3.0000%  | 0.0000% | $1063.00           | $169.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $35000.00          | $10595.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 4.0000%  | 0.0000% | $21000.00          | $6138.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $61000.00          | $33309.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $454277.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $2017000.00        | $1097506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.0000%  | 0.0000% | $42000.00          | $19042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $52239.00          | $28842.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.0000%  | 0.0000% | $35000.00          | $17079.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $1412500.00        | $873767.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $314835.00         | $200326.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $275000.00         | $174365.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $436000.00         | $252723.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $17039708.00       | $10300882.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $278000.00         | $185373.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $116000.00         | $78837.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1196.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $1001.00           | $636.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $98000.00          | $61643.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $1489670.00        | $945935.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $11797.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 2.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $300000.00         | $209834.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $1455915.00        | $955162.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $515575.00         | $367399.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $772162.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $79941735.00       | $61152624.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $307000.00         | $215894.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $2688976.00        | $1955444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%  | 0.0000% | $8059.00           | $6213.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $150000.00         | $119180.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 2.0000%  | 0.0000% | $812141.00         | $591441.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $1072.00           | $757.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $351236.00         | $263029.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $1875404.00        | $1613071.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $159364.00         | $144429.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $2490240.00        | $2453950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $20595.00          | $19731.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $634634.00         | $636946.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 6.0000%  | 0.0000% | $100000000.00      | $941473.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 7.0000%  | 0.0000% | $3000.00           | $26.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 4.5000%  | 0.0000% | $416998.00         | $17556.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 5.5000%  | 0.0000% | $4912909.00        | $79224.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 6.0000%  | 0.0000% | $3807758.00        | $249551.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 4.5000%  | 0.0000% | $123945.00         | $6785.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-01      | 3.0000%  | 0.0000% | $1634000.00        | $22437.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 5.0000%  | 0.0000% | $4135000.00        | $98179.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $89587.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 3.0000%  | 0.0000% | $245715.00         | $31700.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.0000%  | 0.0000% | $3005017.00        | $662820.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $2486.00           | $185.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $1657898.00        | $969680.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $55940.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $3299767.00        | $272426.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.0000%  | 0.0000% | $1327000.00        | $139856.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.5000%  | 0.0000% | $276000.00         | $31941.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $890167.00         | $453098.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $3328961.00        | $1776739.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $2249495.00        | $1209127.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1523000.00        | $970676.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 2.0000%  | 0.0000% | $900000.00         | $584262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 3.5000%  | 0.0000% | $60000.00          | $45816.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-02-01      | 4.5000%  | 0.0000% | $126332.00         | $60789.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.5000%  | 0.0000% | $187000.00         | $141847.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%  | 0.0000% | $9000.00           | $7650.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $975.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $131000.00         | $116971.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $966246.00         | $630732.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $791.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%  | 0.0000% | $104000.00         | $92620.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 3.5000%  | 0.0000% | $12000.00          | $10513.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $168390.00         | $118145.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 4.5000%  | 0.0000% | $1024.00           | $930.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $49162792.00       | $45049844.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 6.5000%  | 0.0000% | $391453.00         | $9679.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $40498.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $1008.00           | $44.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.5000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1101267.00        | $1131208.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1970.00           | $1719.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $401992.00         | $413440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $3614344.00        | $3594400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $43040.00          | $43967.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $3204260.00        | $3261312.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $7190416.00        | $7108762.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $2346150.00        | $2420113.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.0000%  | 0.0000% | $1033.00           | $955.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $990.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $6696608.00        | $6001618.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $29311777.00       | $24723694.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $21473079.00       | $21775414.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $52032683.00       | $53322157.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $1502128.00        | $1185196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $6161.00           | $5752.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $924.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $1040.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $28133.00          | $28575.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.5000%  | 0.0000% | $3968.00           | $4034.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $168110.00         | $137205.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $3868.00           | $3883.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $44328.00          | $45034.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1925.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $1773185.00        | $1811795.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $4312.00           | $4279.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $26177.00          | $25861.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 5.0000%  | 0.0000% | $11942339.00       | $11837601.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 4.0000%  | 0.0000% | $12088.00          | $1284.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-20      | 5.5000%  | 0.0000% | $583654.00         | $41179.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-06-15      | 4.7500%  | 0.0000% | $1008.00           | $32.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-02-15      | 3.5000%  | 0.0000% | $226000.00         | $31581.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-07-15      | 3.5000%  | 0.0000% | $2392756.00        | $314999.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-10-20      | 5.5000%  | 0.0000% | $8202.00           | $661.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 3.5000%  | 0.0000% | $11229.00          | $997.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-07-15      | 3.5000%  | 0.0000% | $11153.00          | $1098.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-05-15      | 3.0000%  | 0.0000% | $6393190.00        | $781111.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-15      | 4.5000%  | 0.0000% | $529615.00         | $20355.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 4.0000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 5.0000%  | 0.0000% | $1000.00           | $41.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-07-20      | 5.0000%  | 0.0000% | $12558456.00       | $690794.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-04-20      | 6.0000%  | 0.0000% | $76000.00          | $5606.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-10-20      | 4.5000%  | 0.0000% | $1030460.00        | $64151.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-20      | 3.0000%  | 0.0000% | $1584000.00        | $134303.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-20      | 6.0000%  | 0.0000% | $8339.00           | $707.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-06-20      | 3.0000%  | 0.0000% | $1104970.00        | $103343.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 6.5000%  | 0.0000% | $50185.00          | $4736.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-20      | 3.0000%  | 0.0000% | $11925.00          | $1449.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-10-20      | 4.0000%  | 0.0000% | $2000.00           | $145.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-20      | 4.0000%  | 0.0000% | $18258.00          | $1382.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-01-20      | 6.0000%  | 0.0000% | $72000.00          | $6300.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 4.0000%  | 0.0000% | $9002.00           | $768.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 6.0000%  | 0.0000% | $5227.00           | $641.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 5.5000%  | 0.0000% | $164000.00         | $13000.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-11-20      | 3.0000%  | 0.0000% | $783949.00         | $100178.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-20      | 6.5000%  | 0.0000% | $1002.00           | $111.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-01-20      | 3.0000%  | 0.0000% | $3000.00           | $265.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-07-20      | 4.0000%  | 0.0000% | $2498000.00        | $215277.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 3.0000%  | 0.0000% | $1001.00           | $132.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 4.0000%  | 0.0000% | $17272.00          | $1608.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 4.5000%  | 0.0000% | $8000.00           | $673.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 4.0000%  | 0.0000% | $201000.00         | $18617.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-20      | 3.5000%  | 0.0000% | $2002.00           | $232.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 6.5000%  | 0.0000% | $7447.00           | $1164.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 3.5000%  | 0.0000% | $2048.00           | $245.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 5.0000%  | 0.0000% | $1001.00           | $108.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-20      | 6.5000%  | 0.0000% | $2270.00           | $284.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-20      | 3.0000%  | 0.0000% | $6000.00           | $818.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-02-20      | 6.5000%  | 0.0000% | $4000.00           | $440.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.5000%  | 0.0000% | $10184.00          | $1222.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 4.0000%  | 0.0000% | $22186.00          | $2105.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 5.5000%  | 0.0000% | $1320.00           | $161.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-05-20      | 6.5000%  | 0.0000% | $17412.00          | $1778.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 3.5000%  | 0.0000% | $5474.00           | $628.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 5.5000%  | 0.0000% | $10086.00          | $1020.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 6.5000%  | 0.0000% | $48000.00          | $6773.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 5.0000%  | 0.0000% | $496942.00         | $35656.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 5.5000%  | 0.0000% | $3326.00           | $242.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 6.0000%  | 0.0000% | $14002.00          | $1785.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-20      | 5.0000%  | 0.0000% | $99000.00          | $12666.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-20      | 6.0000%  | 0.0000% | $1000.00           | $195.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-08-20      | 6.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 5.5000%  | 0.0000% | $7087.00           | $536.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 6.5000%  | 0.0000% | $321000.00         | $34492.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 5.0000%  | 0.0000% | $13064.00          | $755.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 6.5000%  | 0.0000% | $125000.00         | $19473.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 4.0000%  | 0.0000% | $1010.00           | $89.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 6.5000%  | 0.0000% | $6051.00           | $775.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 5.5000%  | 0.0000% | $9024.00           | $669.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-03-20      | 4.5000%  | 0.0000% | $788056.00         | $56316.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-04-20      | 6.5000%  | 0.0000% | $12025.00          | $1535.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 3.5000%  | 0.0000% | $1020.00           | $100.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 5.5000%  | 0.0000% | $10170.00          | $874.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-09-20      | 6.0000%  | 0.0000% | $10013.00          | $1194.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-01-20      | 6.5000%  | 0.0000% | $2004.00           | $373.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 3.0000%  | 0.0000% | $1001.00           | $354.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 5.0000%  | 0.0000% | $218000.00         | $66200.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-10-20      | 6.5000%  | 0.0000% | $493645.00         | $213890.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 2.0000%  | 0.0000% | $2162000.00        | $1046894.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-12-20      | 3.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-12-20      | 6.0000%  | 0.0000% | $11379.00          | $2002.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 5.5000%  | 0.0000% | $1004.00           | $106.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 6.0000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-20      | 6.5000%  | 0.0000% | $165000.00         | $28018.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 3.5000%  | 0.0000% | $49988736.00       | $9664103.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 5.0000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 2.0000%  | 0.0000% | $34000.00          | $15236.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $80142.00          | $51426.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 3.5000%  | 0.0000% | $1043.00           | $703.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.0000%  | 0.0000% | $2048.00           | $1414.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 2.0000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.0000%  | 0.0000% | $21653905.00       | $10941070.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 6.0000%  | 0.0000% | $50000.00          | $15840.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.0000%  | 0.0000% | $11001.00          | $5939.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $8439.00           | $4620.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 5.0000%  | 0.0000% | $83000.00          | $27958.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 6.0000%  | 0.0000% | $22354.00          | $5461.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 2.0000%  | 0.0000% | $10000.00          | $5450.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 2.5000%  | 0.0000% | $570036.00         | $318347.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.0000%  | 0.0000% | $1107.00           | $632.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 3.0000%  | 0.0000% | $1228.00           | $691.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $3000.00           | $1819.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.0000%  | 0.0000% | $641718.00         | $387624.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.0000%  | 0.0000% | $1387.00           | $849.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.5000%  | 0.0000% | $4150.00           | $2767.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $1008.00           | $709.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $6702893.00        | $4715448.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $727.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 5.5000%  | 0.0000% | $2327368.00        | $1652352.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.5000%  | 0.0000% | $4106.00           | $2907.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $730.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 2.5000%  | 0.0000% | $3428.00           | $2068.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.0000%  | 0.0000% | $1024.00           | $739.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 6.0000%  | 0.0000% | $432281.00         | $211540.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.5000%  | 0.0000% | $2390360.00        | $1516354.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.5000%  | 0.0000% | $2024.00           | $1284.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 5.5000%  | 0.0000% | $12518.00          | $7825.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 5.0000%  | 0.0000% | $2000.00           | $1456.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 5.5000%  | 0.0000% | $4779592.00        | $3061226.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-20      | 5.5000%  | 0.0000% | $4000.00           | $2212.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.0000%  | 0.0000% | $21755769.00       | $10328563.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1514.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $686.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 5.5000%  | 0.0000% | $13012.00          | $9822.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.5000%  | 0.0000% | $957400.00         | $436914.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 5.5000%  | 0.0000% | $356000.00         | $269545.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 3.0000%  | 0.0000% | $50000.00          | $33335.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.5000%  | 0.0000% | $8324.00           | $5933.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.0000%  | 0.0000% | $8024.00           | $4370.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 5.5000%  | 0.0000% | $103856.00         | $79851.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 5.5000%  | 0.0000% | $3085.00           | $2298.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 6.5000%  | 0.0000% | $7472.00           | $3053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 4.5000%  | 0.0000% | $1024.00           | $928.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $452.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 6.0000%  | 0.0000% | $5000.00           | $4160.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 4.5000%  | 0.0000% | $2026.00           | $70.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $302.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 4.0000%  | 0.0000% | $1496.00           | $712.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 4.5000%  | 0.0000% | $4000.00           | $1445.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 4.0000%  | 0.0000% | $4011.00           | $2096.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 5.5000%  | 0.0000% | $5466258.00        | $4296416.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 7.5000%  | 0.0000% | $4000.00           | $4266.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-15      | 7.0000%  | 0.0000% | $4000.00           | $3699.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 8.0000%  | 0.0000% | $4032.00           | $3561.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 7.5000%  | 0.0000% | $4000.00           | $2291.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $845152.00         | $796212.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 7.5000%  | 0.0000% | $5000.00           | $1463.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 7.5000%  | 0.0000% | $147613.00         | $159237.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 7.0000%  | 0.0000% | $4000.00           | $4178.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $1056.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $5248280.00        | $5082142.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 7.5000%  | 0.0000% | $7019.00           | $5478.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 6.5000%  | 0.0000% | $3000.00           | $3157.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $5000.00           | $4892.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $4476.00           | $4659.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.5000%  | 0.0000% | $3000.00           | $3214.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $864820.00         | $926840.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $2907388.00        | $2999942.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $3000.00           | $3119.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $13335.00          | $14083.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.0000%  | 0.0000% | $9700.00           | $8801.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $7104.00           | $5918.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 3.5000%  | 0.0000% | $7424.00           | $6605.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $2605.00           | $2034.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $31053.00          | $24333.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $27339.00          | $25476.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $499072.00         | $431785.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $2029.00           | $1841.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $3209256.00        | $3109249.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.0000%  | 0.0000% | $18161024.00       | $17858263.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $7012.00           | $6984.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1745432.00        | $1802096.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $746893.00         | $625629.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-20      | 3.5000%  | 0.0000% | $1008.00           | $69.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-03-15      | 6.5000%  | 0.0000% | $29435.00          | $165.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-08-15      | 7.0000%  | 0.0000% | $5894448.00        | $302866.00         | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 4.5000%  | 0.0000% | $6724000.00        | $6965096.00        | U.S. Treasuries (including strips)  |

### Security 299: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101669, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR101669779156HCG
- **C.18 - Value (incl. sponsor support):** $344872419.00
- **C.18.a - Value (excl. sponsor support):** $344872419.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.0000%  | 0.0000% | $1500000.00        | $1148951.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $39193552.00       | $31355672.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $6919650.00        | $5421441.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $39646206.00       | $27890884.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $175050000.00      | $92151945.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $250896.00         | $201779.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $7394509.00        | $5890233.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $5199986.00        | $2795829.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $197563953.00      | $132315032.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.0000%  | 0.0000% | $22650599.00       | $15101370.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.5000%  | 0.0000% | $75020.00          | $50871.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $1749461.00        | $1580520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $5072380.00        | $3899721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $1142.00           | $997.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $6183156.00        | $4750835.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $5412232.00        | $4443978.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $2747912.00        | $871089.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $3293039.00        | $469697.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $500000.00         | $499068.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $406165.00         | $295155.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $137723.00         | $94481.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $3340850.00        | $2594413.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $148765.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $200000.00         | $150339.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $332000.00         | $236995.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $21822380.00       | $17539211.00       | Agency Mortgage-Backed Securities |

### Security 300: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101891, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR1018917791562RB
- **C.18 - Value (incl. sponsor support):** $987998913.20
- **C.18.a - Value (excl. sponsor support):** $987998913.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 2.5000%  | 0.0000% | $61430.00          | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $3344.00           | $469.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1008.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1400.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1233.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $653895.00         | $549121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $34358.00          | $27722.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $16482290.00       | $14805297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $4552093.00        | $3533486.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $57776734.00       | $35849664.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1902689.00        | $391895.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $7309560.00        | $5380226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $4937272.00        | $3392420.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $2903688.00        | $2001875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $7421920.00        | $5221962.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $13169.00          | $11119.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $144354.00         | $84013.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $99257693.00       | $53356234.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $3250.00           | $2000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $64850304.00       | $8743955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $1003.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $94232832.00       | $10446542.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1354750.00        | $1372951.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $164569.00         | $164862.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1200050.00        | $1242156.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $3620328.00        | $3490904.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1158780.00        | $232891.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $8044456.00        | $4338643.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $127975.00         | $78976.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1038272.00        | $973756.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $23098942.00       | $10565413.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $36951057.00       | $18865824.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $16279600.00       | $7882187.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $209159.00         | $108726.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $1649662.00        | $1175582.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $121742592.00      | $102626986.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1026790.00        | $722688.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $7910.00           | $7292.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $2338560.00        | $2212346.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1643948.00        | $1463942.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $637297.00         | $576888.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $6578206.00        | $6492427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $225235.00         | $227375.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $21000.00          | $20725.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $22000.00          | $22794.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1824240.00        | $1886024.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $14000.00          | $13927.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $22000.00          | $22439.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3149384.00        | $3116711.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $22000.00          | $21711.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $12000.00          | $11613.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $15000.00          | $15327.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $22000.00          | $21765.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $21000.00          | $20839.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $23000.00          | $17404.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $159249433.00      | $128356012.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $882037.00         | $808152.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3307101.00        | $3296762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $8504519.00        | $7356681.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $16183000.00       | $7621280.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $3297970.00        | $1808934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $2379.00           | $1749.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1002.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $3760128.00        | $3265720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1721234.00        | $1698351.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.0000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 5.6000%  | 0.0000% | $1006.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.5000%  | 0.0000% | $1265.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $58.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1011.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 5.0000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $189202762.00      | $34128370.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 2.5000%  | 0.0000% | $1002.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 3.0000%  | 0.0000% | $1003.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $67.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $12000.00          | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 3.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1001.00           | $362.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $544.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $422.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $476.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1030.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $14000.00          | $7947.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $12000.00          | $6740.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $13373907.00       | $9641323.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 4.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.0000%  | 0.0000% | $70499.00          | $30248.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $850000.00         | $767315.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $5517000.00        | $5038276.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $5879641.00        | $3824362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $3189264.00        | $2425233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1978792.00        | $1902103.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $9953721.00        | $9753697.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $84306.00          | $86120.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $3054092.00        | $3305962.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1280038.00        | $1055740.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $1870033.00        | $1778527.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2006000.00        | $1378063.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1720720.00        | $1732869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $1100700.00        | $1056410.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1562917.00        | $1463921.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $5045720.00        | $4425463.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1132245.00        | $1182125.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $5980560.00        | $5293329.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1128033.00        | $1192931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $29000.00          | $27018.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $986700.00         | $1029455.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $1097386.00        | $1052999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $5040.00           | $5199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $2499376.00        | $2400113.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $3961.00           | $3835.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $2743228.00        | $2724994.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $92572.00          | $91675.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $5120.00           | $3653.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $110449.00         | $99538.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2301280.00        | $2289017.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2022261.00        | $1737366.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $12000.00          | $11612.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $14000.00          | $14603.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $13440.00          | $13623.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.0000%  | 0.0000% | $2677.00           | $100.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $32892.00          | $1861.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.0000%  | 0.0000% | $1001.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $316199.00         | $25091.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 4.0000%  | 0.0000% | $1003.00           | $155.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 3.0000%  | 0.0000% | $3100.00           | $15.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 2.5000%  | 0.0000% | $9016.00           | $957.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.0000%  | 0.0000% | $1001.00           | $276.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $1000.00           | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.0000%  | 0.0000% | $10516.00          | $1290.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 3.5000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 2.5000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 4.0000%  | 0.0000% | $1004.00           | $85.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.5000%  | 0.0000% | $1002.00           | $70.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $1857.00           | $173.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.0000%  | 0.0000% | $1291990.00        | $131468.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $4998.00           | $426.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.5000%  | 0.0000% | $5001.00           | $371.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 5.0000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-20      | 2.5000%  | 0.0000% | $5000.00           | $1176.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $55310.00          | $22069.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $83002888.00       | $57324004.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1943.00           | $1348.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $19717399.00       | $9712738.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $1000.00           | $402.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $52332152.00       | $31723173.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $2024.00           | $1349.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.5000%  | 0.0000% | $5000.00           | $2999.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $50000.00          | $39174.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $5000.00           | $3517.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $7031566.00        | $4982310.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $90842560.00       | $65666290.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $4273304.00        | $3041701.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $2031.00           | $1318.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.5000%  | 0.0000% | $23609.00          | $17421.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $5120.00           | $3399.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $20763937.00       | $15439846.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $129477113.00      | $63028846.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $456.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $24579.00          | $20149.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $13500.00          | $9622.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $229000.00         | $163066.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $15773000.00       | $13394234.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $9129320.00        | $3768023.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $22848.00          | $17035.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1008.00           | $717.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $5000.00           | $4363.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.5000%  | 0.0000% | $60180000.00       | $46322696.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $2000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $5000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $5000.00           | $2728.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $5000.00           | $1755.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $2617720.00        | $2073922.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $5000.00           | $2682.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $1006.00           | $741.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $5000.00           | $3102.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1156.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $5000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 4.0000%  | 0.0000% | $5000.00           | $445.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 4.0000%  | 0.0000% | $1001.00           | $53.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 4.0000%  | 0.0000% | $5000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $5000.00           | $3136.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $2000.00           | $1260.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $4993.00           | $2971.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1010.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $59267.00          | $62482.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $11002.00          | $11590.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $5000.00           | $4873.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $7297484.00        | $7546995.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $14000.00          | $14090.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 4.5000%  | 0.0000% | $5000.00           | $4550.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $2366225.00        | $1847827.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $454.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $27694047.00       | $22714739.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $5000.00           | $2444.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $5012.00           | $4789.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $5000.00           | $4536.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-20      | 3.0000%  | 0.0000% | $5000.00           | $4461.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $11872100.00       | $11843847.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2081256.00        | $2135406.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $3000.00           | $2440.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $4118.00           | $3314.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $5993.00           | $6489.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-20      | 5.5000%  | 0.0000% | $6003.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.2500%  | 0.0000% | $5000.00           | $2663.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 4.2500%  | 0.0000% | $5000.00           | $2579.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $5000.00           | $2638.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.0000%  | 0.0000% | $5000.00           | $333.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 6.0000%  | 0.0000% | $125000.00         | $1112.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 4.5000%  | 0.0000% | $5062.00           | $133.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.5000%  | 0.0000% | $5005.00           | $157.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-20      | 5.5000%  | 0.0000% | $125000.00         | $1355.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 5.5000%  | 0.0000% | $125000.00         | $2044.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 6.0000%  | 0.0000% | $5652.00           | $55.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 4.0000%  | 0.0000% | $1001.00           | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 4.0000%  | 0.0000% | $5000.00           | $211.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 4.5000%  | 0.0000% | $5000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 6.0000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 6.0000%  | 0.0000% | $1005.00           | $31.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-15      | 4.0000%  | 0.0000% | $4000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $5001.00           | $306.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $5005.00           | $155.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $5000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $5000.00           | $1091.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-20      | 6.0000%  | 0.0000% | $851021.00         | $26065.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 6.0000%  | 0.0000% | $5000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $4999.00           | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $5010.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $5000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $5003.00           | $110.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.5000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $5000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 4.0000%  | 0.0000% | $5002.00           | $129.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 8.0000%  | 0.0000% | $125002.00         | $1962.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 7.5000%  | 0.0000% | $125000.00         | $360.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 4.5000%  | 0.0000% | $5000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 2.0000%  | 0.0000% | $5000.00           | $346.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $43619856.00       | $4161179.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 4.5000%  | 0.0000% | $1001.00           | $198.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.0000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $1000.00           | $466.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $5000.00           | $1372.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $5000.00           | $2279.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-20      | 3.5000%  | 0.0000% | $5000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $6167.00           | $1516.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.5000%  | 0.0000% | $5200.00           | $1157.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $1703.00           | $814.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $1059.00           | $425.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $1024.00           | $417.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $5053.00           | $2257.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $7956747.00        | $3149022.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.0000%  | 0.0000% | $1043.00           | $385.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $34643800.00       | $26821510.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $7847665.00        | $4312768.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $12502079.00       | $5955575.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $5001.00           | $3356.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $5000.00           | $3422.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $5000.00           | $3385.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $5000.00           | $2677.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $5000.00           | $3422.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-20      | 2.5000%  | 0.0000% | $5000.00           | $3027.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $5000.00           | $4499.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $5000.00           | $3607.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $5000.00           | $3938.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $5000.00           | $4748.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $5000.00           | $2121.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $37.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $100.00            | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $2800.00           | $948.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $1300.00           | $419.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $798200.00         | $609266.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $5568600.00        | $5403200.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $395600.00         | $387262.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $15638700.00       | $15106721.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $1900.00           | $1899.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $7454900.00        | $7478084.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $800.00            | $804.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $48412.00          | $33769.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $7.00              | $4.00              | U.S. Treasuries (including strips) |

### Security 301: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.489998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101BD4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR101BD47791561RB
- **C.18 - Value (incl. sponsor support):** $1974998025.00
- **C.18.a - Value (excl. sponsor support):** $1974998025.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $3135.00           | $32.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-09-01      | 3.0000%  | 0.0000% | $2000.00           | $37.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 4.0000%  | 0.0000% | $129670723.00      | $15252194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $49999000.00       | $13196629.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $11642.00          | $2385.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $4522.00           | $1170.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $7000.00           | $4932.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $19000.00          | $15631.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2274424.00        | $2043012.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $4532.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2023.00           | $1663.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1731399.00        | $1300532.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $618500.00         | $493185.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $4099032.00        | $2790858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $2126001.00        | $1358063.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1397113.00        | $1006073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $3151522.00        | $1955476.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $2102000.00        | $1954932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1802820.00        | $371325.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $54067000.00       | $14002625.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $40390607.00       | $20091899.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $33158486.00       | $19306446.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1046118.00        | $608834.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 7.0000%  | 0.0000% | $1269350.00        | $887620.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $409575.00         | $334035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $10858127.00       | $3649893.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $1128000.00        | $155283.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $7479433.00        | $4020589.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 8.0000%  | 0.0000% | $1597.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 7.5000%  | 0.0000% | $2272.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $35366000.00       | $6600265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $63729400.00       | $7741192.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $12000.00          | $1845.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.5000%  | 0.0000% | $488991.00         | $43324.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $11000.00          | $3831.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $10000.00          | $9071.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3177096.00        | $3207274.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 3.5000%  | 0.0000% | $66005760.00       | $21763130.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $22206221.00       | $5565580.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $72810.00          | $6099.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $11437300.00       | $2574723.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $123999000.00      | $17104569.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $53617238.00       | $17175044.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $6251009.00        | $2859200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $130668400.00      | $64118254.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $4720256.00        | $2459898.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $3120.00           | $2517.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $24132000.00       | $19649928.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $5557435.00        | $5148766.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $7000.00           | $4927.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $12406.00          | $11382.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $8000.00           | $7098.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $9072.00           | $8627.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $83748324.00       | $79228347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $133515.00         | $118896.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $5548588.00        | $5022641.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2963.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $4161696.00        | $4334077.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $4662552.00        | $4502321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $21328.00          | $21531.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $28000.00          | $27633.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $31000.00          | $32119.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $31000.00          | $32050.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $29000.00          | $29578.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $8514732.00        | $8426396.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $31000.00          | $30593.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $29000.00          | $28690.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $27000.00          | $26793.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $30000.00          | $22701.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $7096.00           | $6181.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $91889165.00       | $74063226.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $30000.00          | $27487.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $2016.00           | $1923.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $7155404.00        | $7133033.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1005.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $18106482.00       | $18305827.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.5000%  | 0.0000% | $1001.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $447055.00         | $95619.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $204457.00         | $35310.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 4.0000%  | 0.0000% | $4231135.00        | $1049009.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $2567507.00        | $372291.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $50839810.00       | $22737666.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $98431.00          | $45980.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1022310.00        | $531251.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $1032458.00        | $399865.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1796000.00        | $953755.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $13087223.00       | $7720367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $133995.00         | $88650.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $25655520.00       | $14484036.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $91559.00          | $57474.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 4.0000%  | 0.0000% | $47000.00          | $27211.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 7.0000%  | 0.0000% | $15508000.00       | $11405415.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $98000.00          | $76495.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.5000%  | 0.0000% | $2556000.00        | $1981304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 7.0000%  | 0.0000% | $6272771.00        | $3921777.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.5000%  | 0.0000% | $502000.00         | $437808.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $39623808.00       | $39071380.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $17920000.00       | $16756303.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $7169.00           | $7199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $6374960.00        | $6334772.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $19589168.00       | $19326681.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $107877.00         | $106443.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 3.0000%  | 0.0000% | $1003.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.5000%  | 0.0000% | $16195640.00       | $2573601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 4.5000%  | 0.0000% | $1474975.00        | $25706.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $61228795.00       | $11044442.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 2.5000%  | 0.0000% | $1020455.00        | $16755.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.0000%  | 0.0000% | $357971.00         | $34260.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $3656260.00        | $288333.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $527097.00         | $313862.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $5110995.00        | $407279.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $315977.00         | $33302.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.0000%  | 0.0000% | $1384204.00        | $140936.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.0000%  | 0.0000% | $1220000.00        | $376995.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $41896000.00       | $19745203.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 2.0000%  | 0.0000% | $1001.00           | $437.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1427992.00        | $940055.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $907061.00         | $650212.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1025.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $96000.00          | $76348.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $2410488.00        | $1795992.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1611000.00        | $1199263.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $605000.00         | $378865.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 4.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $529256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $30000.00          | $27082.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $9044946.00        | $5883207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 3.5000%  | 0.0000% | $25704.00          | $22299.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $29000.00          | $22053.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $27000.00          | $25954.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 6.0000%  | 0.0000% | $1001.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $12432082.00       | $619195.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $46665.00          | $47669.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $27000.00          | $29227.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $28000.00          | $23094.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $28000.00          | $26630.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $27000.00          | $18548.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1018.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $28000.00          | $28198.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $30000.00          | $28793.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $6105.00           | $5716.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $30000.00          | $28100.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $27000.00          | $23681.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $27000.00          | $28189.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $31000.00          | $27438.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $27000.00          | $28553.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1840126.00        | $1714339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $29000.00          | $30257.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $30000.00          | $28787.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $27000.00          | $25928.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $62401.00          | $56608.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $14888064.00       | $13467746.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $1008.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $9072.00           | $8142.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $5133.00           | $5158.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $257979.00         | $255096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $3842508.00        | $2568916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $49999000.00       | $36358091.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $8064.00           | $7109.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $164700000.00      | $120737156.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $5000.00           | $3690.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3696.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5869.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2419255.00        | $2452264.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $753166.00         | $59765.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $1014.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $3665253.00        | $341171.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $483570.00         | $41245.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1365.00           | $100.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 3.0000%  | 0.0000% | $2000.00           | $348.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 4.5000%  | 0.0000% | $1024.00           | $66.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 4.5000%  | 0.0000% | $4001.00           | $327.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $17905.00          | $1760.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $1272.00           | $132.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.0000%  | 0.0000% | $88003184.00       | $27872093.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-20      | 2.5000%  | 0.0000% | $2000.00           | $323.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $2238.00           | $436.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $2000.00           | $372.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 5.5000%  | 0.0000% | $6035.00           | $1519.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $203000691.00      | $48897560.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 6.0000%  | 0.0000% | $41289.00          | $9818.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $63920000.00       | $19486381.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $1025.00           | $340.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $7175115.00        | $4842442.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $707.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $271345728.00      | $188194709.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $181206302.00      | $89261738.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $2360007.00        | $1201481.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 5.5000%  | 0.0000% | $1000.00           | $438.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.0000%  | 0.0000% | $127336000.00      | $76916171.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $1002.00           | $595.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $10406055.00       | $7373349.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $161800703.00      | $116958967.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $169655003.00      | $126153684.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $3072.00           | $2216.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $1320.00           | $643.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $3000.00           | $1369.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $5667505.00        | $5223615.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $44000.00          | $17397.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $19996000.00       | $10934767.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $19820.00          | $8180.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $5614730.00        | $3166717.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $50000000.00       | $38443264.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $11000.00          | $8592.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $23098496.00       | $19843706.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.0000%  | 0.0000% | $217286.00         | $65058.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.5000%  | 0.0000% | $3000.00           | $520.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $488.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $7674136.00        | $5654341.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $1024.00           | $774.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $909.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1302.00           | $1089.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $893510.00         | $922682.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $5109.00           | $5297.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $10629296.00       | $10812313.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1289119.00        | $1283639.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $1639680.00        | $1280455.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $2000.00           | $1567.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $6460709.00        | $4962870.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $245501761.00      | $201361269.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $726590.00         | $724861.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $4150168.00        | $4258147.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $38783200.00       | $38206072.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $1548.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1924085.00        | $2013799.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-15      | 4.5000%  | 0.0000% | $2001.00           | $575.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 5.5000%  | 0.0000% | $3903000.00        | $91493.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 4.0000%  | 0.0000% | $7000.00           | $353.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.0000%  | 0.0000% | $1006148.00        | $41530.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 6.0000%  | 0.0000% | $3999.00           | $103.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.5000%  | 0.0000% | $4001.00           | $188.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 6.0000%  | 0.0000% | $1433931.00        | $31592.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 4.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $2000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-20      | 6.0000%  | 0.0000% | $789400.00         | $24178.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $2000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $27330.00          | $1779.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $30201632.00       | $2881128.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.0000%  | 0.0000% | $1024.00           | $314.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $2048.00           | $395.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $2000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $2001.00           | $792.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $2080.00           | $784.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $517.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $1024.00           | $541.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $1928283.00        | $1059709.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $70047.00          | $33368.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $1024.00           | $601.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $1023.00           | $616.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $3000.00           | $2328.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 2.5000%  | 0.0000% | $2004.00           | $1182.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $306839.00         | $212496.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $17000000.00       | $5801037.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $750500.00         | $768217.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $49605900.00       | $27631131.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $40561100.00       | $39356342.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $994700.00         | $1015188.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $16456500.00       | $15896702.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $7260400.00        | $7194371.00        | U.S. Treasuries (including strips) |

### Security 302: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.610001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR101EA9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR101EA97791563BN
- **C.18 - Value (incl. sponsor support):** $844999408.50
- **C.18.a - Value (excl. sponsor support):** $844999408.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $21900.00          | $10429.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $5031300.00        | $4948135.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $160124800.00      | $220386588.00      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                          | 2028-01-31      | 0.7500%  | 0.0000% | $146823400.00      | $138973983.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $188.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $112280000.00      | $112616617.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $153981900.00      | $156354029.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $71578300.00       | $71198219.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $147116000.00      | $148413482.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $666000.00         | $662380.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $9719145.00        | $8335703.00        | U.S. Treasuries (including strips) |

### Security 303: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.610001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101EAB, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR101EAB7791563RB
- **C.18 - Value (incl. sponsor support):** $844696307.00
- **C.18.a - Value (excl. sponsor support):** $844696307.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 2.5000%  | 0.0000% | $21124.00          | $340.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $3527.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 6.0000%  | 0.0000% | $1001.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $1596.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1029.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $1022.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $3008.00           | $1873.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $522601.00         | $392549.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $2024.00           | $1378.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $50000.00          | $38426.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $567762.00         | $76727.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $43725510.00       | $9006093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $27231000.00       | $7052462.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $88627.00          | $46683.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $5995.00           | $2015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1018.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $3358040.00        | $2286650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 5.0000%  | 0.0000% | $1639.00           | $1591.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $17010.00          | $13305.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $10064032.00       | $1342242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $11626544.00       | $1214691.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $1001.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $29138688.00       | $5641586.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 3.0000%  | 0.0000% | $2497000.00        | $522163.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $98811.00          | $80641.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5734.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $4458824.00        | $3756805.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $4688979.00        | $4843258.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $525927.00         | $103639.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $6832421.00        | $1712421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.5000%  | 0.0000% | $172987.00         | $31040.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $359874.00         | $170566.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1200.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $595634.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1142034.00        | $710573.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3143448.00        | $2029309.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1125542.00        | $1059217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $4833544.00        | $3805099.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1039812.00        | $776513.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $3366000.00        | $2117928.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1311760.00        | $778563.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1461738.00        | $1308934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $2453525.00        | $1761327.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $42873896.00       | $19610440.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 4.0000%  | 0.0000% | $1161936.00        | $407493.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $14708282.00       | $10582208.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $18475160.00       | $14059857.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $58673231.00       | $54715676.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $4713091.00        | $4458721.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $770953.00         | $697875.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $6468.00           | $5213.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2902797.00        | $2893722.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $5794700.00        | $5012601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $42071281.00       | $41446997.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $1008.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $2223.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $57422.00          | $36046.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $72316800.00       | $50125049.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $942600.00         | $661991.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 7.0000%  | 0.0000% | $42011313.00       | $26265745.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $16556038.00       | $14530407.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $27380096.00       | $24580132.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $17702573.00       | $17570025.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 3.0000%  | 0.0000% | $1836.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 2.0000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 2.0000%  | 0.0000% | $1220.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1472.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $1023.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $2159820.00        | $2228073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $29963880.00       | $26332467.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1008.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $6413775.00        | $6342093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $2795240.00        | $1868763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $4639544.00        | $4016028.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $21590398.00       | $19457537.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1023.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $3000.00           | $238.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $1207.00           | $99.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $2043.00           | $213.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $4274375.00        | $325461.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $2000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $132629213.00      | $9756177.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $1026.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $165772428.00      | $17240130.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.0000%  | 0.0000% | $13514108.00       | $4280146.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $279.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $707.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $52653094.00       | $36518112.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $504.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $2048.00           | $1365.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $2046.00           | $1303.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $725.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $155757557.00      | $112590629.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $39598592.00       | $28284820.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $2555970.00        | $1889219.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $739.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $2128.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $2746232.00        | $1839241.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $2000.00           | $913.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $50060900.00       | $19425632.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $1051216.00        | $968883.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $88764926.00       | $75378066.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $1009.00           | $416.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $3456.00           | $2982.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $843.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1008.00           | $717.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1562.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $2016.00           | $1732.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $57394.00          | $50951.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1110.00           | $929.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2898946.00        | $2889060.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1024.00           | $654.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $10000.00          | $7836.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $19088850.00       | $14663326.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $4096.00           | $3360.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.0000%  | 0.0000% | $25000.00          | $24235.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $67021190.00       | $66861692.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1628899.00        | $1671280.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1160.00           | $1160.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1079.00           | $1110.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.0000%  | 0.0000% | $2364188.00        | $2457090.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1199.00           | $1231.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $396325.00         | $403589.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1017.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $232115.00         | $242938.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $779865.00         | $791058.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $5089.00           | $5347.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $1000.00           | $235.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-20      | 6.0000%  | 0.0000% | $3949958.00        | $36491.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 6.0000%  | 0.0000% | $43041.00          | $420.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 6.0000%  | 0.0000% | $1544423.00        | $36718.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 3.5000%  | 0.0000% | $1000.00           | $68.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.0000%  | 0.0000% | $2356924.00        | $106799.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $3515660.00        | $168161.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 6.0000%  | 0.0000% | $401671.00         | $8849.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.7500%  | 0.0000% | $9453322.00        | $25035.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 4.0000%  | 0.0000% | $1096317.00        | $83724.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $597000.00         | $67191.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $1008.00           | $360.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 4.0000%  | 0.0000% | $1024.00           | $96.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 4.5000%  | 0.0000% | $89287.00          | $17661.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $1040.00           | $256.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $451.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.0000%  | 0.0000% | $8723264.00        | $2766754.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.0000%  | 0.0000% | $16932448.00       | $6257560.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $171248.00         | $74918.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $5482300.00        | $4244441.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $1000.00           | $550.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $35795968.00       | $21922140.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $4000.00           | $1905.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $1016.00           | $589.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1222200.00        | $1209559.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $15326000.00       | $15192607.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $5927800.00        | $5802857.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $259900.00         | $260642.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $3800400.00        | $3765838.00        | U.S. Treasuries (including strips) |

### Security 304: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10269B, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR10269B7791565CR
- **C.18 - Value (incl. sponsor support):** $1269474982.00
- **C.18.a - Value (excl. sponsor support):** $1269474982.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $52900.00          | $45046.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $5299900.00        | $2722050.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $531300.00         | $200120.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $106800.00         | $54583.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $239300.00         | $116986.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $30403700.00       | $48037215.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $9193200.00        | $10198559.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $77.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $1000.00           | $778.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $3000100.00        | $2978518.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $28002000.00       | $21459773.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1000.00           | $740.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $68103200.00       | $48794075.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $62519900.00       | $39024572.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $253.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $32725200.00       | $27463747.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $66453000.00       | $55938432.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $50185800.00       | $45187532.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $7947600.00        | $7555935.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $108000.00         | $86129.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $2000500.00        | $1989062.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $1000.00           | $966.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $101378100.00      | $125509394.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $11818000.00       | $11629122.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $347700.00         | $420133.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $380.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $600.00            | $570.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $3583400.00        | $3573908.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $7207200.00        | $7105002.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1900.00           | $2053.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1800.00           | $1783.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $800.00            | $742.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $182846400.00      | $186760866.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $20129000.00       | $21218648.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $500.00            | $483.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $300.00            | $299.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $19992900.00       | $20120448.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $49302100.00       | $50427095.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $4738400.00        | $4791524.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $188046300.00      | $190499941.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $188883300.00      | $190499991.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $50900000.00       | $51243911.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $400.00            | $400.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $1000.00           | $1009.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $6150787.00        | $4290414.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $47088032.00       | $28731045.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $20394147.00       | $11059318.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $1306240.00        | $327925.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $109999998.00      | $48133359.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $49999997.00       | $21244249.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $8998238.00        | $3062496.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $164.00            | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $9493644.00        | $2887834.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $2.00              | $0.00              | U.S. Treasuries (including strips) |

### Security 305: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10269F, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR10269F7791566CR
- **C.18 - Value (incl. sponsor support):** $1269474982.00
- **C.18.a - Value (excl. sponsor support):** $1269474982.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $400.00            | $287.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $11349400.00       | $6890754.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $2214400.00        | $1619304.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $94398300.00       | $79462069.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $197.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $50001900.00       | $45576722.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $200374500.00      | $190499860.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $131000.00         | $93996.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $23316200.00       | $23123657.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $6366800.00        | $6366352.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $41258300.00       | $40972861.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $72698300.00       | $76889816.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $23215800.00       | $24472546.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $1658300.00        | $1671626.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $185280500.00      | $186817031.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $207.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $17792000.00       | $18197985.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $126906400.00      | $125381747.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $166638400.00      | $165506695.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $18491453.00       | $14232742.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $3009372.00        | $1940979.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $7445729.00        | $7344266.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $212880075.00      | $190499354.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $9333740.00        | $8184000.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $69999998.00       | $35712669.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $39999782.00       | $16022433.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $80000000.00       | $27919360.00       | U.S. Treasuries (including strips) |

### Security 306: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1026AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1026AB7791565CG
- **C.18 - Value (incl. sponsor support):** $999226600.00
- **C.18.a - Value (excl. sponsor support):** $999226600.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $2156400.00        | $2119784.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $9706200.00        | $9226215.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $112.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $565528300.00      | $576526263.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $3500.00           | $3531.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.8434%  | 0.0000% | $179500.00         | $180856.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $430510000.00      | $431943208.00      | U.S. Treasuries (including strips) |

### Security 307: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103564, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1035647791569CR
- **C.18 - Value (incl. sponsor support):** $3404998978.50
- **C.18.a - Value (excl. sponsor support):** $3404998978.50
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $50025400.00       | $49773522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $154000.00         | $139399.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $700.00            | $334.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $600000.00         | $208723.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $100.00            | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $100.00            | $49.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $100.00            | $24.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $100.00            | $24.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $11996900.00       | $26040393.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $900.00            | $921.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $26707000.00       | $39435841.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $2995300.00        | $3322863.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $764100.00         | $588509.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $30227700.00       | $23165473.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $457200.00         | $316393.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $23838100.00       | $17961763.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $99500.00          | $71142.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $154881600.00      | $114603929.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $434300.00         | $397961.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $8000200.00        | $5731924.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $600.00            | $389.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $800.00            | $507.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $106042300.00      | $71064785.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $13271900.00       | $8028502.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $110468400.00      | $78866198.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $162500.00         | $131027.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $74992300.00       | $66930024.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $185775700.00      | $151339533.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $350866000.00      | $332812779.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $24581600.00       | $24708645.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $2269400.00        | $2128169.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $27515400.00       | $27144154.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $70000000.00       | $63028332.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $85200.00          | $81001.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $9308000.00        | $6439879.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $93822500.00       | $124832300.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $300.00            | $295.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $300.00            | $290.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $867.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $49377000.00       | $67974607.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $169638600.00      | $169107282.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $170549900.00      | $156366664.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $3263000.00        | $3942747.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $22876300.00       | $26889035.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $2384300.00        | $2257947.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $25000.00          | $23772.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $180.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $382800.00         | $364093.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $400.00            | $394.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $8800.00           | $8665.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $15731100.00       | $15086093.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1100.00           | $1089.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $85674800.00       | $85669660.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $3984900.00        | $4200615.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $900000.00         | $869385.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $403.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1600.00           | $1610.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $1781500.00        | $1821223.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $5765900.00        | $5863346.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $55709200.00       | $55742136.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $95270700.00       | $96038564.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $37279600.00       | $37525005.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $63757700.00       | $65300259.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $208828600.00      | $211169848.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $226848000.00      | $227613615.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $8859800.00        | $9318274.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $2000.00           | $2030.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $300.00            | $312.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $5591000.00        | $5662914.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $415974400.00      | $421277383.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $14959100.00       | $15038185.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $216275800.00      | $218033469.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $168019400.00      | $169154641.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $800.00            | $801.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $400.00            | $401.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $2231.00           | $1557.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $52474120.00       | $34780686.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $690.00            | $421.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $45999879.00       | $33317390.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $45.00             | $30.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $16463999.00       | $14733089.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $60722494.00       | $53242637.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $3191.00           | $1784.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $1936133.00        | $1049924.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $748448.00         | $343441.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $10778028.00       | $4139819.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $3009412.00        | $1107124.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $49773199.00       | $18092309.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $2440048.00        | $665792.00         | U.S. Treasuries (including strips) |

### Security 308: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103567, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1035677791568CR
- **C.18 - Value (incl. sponsor support):** $1699999490.00
- **C.18.a - Value (excl. sponsor support):** $1699999490.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $13359400.00       | $13045027.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $74100.00          | $72459.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $26914700.00       | $11686713.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $200.00            | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $2132600.00        | $2112024.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $61217600.00       | $58063862.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $167080100.00      | $79974917.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $7734400.00        | $5655863.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $180.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $400.00            | $375.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $200.00            | $275.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $49066600.00       | $48912920.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $26757900.00       | $26335511.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $117268000.00      | $116710386.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $198013800.00      | $201088605.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $54139300.00       | $54497246.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $260538200.00      | $254999925.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $6249300.00        | $6408373.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $60330800.00       | $61662013.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $251382200.00      | $254999930.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $60752700.00       | $61715550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $244328700.00      | $254093047.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $14107700.00       | $14289603.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $30253900.00       | $30606772.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $17858000.00       | $17700249.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $70208500.00       | $70860207.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $99999993.00       | $71503795.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $23601152.00       | $12798409.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $7631340.00        | $4205387.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $10.00             | $2.00              | U.S. Treasuries (including strips) |

### Security 309: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.669998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR103665, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR1036657791563BO
- **C.18 - Value (incl. sponsor support):** $987000000.00
- **C.18.a - Value (excl. sponsor support):** $987000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2029-02-09      | 3.8550%  | 0.0000% | $67680000.00       | $68023769.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 4.0000%  | 0.0000% | $10198.00          | $2554.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.0000%  | 0.0000% | $4468.00           | $565.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-05-22      | 0.0000%  | 0.0000% | $4000000.00        | $3978600.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-10      | 0.0000%  | 0.0000% | $102500000.00      | $101446300.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-01      | 0.8700%  | 0.0000% | $13000000.00       | $12849577.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-04-13      | 4.8000%  | 0.0000% | $25000000.00       | $25347675.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-02-24      | 4.2500%  | 0.0000% | $10000.00          | $10103.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-08-03      | 3.7400%  | 0.0000% | $4000.00           | $4000.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-02-11      | 3.5700%  | 0.0000% | $23000000.00       | $22955940.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-03-09      | 3.8750%  | 0.0000% | $80275000.00       | $79920831.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-17      | 3.8750%  | 0.0000% | $2000.00           | $1994.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-12-18      | 0.8750%  | 0.0000% | $30000000.00       | $29447774.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-10-01      | 4.5000%  | 0.0000% | $29396.00          | $2713.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 6.0000%  | 0.0000% | $154915.00         | $1115.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 5.0000%  | 0.0000% | $43889.00          | $3170.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $3392.00           | $3323.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-05-20      | 2.5000%  | 0.0000% | $65171.00          | $572.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 3.5000%  | 0.0000% | $3042680.00        | $219031.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-01-20      | 2.5000%  | 0.0000% | $144039.00         | $2716.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-05-20      | 3.5000%  | 0.0000% | $19000.00          | $1448.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-09-20      | 2.5000%  | 0.0000% | $684844.00         | $47357.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-09-20      | 3.5000%  | 0.0000% | $4212168.00        | $247851.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.0000%  | 0.0000% | $23114.00          | $2867.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-20      | 3.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-11-20      | 4.0000%  | 0.0000% | $2000.00           | $222.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 4.5000%  | 0.0000% | $46848.00          | $3333.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 3.5000%  | 0.0000% | $3952.00           | $448.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 4.5000%  | 0.0000% | $21264.00          | $1327.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $159.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 2.0000%  | 0.0000% | $48389824.00       | $29450114.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.0000%  | 0.0000% | $6230.00           | $3148.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.0000%  | 0.0000% | $62439936.00       | $36099999.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 4.5000%  | 0.0000% | $48922112.00       | $36099958.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.5000%  | 0.0000% | $222978.00         | $144675.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 6.5000%  | 0.0000% | $70042752.00       | $27701336.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 2.5000%  | 0.0000% | $50601.00          | $37773.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-20      | 7.0000%  | 0.0000% | $46024.00          | $26254.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 4.5000%  | 0.0000% | $309463.00         | $280595.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 2.5000%  | 0.0000% | $207464.00         | $153763.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 3.5000%  | 0.0000% | $1208720.00        | $761892.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $3400.00           | $3027.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1187896.00        | $1185762.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $3208.00           | $3320.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $2779460.00        | $2865886.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 7.0000%  | 0.0000% | $4896088.00        | $5236605.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $3328.00           | $3314.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 7.5000%  | 0.0000% | $5387520.00        | $5813253.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 7.5000%  | 0.0000% | $2147960.00        | $2318593.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $1910230.00        | $1955495.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1410890.00        | $1485841.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $2076544.00        | $2149487.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1982388.00        | $2019370.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $2960600.00        | $3068544.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $936451.00         | $968147.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $7876.00           | $8080.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.5000%  | 0.0000% | $2344.00           | $2461.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $3249140.00        | $3313143.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1648842.00        | $1643855.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $1452684.00        | $1461531.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.5000%  | 0.0000% | $36004864.00       | $36100120.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $2435760.00        | $2531233.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $316962304.00      | $264062032.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.0000%  | 0.0000% | $282783232.00      | $180729955.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 4.0000%  | 0.0000% | $3625.00           | $3330.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $2940.00           | $2928.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $424711.00         | $426745.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $11776.00          | $11601.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 3.5000%  | 0.0000% | $754977.00         | $692304.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $1303866.00        | $1354637.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1261724.00        | $1329214.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $1279606.00        | $1324885.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-03-20      | 3.5000%  | 0.0000% | $22214.00          | $2833.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 3.5000%  | 0.0000% | $3114428.00        | $438285.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 5.5000%  | 0.0000% | $2500666.00        | $4258.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-04-20      | 7.0000%  | 0.0000% | $273457.00         | $2195.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-15      | 3.0000%  | 0.0000% | $416629.00         | $46890.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-04-15      | 4.0000%  | 0.0000% | $559400.00         | $3329.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $12173792.00       | $11519951.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-10-15      | 5.0000%  | 0.0000% | $41455.00          | $573.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-01-15      | 4.0000%  | 0.0000% | $27660000.00       | $1841390.00        | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2030-05-01      | 7.1250%  | 0.0000% | $10000.00          | $11461.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2028-03-15      | 3.8750%  | 0.0000% | $2000.00           | $2003.00           | Agency Debentures and Agency Strips |

### Security 310: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR103D50, C.3 - LEI: N.A., C.5 - Other ID: TPR103D507791561RO
- **C.18 - Value (incl. sponsor support):** $1973623030.00
- **C.18.a - Value (excl. sponsor support):** $1973623030.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $68042.00          | $692.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $76748.00          | $1371.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.5000%  | 0.0000% | $43246.00          | $1685.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 8.0000%  | 0.0000% | $1948.00           | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $180408.00         | $2268.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-05-01      | 6.0000%  | 0.0000% | $7955.00           | $78.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.7000%  | 0.0000% | $2003.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 6.0500%  | 0.0000% | $1553.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $43284.00          | $1026.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 5.5000%  | 0.0000% | $1345.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-10-01      | 5.0000%  | 0.0000% | $3572.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-12-01      | 4.5000%  | 0.0000% | $32745.00          | $1942.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.0000%  | 0.0000% | $4655.00           | $202.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 7.0000%  | 0.0000% | $21723.00          | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $12073.00          | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 6.0000%  | 0.0000% | $248281.00         | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 6.5000%  | 0.0000% | $1007.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $3841.00           | $222.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 4.5000%  | 0.0000% | $1052.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 3.5000%  | 0.0000% | $1069.00           | $90.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $1161.00           | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 3.5000%  | 0.0000% | $181006.00         | $33644.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $3499000.00        | $971413.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $22000.00          | $4636.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | 0.0000% | $4535952.00        | $98650.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 4.0000%  | 0.0000% | $1025.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $11405315.00       | $2138113.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $235.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.5000%  | 0.0000% | $1010.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | 0.0000% | $18002153.00       | $1871427.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $1008.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | 0.0000% | $1213882.00        | $128041.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $2061.00           | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $75394.00          | $17882.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $68.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 3.0000%  | 0.0000% | $1000.00           | $310.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | 0.0000% | $4454159.00        | $1152136.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $246.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-01-01      | 3.5000%  | 0.0000% | $145577.00         | $53527.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $20514000.00       | $7723335.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $4224158.00        | $3205367.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1473.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1231000.00        | $993736.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 4.5000%  | 0.0000% | $96000.00          | $63864.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $4404922.00        | $3480701.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $2053.00           | $1746.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $139878.00         | $103587.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $599602.00         | $513394.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1600000.00        | $1171814.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1128.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $439544.00         | $42438.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 4.0000%  | 0.0000% | $33000.00          | $5438.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.5000%  | 0.0000% | $2125.00           | $875.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 3.0000%  | 0.0000% | $28933930.00       | $9003197.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $2638698.00        | $500312.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $2527000.00        | $1511118.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1040.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 3.0000%  | 0.0000% | $1970299.00        | $680320.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $1067.00           | $534.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $37755.00          | $20714.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | 0.0000% | $2094.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.0000%  | 0.0000% | $65000.00          | $50798.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $1402067.00        | $1079273.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.0000%  | 0.0000% | $38000.00          | $28326.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $66000.00          | $52384.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1013.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $350040.00         | $223601.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $1027.00           | $599.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $10436888.00       | $7778999.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1350.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $49568.00          | $25879.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $571.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | 0.0000% | $28000.00          | $24982.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $847.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1860.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $6036644.00        | $4291154.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1493.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $5580000.00        | $4063471.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $12128160.00       | $2644053.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $138210473.00      | $35153094.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.5000%  | 0.0000% | $1024.00           | $271.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1771.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $9754085.00        | $3886991.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | 0.0000% | $2066038.00        | $1188331.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.5000%  | 0.0000% | $831261.00         | $174909.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $403.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $6879.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $231000.00         | $153604.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $3745000.00        | $2929236.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.5000%  | 0.0000% | $5771447.00        | $4654856.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $685209.00         | $571952.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2268.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $506.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1437716.00        | $1242889.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $2585212.00        | $2355467.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $2164401.00        | $1547765.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $550.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $5801152.00        | $4416709.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $943.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $902.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.5000%  | 0.0000% | $1236452.00        | $1193820.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $1001.00           | $163.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $1545000.00        | $758892.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $29000.00          | $13321.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $1008.00           | $690.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 4.5000%  | 0.0000% | $658000.00         | $374733.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1361.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $9627968.00        | $6694436.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1008.00           | $697.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $32000.00          | $26252.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $2587103.00        | $1898057.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.0000%  | 0.0000% | $79920104.00       | $77602185.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 5.0000%  | 0.0000% | $5211.00           | $5091.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 5.0000%  | 0.0000% | $12055000.00       | $7756154.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $551.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $14000.00          | $10398.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3766323.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $661066.00         | $437201.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $13422432.00       | $8759713.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $6141992.00        | $4334339.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $18989.00          | $11892.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $146952965.00      | $10295841.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $33130751.00       | $4414178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $92157426.00       | $3362129.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | 0.0000% | $33577740.00       | $3971172.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $2779030.00        | $438673.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-01-01      | 3.0000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 4.5000%  | 0.0000% | $1144441.00        | $43887.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $568340.00         | $35892.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.5000%  | 0.0000% | $550000.00         | $92106.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $59656880.00       | $12947986.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 4.0000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $119274880.00      | $13024643.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $196.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $72944896.00       | $11277669.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $92.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $272.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $157.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1023.00           | $59.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $212.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $222.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1120.00           | $269.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $239.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2290488.00        | $669638.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | 0.0000% | $11035376.00       | $1698144.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.5000%  | 0.0000% | $6141.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $14002008.00       | $2465187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $2545000.00        | $373546.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 5.0000%  | 0.0000% | $1003.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 4.5000%  | 0.0000% | $33990720.00       | $944320.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $5800000.00        | $3255209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1263070.00        | $934435.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $998940.00         | $938101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $348.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2145270.00        | $964989.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $340295.00         | $350256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $7006912.00        | $7316606.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $12426128.00       | $9432590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1040614.00        | $1100280.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $10594304.00       | $10428021.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $644036.00         | $670862.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2403095.00        | $2446800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1198594.00        | $1076340.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $4871796.00        | $4761859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1006096.00        | $974040.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $4935937.00        | $5007941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $402.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $864.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $20200000.00       | $7026604.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $249.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $13686112.00       | $3329314.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $1024.00           | $338.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 4.0000%  | 0.0000% | $4597531.00        | $3301162.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $815.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 3.5000%  | 0.0000% | $206402.00         | $174706.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $541997.00         | $186059.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1699000.00        | $384937.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 3.5000%  | 0.0000% | $1320.00           | $189.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | 0.0000% | $21847.00          | $6001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $424.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 2.5000%  | 0.0000% | $1002.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $84.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 4.0000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $211.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3558846.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $500000.00         | $91769.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $75025408.00       | $21004197.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4144804.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $10400000.00       | $3293324.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $11591000.00       | $2108201.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $136000.00         | $25208.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $802011.00         | $503323.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $16452.00          | $10620.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 4.5000%  | 0.0000% | $1000.00           | $318.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4344804.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $540576.00         | $274682.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1254708.00        | $1228115.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $320504.00         | $268920.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1184039.00        | $953013.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.5000%  | 0.0000% | $4001.00           | $2432.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2257.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4608549.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $4721072.00        | $3926740.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $4990896.00        | $3931659.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $3111766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1183.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $683.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $4483288.00        | $3959768.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $6155280.00        | $4639221.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $151999.00         | $40706.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $1120.00           | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $199.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | 0.0000% | $261000.00         | $21535.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $39000.00          | $9569.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $155.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1301.00           | $221.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $84.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $15000.00          | $5295.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.5000%  | 0.0000% | $24695672.00       | $5886280.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $574.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $403.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1280.00           | $553.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $418.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $436.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $569.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $733999.00         | $349107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $52209431.00       | $25307968.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $425.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1152.00           | $640.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $17212128.00       | $10266486.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $41895684.00       | $24762317.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $487.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $6165767.00        | $3806539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $20000.00          | $12977.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $34461.00          | $22598.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1120.00           | $736.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $21386471.00       | $15093518.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $6689361.00        | $5045854.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1425.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $9556640.00        | $7052549.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $3546824.00        | $2604375.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1008.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1670000.00        | $1418349.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $62000.00          | $46042.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $826.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $25598848.00       | $21556690.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $13325827.00       | $10095549.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $8644816.00        | $7221523.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1008.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $2965064.00        | $2440016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $829969.00         | $689352.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1023.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $735.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $22753920.00       | $12819807.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1655.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $782.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1605.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $4091.00           | $2564.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $2310.00           | $2056.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $21089232.00       | $18885782.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $934.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $8001.00           | $6659.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $13331.00          | $12367.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1887.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $909.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $24203024.00       | $20402748.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $6702944.00        | $5854405.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $8583632.00        | $7374793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $243000.00         | $203100.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1076.00           | $688.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $6048.00           | $5062.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1408.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $24000.00          | $22118.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $26620000.00       | $25032661.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1890.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $51443.00          | $45930.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $941.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $933.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1824.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1020172.00        | $948451.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1040.00           | $975.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $967.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1892.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $531862.00         | $508905.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2008.00           | $2017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $5056565.00        | $4984723.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1202000.00        | $1241390.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $275035.00         | $285386.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.5000%  | 0.0000% | $1146442.00        | $1213696.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $3164412.00        | $3127368.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $1062648.00        | $1027362.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2389194.00        | $2430755.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1003.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1881700.00        | $1952197.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $1145041.00        | $1130022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $3475012.00        | $3536905.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2108388.00        | $2086544.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1055000.00        | $1077766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $4853414.00        | $4939447.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1002.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1983.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $145232.00         | $105485.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $70000.00          | $61079.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 4.5000%  | 0.0000% | $43457.00          | $34982.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $960.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $854.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $10000.00          | $9026.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $812.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $956.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $14109280.00       | $11646350.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1769.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $598184.00         | $500690.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1652.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 4.0000%  | 0.0000% | $6199000.00        | $5410904.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1009.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $1013.00           | $785.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $860.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $3245540.00        | $2473797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | 0.0000% | $5279363.00        | $4484149.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $892.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2010.00           | $1758.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $886.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | 0.0000% | $1024.00           | $890.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $952.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $34981056.00       | $33096977.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $242772.00         | $206460.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | 0.0000% | $1280.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $2092.00           | $1822.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $2003.00           | $1820.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $8349296.00        | $8137443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1039300.00        | $1020562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $2008.00           | $1641.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $123635.00         | $114359.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $3328.00           | $3204.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1061.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $2024.00           | $2041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $2999000.00        | $2855648.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1652.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $2024.00           | $1998.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $1387000.00        | $1257663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1040.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $3826008.00        | $3873609.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $863.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 3.5000%  | 0.0000% | $2118.00           | $1935.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 3.0000%  | 0.0000% | $5198456.00        | $4798773.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $2069.00           | $1802.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $1001.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $13133500.00       | $12080723.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $815.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $10071944.00       | $9119229.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $1001.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $536.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $263.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $117000.00         | $25025.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 6.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $261.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1760.00           | $479.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.0000%  | 0.0000% | $199000.00         | $51416.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $436.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $2000.00           | $489.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $175.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.5000%  | 0.0000% | $1000.00           | $235.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 2.5000%  | 0.0000% | $1000.00           | $322.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $245.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 3.5000%  | 0.0000% | $498000.00         | $30237.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $233.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $417.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $22108100.00       | $3084057.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $400.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $199000.00         | $58553.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.0000%  | 0.0000% | $2450088.00        | $621460.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $238000.00         | $34449.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | 0.0000% | $2048.00           | $427.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $1030.00           | $390.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $446840.00         | $124883.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $898000.00         | $434950.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $373.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $267.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $429.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $232.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 4.0000%  | 0.0000% | $350000.00         | $145200.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $568166.00         | $84807.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $2000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 5.5000%  | 0.0000% | $1030.00           | $215.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $518.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $349.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1024.00           | $500.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1109000.00        | $361702.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | 0.0000% | $784395.00         | $325276.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | 0.0000% | $1002.00           | $319.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1297000.00        | $745824.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $4032.00           | $1402.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $45000.00          | $18432.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $285.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $302.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.5000%  | 0.0000% | $1023.00           | $330.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $479981.00         | $218355.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | 0.0000% | $1055.00           | $516.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $399000.00         | $179799.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $2040.00           | $906.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $420.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $2027.00           | $1213.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 5.0000%  | 0.0000% | $1695000.00        | $723625.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $483.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $480.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $570.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $604.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | 0.0000% | $9368224.00        | $4516428.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $2079.00           | $1068.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 2.0000%  | 0.0000% | $20000.00          | $12584.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | 0.0000% | $36299583.00       | $20313154.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $2698000.00        | $1862140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $397000.00         | $237444.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $98895.00          | $57323.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 2.5000%  | 0.0000% | $7696000.00        | $4575685.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $296000.00         | $185371.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $2048.00           | $1355.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1024.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $4700000.00        | $2917327.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $642.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $400.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $996128.00         | $641154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $592.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $9422000.00        | $5910821.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $47958.00          | $29155.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $279000.00         | $177724.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $6680368.00        | $4307784.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $2415312.00        | $1703220.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $63813485.00       | $51519686.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $4530300.00        | $3095109.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $2322000.00        | $1507322.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $180000.00         | $129517.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $6798259.00        | $4762469.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $3837000.00        | $2602905.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 2.0000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $464.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $103241.00         | $63425.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $681.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 3.5000%  | 0.0000% | $1850000.00        | $1171445.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $10237146.00       | $6746629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $2007.00           | $1286.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $129000.00         | $91158.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $48000.00          | $33339.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $2170000.00        | $1389968.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1024.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $330000.00         | $201965.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $3994000.00        | $2705872.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $5277.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $645000.00         | $471498.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 2.5000%  | 0.0000% | $381378.00         | $256313.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $720551.00         | $481148.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $770.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $2048.00           | $1447.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $36364640.00       | $23836529.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $53271500.00       | $41182749.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $7498000.00        | $5364839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $48000.00          | $33673.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $604000.00         | $421367.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $337000.00         | $221355.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $213275.00         | $136660.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $847.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $289000.00         | $214785.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1424.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 5.5000%  | 0.0000% | $7716000.00        | $4571472.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $3982.00           | $2700.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $826822.00         | $594540.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1257.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $860000.00         | $661715.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $24662.00          | $18635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $2024.00           | $1570.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $698000.00         | $449615.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.5000%  | 0.0000% | $1022.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $4141.00           | $3011.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 2.5000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1566.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $5585984.00        | $5054454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $459000.00         | $325213.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 3.0000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $192000.00         | $132846.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2078.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $273000.00         | $223154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $2048.00           | $1463.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $6773667.00        | $5250144.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1012.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 5.0000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 2.5000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2016.00           | $1282.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $310153.00         | $221995.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1537.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $4063750.00        | $2802562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $95000.00          | $71092.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1648000.00        | $1309468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1120.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $13007.00          | $10086.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $799534.00         | $654197.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $43500.00          | $33254.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.5000%  | 0.0000% | $4685000.00        | $3312051.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $98000.00          | $67358.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $15141728.00       | $11770884.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1461.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $209000.00         | $172946.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $19163320.00       | $15503037.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2227.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2118.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $4586080.00        | $3345654.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $3140208.00        | $1752002.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $720090.00         | $488117.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $404000.00         | $296850.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 6.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $804.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $4665543.00        | $3760765.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1030034.00        | $788987.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $8140.00           | $6178.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $159000.00         | $137136.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $493932.00         | $420544.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $13196624.00       | $10180532.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $325000.00         | $252101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $220000.00         | $165299.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 5.0000%  | 0.0000% | $5238638.00        | $3815547.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $334000.00         | $249013.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $6811384.00        | $4870934.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-01-01      | 5.5000%  | 0.0000% | $7998000.00        | $5400496.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $10166176.00       | $7612013.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 3.0000%  | 0.0000% | $874000.00         | $603192.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | 0.0000% | $122000.00         | $88772.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $2589088.00        | $2199360.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $589.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $9427.00           | $6129.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $379772.00         | $295198.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $149508.00         | $126626.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $2955.00           | $2121.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.0000%  | 0.0000% | $224000.00         | $166241.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $145941.00         | $111090.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $9558000.00        | $6920767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $228995.00         | $187906.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $198000.00         | $153489.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3287.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1756640.00        | $1212523.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1701.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | 0.0000% | $10694832.00       | $8495693.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.0000%  | 0.0000% | $1024.00           | $837.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 6.0000%  | 0.0000% | $3075000.00        | $1537471.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $2312.00           | $1722.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $10303076.00       | $7852244.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.5000%  | 0.0000% | $38893.00          | $30354.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1573.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 3.5000%  | 0.0000% | $1610012.00        | $664126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $29688458.00       | $22907034.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $89000.00          | $64837.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $12239816.00       | $10553123.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 2.0000%  | 0.0000% | $3000.00           | $2207.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1822.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $4162992.00        | $3414419.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $50000.00          | $42506.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 2.5000%  | 0.0000% | $7762000.00        | $3315978.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1443.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $181000.00         | $123779.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $902.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $10557104.00       | $8744648.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $823.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $14491000.00       | $11409967.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1801.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $9180443.00        | $6285813.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $2001.00           | $1468.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $21205.00          | $13786.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1573.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $22682447.00       | $19311554.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $2328072.00        | $1830799.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $5919200.00        | $5262233.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1791.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $641.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $7939288.00        | $4124817.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $531.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1001.00           | $851.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $14743361.00       | $11643053.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $8216.00           | $6869.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $123000.00         | $102905.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 3.5000%  | 0.0000% | $469158.00         | $383678.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $9094.00           | $8061.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $21199744.00       | $14965326.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $3670024.00        | $3316416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $817456.00         | $575170.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1498.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $770.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1024.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1980.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1079.00           | $1065.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $2019.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3164.00           | $3163.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $96114.00          | $77016.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2024.00           | $1933.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1696800.00        | $1586631.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $1063.00           | $765.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1944.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $3685000.00        | $3638591.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3876.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $2036.00           | $1996.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 5.0000%  | 0.0000% | $1001.00           | $918.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $2048.00           | $2009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $626817.00         | $616785.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $43853040.00       | $43908731.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1012.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $4966840.00        | $5106978.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $3032.00           | $3057.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1073.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2048.00           | $2057.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1566.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $2144.00           | $2130.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2096760.00        | $2079409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2008.00           | $1895.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $5605558.00        | $5760702.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $5020112.00        | $5062726.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1040.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $2018.00           | $2001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1056.00           | $1045.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1040.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $2064.00           | $2045.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $1162844.00        | $800405.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 6.5000%  | 0.0000% | $1002.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 8.0000%  | 0.0000% | $1008.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 4.0000%  | 0.0000% | $492000.00         | $17844.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.5000%  | 0.0000% | $2000.00           | $183.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 5.7000%  | 0.0000% | $1003.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.0000%  | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.9000%  | 0.0000% | $1000.00           | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.6200%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 5.6000%  | 0.0000% | $2000.00           | $129.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 4.5000%  | 0.0000% | $1000.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-03-01      | 5.0000%  | 0.0000% | $1041.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 4.5000%  | 0.0000% | $2010.00           | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 4.0000%  | 0.0000% | $1689426.00        | $94622.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 6.5000%  | 0.0000% | $1001.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 6.5000%  | 0.0000% | $3007.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 6.2500%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 6.0000%  | 0.0000% | $1011.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 5.5000%  | 0.0000% | $1104.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 4.0000%  | 0.0000% | $1000.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 5.0000%  | 0.0000% | $1001.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $2007.00           | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | 0.0000% | $2000.00           | $146.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 3.0000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $40137536.00       | $3963255.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | 0.0000% | $1002.00           | $193.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $264.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 3.5000%  | 0.0000% | $2814200.00        | $593888.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 4.5000%  | 0.0000% | $1001.00           | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 4.5000%  | 0.0000% | $2351000.00        | $107871.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-10-01      | 4.5000%  | 0.0000% | $1003.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-11-01      | 5.0000%  | 0.0000% | $1016.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.5000%  | 0.0000% | $15000000.00       | $179724.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 4.0000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.0000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 4.0000%  | 0.0000% | $1250000.00        | $69109.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 4.0000%  | 0.0000% | $1002.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 3.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-01-01      | 2.5000%  | 0.0000% | $320000.00         | $6931.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $1048.00           | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-04-01      | 3.0000%  | 0.0000% | $1001.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 3.0000%  | 0.0000% | $1001.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 3.0000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $579000.00         | $94705.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.5000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 2.5000%  | 0.0000% | $2000.00           | $190.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 3.5000%  | 0.0000% | $2000.00           | $207.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-01-01      | 3.5000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 3.5000%  | 0.0000% | $7795761.00        | $940656.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 2.5000%  | 0.0000% | $1007.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | 0.0000% | $1008.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $3239856.00        | $161713.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-09-01      | 2.0000%  | 0.0000% | $1010.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 2.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $759500.00         | $71638.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $2008.00           | $207.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $2641000.00        | $302347.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $25185492.00       | $3113957.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1513000.00        | $183200.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-12-01      | 3.0000%  | 0.0000% | $2275990.00        | $87271.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-01-01      | 3.0000%  | 0.0000% | $1000.00           | $33.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $2468000.00        | $305312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $1024.00           | $126.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $10439000.00       | $1165387.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 4.0000%  | 0.0000% | $1001.00           | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1099000.00        | $88087.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $1130806.00        | $89176.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 1.5000%  | 0.0000% | $7437000.00        | $2693478.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-09-01      | 1.5000%  | 0.0000% | $1000000.00        | $383794.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 1.5000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $1024.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $398000.00         | $43354.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.0000%  | 0.0000% | $3000.00           | $394.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-11-01      | 3.0000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 2.5000%  | 0.0000% | $1930000.00        | $376229.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $327.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 3.5000%  | 0.0000% | $875000.00         | $148963.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 3.0000%  | 0.0000% | $1008.00           | $210.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 2.5000%  | 0.0000% | $23492805.00       | $4981259.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $307.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $211.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $652.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $11228976.00       | $5292114.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.5000%  | 0.0000% | $27306.00          | $8539.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.0000%  | 0.0000% | $2000.00           | $615.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.0000%  | 0.0000% | $198273.00         | $72617.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 1.5000%  | 0.0000% | $191743.00         | $81183.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 2.5000%  | 0.0000% | $1000.00           | $331.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | 0.0000% | $546942.00         | $210096.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | 0.0000% | $543639.00         | $295506.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 1.5000%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 1.5000%  | 0.0000% | $185000.00         | $88071.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $175490.00         | $96493.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $64000.00          | $31136.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1008.00           | $570.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $25697990.00       | $14821425.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $6000.00           | $5041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $246000.00         | $154985.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $659.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $5607000.00        | $3473318.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $841688.00         | $541180.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 3.5000%  | 0.0000% | $521681.00         | $391579.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $363200.00         | $256768.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1414.00           | $1055.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1487.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $7882088.00        | $5594859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $5266405.00        | $3248207.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $251570.00         | $187438.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1040.00           | $774.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $636.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $323052.00         | $157498.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $438.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 3.5000%  | 0.0000% | $34000.00          | $28172.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 5.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $3024.00           | $1561.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $913.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6245.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $4423867.00        | $3946773.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $171000.00         | $142405.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6234.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 5.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2739316.00        | $1921947.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $21024.00          | $13675.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 4.5000%  | 0.0000% | $41002.00          | $37242.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $6064.00           | $5066.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1245520.00        | $924950.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1642743.00        | $1041007.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 5.5000%  | 0.0000% | $516840.00         | $399856.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $31978528.00       | $29612291.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $3081.00           | $2359.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1280.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $851.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2008.00           | $1750.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1738.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $6997.00           | $6640.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1040.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $40010881.00       | $36663580.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $969.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 5.0000%  | 0.0000% | $73605.00          | $72100.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1971.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1009.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | 0.0000% | $2788332.00        | $2727751.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 7.0000%  | 0.0000% | $1002.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.0000%  | 0.0000% | $1001.00           | $39.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 3.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 7.0000%  | 0.0000% | $1451344.00        | $1417725.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1351875.00        | $912588.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $8172768.00        | $5940856.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $519000.00         | $391756.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $886.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $2630944.00        | $2193649.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $2028.00           | $1843.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1717370.00        | $1260940.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $562.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $2413550.00        | $2271630.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $8076126.00        | $4218244.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $37002.00          | $31740.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $2384851.00        | $1772047.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1325558.00        | $1319822.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $2259600.00        | $1810108.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $662.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $398000.00         | $286075.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $2557408.00        | $2494799.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $294423.00         | $249050.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $2997192.00        | $2060287.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1171088.00        | $1152752.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.5000%  | 0.0000% | $1054788.00        | $1008383.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1053222.00        | $834122.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1200260.00        | $1010250.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $3952433.00        | $4071540.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1010.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1886.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $362776.00         | $302873.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $5160284.00        | $4621153.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $158057.00         | $153497.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1003.00           | $805.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1681.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2057.00           | $1614.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1162734.00        | $1001432.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $952.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1996008.00        | $1828058.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1155570.00        | $975042.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3984328.00        | $3920372.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $998474.00         | $900341.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $3048.00           | $2908.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | 0.0000% | $430022.00         | $412504.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $3079.00           | $2684.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $2024.00           | $1770.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $1060350.00        | $1103636.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $3048.00           | $2666.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $13359.00          | $12442.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $10846928.00       | $10864893.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $2024.00           | $1813.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $1036.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $63160.00          | $63281.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1015.00           | $921.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $1861420.00        | $1811952.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1006.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $855.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1572.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1182592.00        | $1192500.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $3072.00           | $2920.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1027444.00        | $1077588.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1115390.00        | $1163165.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3667004.00        | $3758571.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $3024.00           | $2912.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1927.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $80203.00          | $78690.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $6912952.00        | $6408238.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $496030.00         | $516718.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $6071575.00        | $5269915.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $2016.00           | $1969.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $3042100.00        | $3103447.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1978.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $3536592.00        | $3474783.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1062.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2016.00           | $2023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2937.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4671878.00        | $4630043.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1078439.00        | $916689.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $5136636.00        | $5452048.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $5719328.00        | $5671993.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $5256200.00        | $5198936.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $960.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $16021.00          | $16175.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2277.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $920.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $6192.00           | $5308.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $844.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $865.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $9205042.00        | $8330722.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $473000.00         | $446512.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $17538784.00       | $16062373.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1948.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $827.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $176991.00         | $147986.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $22676352.00       | $21784063.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $952.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2080.00           | $1929.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $11174807.00       | $10379239.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $16000.00          | $15403.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $49350784.00       | $42401246.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.5000%  | 0.0000% | $2080.00           | $1841.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2290036.00        | $1926592.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3512184.00        | $3364860.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.0000%  | 0.0000% | $10582704.00       | $8957414.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1943.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1051.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | 0.0000% | $1040.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $730000.00         | $607994.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $975.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $2023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2024.00           | $1921.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | 0.0000% | $26431424.00       | $25430454.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $254146.00         | $232827.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $2024.00           | $2012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1841.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2048.00           | $2040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1902.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $3199000.00        | $3079443.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $3134.00           | $2834.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1664.00           | $1331.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 4.5000%  | 0.0000% | $12146.00          | $11407.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $2048.00           | $2066.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $2023.00           | $2074.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1126.00           | $1123.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $10650021.00       | $10457568.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $1029.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1075.00           | $1067.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $165554.00         | $162333.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.0000%  | 0.0000% | $1024.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1008.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $12185718.00       | $12066750.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $2052.00           | $2043.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $4701033.00        | $4806126.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $2205802.00        | $1795472.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1040.00           | $786.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $15691.00          | $11675.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1119.00           | $652.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $1008.00           | $975.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $740.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $2048.00           | $1469.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $776.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $754.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1755.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $2080.00           | $1699.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $10703.00          | $9826.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1316.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1079.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1040.00           | $803.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $3069.00           | $2662.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $2024.00           | $1785.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $4086.00           | $2806.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4239.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $99000.00          | $79130.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $2064.00           | $1217.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $925.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $1002.00           | $844.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $2024.00           | $1571.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1056.00           | $960.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $2168920.00        | $1498215.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $3735401.00        | $2802075.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $4099.00           | $3053.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $860.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $115149568.00      | $89090680.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $3072.00           | $2192.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $836.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $2048.00           | $1773.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $1027.00           | $726.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1885.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1647.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $3116.00           | $2739.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $917.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1846.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1767.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $2008.00           | $1828.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1040.00           | $857.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $4040.00           | $3671.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $3024.00           | $2642.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $3144762.00        | $2613186.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $4080.00           | $3844.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $8543680.00        | $7967276.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $2449.00           | $2244.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1842.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 4.5000%  | 0.0000% | $8617365.00        | $8073221.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $2288.00           | $2180.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $799.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $2048.00           | $1616.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $59172032.00       | $41374582.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1841.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1919.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1025.00           | $947.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $1017.00           | $947.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $30803328.00       | $25591643.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1103041.00        | $1007531.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $829.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $950.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1058.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2023.00           | $2002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1040.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $999.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $1040.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $622270.00         | $602857.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6119690.00        | $6197831.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1022.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $34751515.00       | $34311048.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $264725.00         | $263851.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | 0.0000% | $1019047.00        | $692350.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.0000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2024.00           | $2010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $5369781.00        | $5341906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1624610.00        | $1547263.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1771850.00        | $1710024.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1004829.00        | $968434.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1491500.00        | $1472528.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1016.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3165830.00        | $3226586.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3423189.00        | $3493483.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $2048295.00        | $2130550.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1245868.00        | $1282966.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1208250.00        | $1251572.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1347211.00        | $1368264.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $3606891.00        | $3630267.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $331749.00         | $327436.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2032735.00        | $2006272.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $150058.00         | $153168.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $3157411.00        | $3190795.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $4012782.00        | $4083918.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $3319800.00        | $3344364.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1562850.00        | $1584535.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $2214740.00        | $2200089.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $2063103.00        | $2088826.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $450428.00         | $452579.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $8792988.00        | $8754314.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1028.00           | $1054.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |

### Security 311: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.560000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR103E85, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR103E857791562CG
- **C.18 - Value (incl. sponsor support):** $876623120.40
- **C.18.a - Value (excl. sponsor support):** $876623120.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.7000%  | 0.0000% | $2260198.00        | $60657.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.5000%  | 0.0000% | $825000.00         | $78977.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 6.0000%  | 0.0000% | $1559278.00        | $95737.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 5.5000%  | 0.0000% | $3642000.00        | $64081.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.5000%  | 0.0000% | $11000000.00       | $242285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.0000%  | 0.0000% | $594915.00         | $88917.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.5000%  | 0.0000% | $1550000.00        | $184274.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.5000%  | 0.0000% | $6000000.00        | $57437.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%  | 0.0000% | $761613.00         | $53298.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $647679.00         | $83265.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 3.5000%  | 0.0000% | $905000.00         | $77546.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 4.0000%  | 0.0000% | $5000000.00        | $379273.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $3178351.00        | $572402.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 4.0000%  | 0.0000% | $475000.00         | $80732.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.5000%  | 0.0000% | $2429852.00        | $52458.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 3.5000%  | 0.0000% | $937519.00         | $114337.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.5000%  | 0.0000% | $1383000.00        | $103901.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 4.5000%  | 0.0000% | $3313773.00        | $97649.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 5.6500%  | 0.0000% | $337930.00         | $65770.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 6.0500%  | 0.0000% | $893116.00         | $60829.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 6.0500%  | 0.0000% | $827628.00         | $89860.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 3.5000%  | 0.0000% | $2551000.00        | $141596.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1498203.00        | $1074884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $3308000.00        | $77608.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 4.5000%  | 0.0000% | $1350000.00        | $51080.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 4.5000%  | 0.0000% | $3825000.00        | $70611.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $830000.00         | $84986.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $403299.00         | $61238.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.5000%  | 0.0000% | $608452.00         | $84759.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.5000%  | 0.0000% | $3600000.00        | $445670.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 3.5000%  | 0.0000% | $1300000.00        | $193024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 4.5000%  | 0.0000% | $1092395.00        | $143159.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 4.0000%  | 0.0000% | $620000.00         | $94015.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 3.5000%  | 0.0000% | $438000.00         | $81512.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $383391.00         | $86709.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.5000%  | 0.0000% | $2840463.00        | $811036.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $2252993.00        | $608497.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $321315.00         | $66181.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 4.0000%  | 0.0000% | $855000.00         | $162071.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $602100.00         | $152818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 3.5000%  | 0.0000% | $3222375.00        | $878360.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $800000.00         | $89575.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $350000.00         | $52202.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $250000.00         | $50968.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.5000%  | 0.0000% | $3975000.00        | $734803.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 4.0000%  | 0.0000% | $955704.00         | $91672.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $483000.00         | $88409.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%  | 0.0000% | $3555000.00        | $479256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $4322000.00        | $613412.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 3.5000%  | 0.0000% | $1500000.00        | $299563.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 4.0000%  | 0.0000% | $271304.00         | $64287.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.0000%  | 0.0000% | $396875.00         | $72718.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $6179000.00        | $3075414.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $16788662.00       | $11555568.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $32105770.00       | $31463629.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 3.0000%  | 0.0000% | $2243137.00        | $1710653.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $114298642.00      | $112053922.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $38500000.00       | $37036195.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $11052424.00       | $11081665.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $973188.00         | $1011333.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.0000%  | 0.0000% | $2506953.00        | $2342773.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $1037532.00        | $999938.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $21581555.00       | $21720654.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $161515593.00      | $164678650.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $9465941.00        | $9869170.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1355265.00        | $1414226.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $4708.00           | $4274.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $61611356.00       | $61906410.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.0000%  | 0.0000% | $245657.00         | $217288.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.0000%  | 0.0000% | $6503930.00        | $6053742.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $114991030.00      | $110427586.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.0000%  | 0.0000% | $4670987.00        | $4362051.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $5009267.00        | $4835312.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $12791604.00       | $13408654.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 3.5000%  | 0.0000% | $426734.00         | $391309.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2490224.00        | $2474278.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $4426331.00        | $4477669.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $14028288.00       | $14386430.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $72454500.00       | $38840322.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $32300.00          | $14230.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $92600.00          | $35406.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $24100.00          | $8846.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $35900.00          | $13010.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $44700.00          | $14589.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $65600.00          | $21147.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $54300.00          | $17282.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $8300.00           | $2608.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $86700.00          | $26900.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $16255600.00       | $4917124.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $34000.00          | $9795.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $674400.00         | $191793.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $132100.00         | $35481.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $100.00            | $26.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $100.00            | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $401200.00         | $100006.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $7414500.00        | $1835949.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $72177800.00       | $17620983.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $3300.00           | $1314.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $47768000.00       | $11550302.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $62824700.00       | $15040987.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $35200000.00       | $13645914.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $10055300.00       | $2386223.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $34950700.00       | $13351936.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $316051000.00      | $74337408.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $10000.00          | $3767.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $153588600.00      | $35795666.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2056-02-15      | 0.0000%  | 0.0000% | $6501200.00        | $1498247.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $9253353.00        | $6938728.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $15403888.00       | $13633904.00       | U.S. Treasuries (including strips) |

### Security 312: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR104277, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104277779156CCG
- **C.18 - Value (incl. sponsor support):** $1973914342.50
- **C.18.a - Value (excl. sponsor support):** $1973914342.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $329100.00         | $437741.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $4244800.00        | $4164539.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $200.00            | $192.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $29786700.00       | $28457563.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $22553100.00       | $22327209.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1483500.00        | $1472107.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $8500.00           | $8631.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $364335700.00      | $365427982.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $1131406800.00     | $1138688090.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $171477800.00      | $172685513.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $280927700.00      | $280830406.00      | U.S. Treasuries (including strips) |

### Security 313: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10429B, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR10429B7791565BN
- **C.18 - Value (incl. sponsor support):** $2548785945.00
- **C.18.a - Value (excl. sponsor support):** $2548785945.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%  | 0.0000% | $16035.00          | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%  | 0.0000% | $15886.00          | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 3.0000%  | 0.0000% | $560295.00         | $53112.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-10-01      | 3.5000%  | 0.0000% | $4020.00           | $245.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-11-01      | 6.0000%  | 0.0000% | $1060579.00        | $12495.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 6.5000%  | 0.0000% | $1139.00           | $57.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 6.5000%  | 0.0000% | $2412147.00        | $114890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 7.0000%  | 0.0000% | $1882.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 5.0000%  | 0.0000% | $2083872.00        | $8452.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 5.0000%  | 0.0000% | $8745.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 6.0000%  | 0.0000% | $48337.00          | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.0000%  | 0.0000% | $49680.00          | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 5.0000%  | 0.0000% | $1045.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.0000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 5.0000%  | 0.0000% | $8278.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.5000%  | 0.0000% | $3658579.00        | $33132.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%  | 0.0000% | $2730.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%  | 0.0000% | $5730.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $12820.00          | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $670265.00         | $12461.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 6.0000%  | 0.0000% | $1982.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 5.5000%  | 0.0000% | $5696155.00        | $27351.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.5000%  | 0.0000% | $1361.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $32.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 5.5000%  | 0.0000% | $1124.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 5.0000%  | 0.0000% | $1422312.00        | $81335.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.5000%  | 0.0000% | $2744113.00        | $103065.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $1063.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $3006.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $2034.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 6.5000%  | 0.0000% | $7110.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 7.0000%  | 0.0000% | $147777.00         | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.5000%  | 0.0000% | $4800000.00        | $53099.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $944991.00         | $70022.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $1527082.00        | $198950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.0000%  | 0.0000% | $1301993.00        | $205271.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.0000%  | 0.0000% | $655000.00         | $113026.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.0000%  | 0.0000% | $54178.00          | $14201.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $130999.00         | $21200.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $1368208.00        | $233740.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $5748.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.0000%  | 0.0000% | $1015310.00        | $64150.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%  | 0.0000% | $1991.00           | $285.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.5000%  | 0.0000% | $53604.00          | $5256.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $17876.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $420865.00         | $83666.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $373052.00         | $60038.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%  | 0.0000% | $1439282.00        | $335826.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 5.0000%  | 0.0000% | $2787684.00        | $1034291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.0000%  | 0.0000% | $84590.00          | $10193.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 5.5000%  | 0.0000% | $1304884.00        | $33268.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-03-01      | 2.5000%  | 0.0000% | $13462994.00       | $94561.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 3.5000%  | 0.0000% | $160000.00         | $22102.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $635276.00         | $24678.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $1575000.00        | $12041.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-01      | 6.5000%  | 0.0000% | $1944.00           | $0.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 5.5000%  | 0.0000% | $1524652.00        | $12585.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 5.5000%  | 0.0000% | $5750294.00        | $37165.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $350151.00         | $35896.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 7.0000%  | 0.0000% | $315000.00         | $5937.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 5.0000%  | 0.0000% | $5700000.00        | $253008.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 4.5000%  | 0.0000% | $5860291.00        | $319014.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 4.5000%  | 0.0000% | $96000.00          | $5396.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 5.0000%  | 0.0000% | $1679000.00        | $106345.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $524998.00         | $41030.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%  | 0.0000% | $1937345.00        | $9363.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.0000%  | 0.0000% | $890294.00         | $116594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 2.5000%  | 0.0000% | $2205919.00        | $532847.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 2.5000%  | 0.0000% | $612330.00         | $148712.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.0000%  | 0.0000% | $225000.00         | $31720.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%  | 0.0000% | $357000.00         | $53422.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $1488002.00        | $225719.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.0000%  | 0.0000% | $1007002.00        | $98003.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.0000%  | 0.0000% | $2011379.00        | $401538.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $2881.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.0000%  | 0.0000% | $12874984.00       | $1800252.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 3.0000%  | 0.0000% | $228902.00         | $24923.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $315000.00         | $49531.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 3.5000%  | 0.0000% | $483040.00         | $68227.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $5590.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 3.5000%  | 0.0000% | $20812302.00       | $3922257.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 3.0000%  | 0.0000% | $304000.00         | $84591.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.5000%  | 0.0000% | $57997.00          | $10038.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $292920.00         | $74410.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $1110.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 5.5000%  | 0.0000% | $3117884.00        | $288574.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $15970829.00       | $3780790.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.5000%  | 0.0000% | $184000.00         | $43074.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $7736368.00        | $6527257.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 3.0000%  | 0.0000% | $230000.00         | $34051.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $14000.00          | $8384.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 2.0000%  | 0.0000% | $9000.00           | $5867.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $257514.00         | $134813.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.5000%  | 0.0000% | $1497980.00        | $880527.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $8443632.00        | $5163376.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $3990700.00        | $659142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $2525000.00        | $678176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $364000.00         | $99682.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 3.5000%  | 0.0000% | $5544472.00        | $2366350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.0000%  | 0.0000% | $759628.00         | $420054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $8000.00           | $5643.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $66173.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $138000.00         | $88329.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1052599.00        | $713494.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1928890.00        | $1429917.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $37000.00          | $25155.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $239000.00         | $189745.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $17348827.00       | $14005002.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $27002.00          | $19571.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.5000%  | 0.0000% | $67300.00          | $44353.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $1321268.00        | $851748.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $95544.00          | $72834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 6.0000%  | 0.0000% | $44000.00          | $31591.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.0000%  | 0.0000% | $2325000.00        | $1491372.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%  | 0.0000% | $25994.00          | $19369.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $476330.00         | $354073.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1168000.00        | $786832.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 5.0000%  | 0.0000% | $2978701.00        | $2013974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $11923.00          | $8302.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1313890.00        | $995575.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $96877.00          | $64333.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $8000.00           | $5373.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.5000%  | 0.0000% | $413992.00         | $306659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $128603.00         | $95679.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $199000.00         | $131250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $86000.00          | $62843.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $299000.00         | $238036.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $390835.00         | $267666.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1268914.00        | $981049.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 3.5000%  | 0.0000% | $130000.00         | $107459.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $89000.00          | $68965.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $565780.00         | $440452.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $805605.00         | $676250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $9338405.00        | $7593411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 5.0000%  | 0.0000% | $24034240.00       | $18038194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $51000.00          | $44591.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1624000.00        | $1355239.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $3799000.00        | $2741651.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $2042528.00        | $1558688.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $79766.00          | $66221.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $5055500.00        | $3898676.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 4.5000%  | 0.0000% | $920000.00         | $807817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $3803000.00        | $3267210.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 2.5000%  | 0.0000% | $784000.00         | $596121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $583908.00         | $50626.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $35800.00          | $5154.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 2.5000%  | 0.0000% | $7530516.00        | $1360145.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $309999.00         | $53769.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 2.5000%  | 0.0000% | $10355000.00       | $2219424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $2686000.00        | $513268.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $304140.00         | $141754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 4.0000%  | 0.0000% | $210000.00         | $179098.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $44699.00          | $40606.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $3264000.00        | $3016011.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $2407000.00        | $2184168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $1022.00           | $467.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $99000.00          | $49505.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1860000.00        | $995516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $702000.00         | $437888.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1095000.00        | $708296.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1400000.00        | $988373.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $2586865.00        | $1900654.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $1854486.00        | $995811.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $177900.00         | $74518.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $2109300.00        | $959876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $14000.00          | $6154.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.0000%  | 0.0000% | $1497289.00        | $888476.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $683892.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $749254.00         | $467165.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $9298263.00        | $5861738.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $52000.00          | $31433.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.5000%  | 0.0000% | $13000.00          | $5839.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $2048981.00        | $1224527.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $2602000.00        | $1606024.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $270001.00         | $168148.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $301018.00         | $188872.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $811135.00         | $586937.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $3518997.00        | $2248183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $75641.00          | $48996.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $13182942.00       | $8549398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $4111766.00        | $2691769.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $405998.00         | $274313.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $73746.00          | $49149.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5146.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $8550000.00        | $6000093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $9831632.00        | $6961162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $322965.00         | $240264.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $125000.00         | $90317.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $257868.00         | $196589.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $18423762.00       | $14182111.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.0000%  | 0.0000% | $16977.00          | $12737.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $625000.00         | $493336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $525000.00         | $317807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $63006.00          | $50329.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $109000.00         | $79436.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $15000.00          | $9724.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $32726.00          | $21464.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $305335.00         | $232996.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.5000%  | 0.0000% | $7238000.00        | $6006381.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $4873360.00        | $3137960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $271529.00         | $173449.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1027570.00        | $637717.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $8419388.00        | $5316856.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.0000%  | 0.0000% | $18991.00          | $16761.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 4.5000%  | 0.0000% | $27903.00          | $24764.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 7.5000%  | 0.0000% | $10000.00          | $5206.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $28000.00          | $24482.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $22396.00          | $13506.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $20098.00          | $12545.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 3.5000%  | 0.0000% | $17000.00          | $15123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $23000.00          | $15103.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $7011.00           | $5083.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $40731000.00       | $33807598.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $499000.00         | $406683.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $8907138.00        | $7301300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $198997.00         | $61974.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $3650000.00        | $1294912.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $4741410.00        | $1511050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $202073.00         | $94168.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $252895.00         | $126080.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $542000.00         | $288244.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.0000%  | 0.0000% | $104859.00         | $56513.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $1064772.00        | $644235.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $14976000.00       | $8752562.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $698000.00         | $386380.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $300000.00         | $168460.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $496127.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $433689.00         | $229868.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $100000.00         | $55193.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $1749918.00        | $1188767.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $481186.00         | $288476.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $9013.00           | $5671.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $67047.00          | $40097.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $60000.00          | $38153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $38823000.00       | $22980019.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $89031.00          | $52309.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1784002.00        | $1237871.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $443574.00         | $323609.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $92000.00          | $62895.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $156083.00         | $122326.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $400.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $358692.00         | $220370.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4477776.00        | $3658442.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1472744.00        | $965305.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $2589070.00        | $2003697.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $10000.00          | $8958.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $13136.00          | $10188.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $15136.00          | $12114.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $4696877.00        | $3387545.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $10838000.00       | $8162133.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $3444000.00        | $2626384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2943762.00        | $2520927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1810634.00        | $1241718.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $82647.00          | $69853.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $2563317.00        | $1580483.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $660961.00         | $491248.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $244410.00         | $188047.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $75638.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $25402208.00       | $19294767.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $65999.00          | $34763.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $7650.00           | $5969.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $923151.00         | $610960.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $7000.00           | $6295.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2258624.00        | $1722730.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $8000.00           | $7299.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1194706.00        | $1183415.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $15000.00          | $14976.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1305284.00        | $1317724.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 5.0000%  | 0.0000% | $4258293.00        | $959184.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.5000%  | 0.0000% | $168000.00         | $75803.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $1075000.00        | $523131.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $67339639.00       | $20871500.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $250000.00         | $115821.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $1500000.00        | $747088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $2772000.00        | $1323561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $5082220.00        | $2995512.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $192546.00         | $102869.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5402.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $3005172.00        | $1885021.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $683075.00         | $391054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $863995.00         | $501503.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $660008.00         | $377895.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $366494.00         | $214570.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $500000.00         | $298885.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $1578946.00        | $947656.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $292322.00         | $196880.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $26828.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $370753.00         | $227835.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $4606012.00        | $3449886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $8000.00           | $5396.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $10291088.00       | $7163551.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $263082.00         | $179461.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $2499000.00        | $1877245.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $21164620.00       | $18923832.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $15300988.00       | $11797710.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $51007.00          | $38706.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $82472505.00       | $66228109.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $5519017.00        | $4991671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 2.0000%  | 0.0000% | $1599000.00        | $697082.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 4.5000%  | 0.0000% | $145167.00         | $94959.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 2.0000%  | 0.0000% | $14984501.00       | $7936760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $46824177.00       | $24835304.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 1.5000%  | 0.0000% | $1480000.00        | $504190.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $200000.00         | $132650.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $32000.00          | $22527.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $6436079.00        | $4780015.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $8000.00           | $7721.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $7780185.00        | $6087290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4278529.00        | $3651209.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $5035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 6.5000%  | 0.0000% | $7029093.00        | $32946.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 4.5000%  | 0.0000% | $3376938.00        | $452048.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.0000%  | 0.0000% | $1354296.00        | $136703.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-09-01      | 4.0000%  | 0.0000% | $5497998.00        | $523950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $10016093.00       | $27895.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $48489.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $156766.00         | $26377.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1398181.00        | $202327.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 2.5000%  | 0.0000% | $104760.00         | $26089.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $203000.00         | $27739.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.0000%  | 0.0000% | $1813000.00        | $193581.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 4.0000%  | 0.0000% | $11579468.00       | $2578533.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1125000.00        | $144306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $168000.00         | $35554.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $169000.00         | $24746.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $140063.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.5000%  | 0.0000% | $527000.00         | $47148.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 5.0000%  | 0.0000% | $5850464.00        | $50643.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 6.5000%  | 0.0000% | $7939993.00        | $80780.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 6.0000%  | 0.0000% | $4901811.00        | $40272.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 5.5000%  | 0.0000% | $76997000.00       | $515793.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $15860.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1327656.00        | $491915.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1029785.00        | $1030248.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1111569.00        | $1045806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 4.0000%  | 0.0000% | $110736.00         | $81848.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1037780.00        | $966014.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1018848.00        | $644046.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1065500.00        | $1091993.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1428607.00        | $1362869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1301922.00        | $1232114.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $4131560.00        | $3738356.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1389232.00        | $1307762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $294024.00         | $188061.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $627441.00         | $547842.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $179262.00         | $183340.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $6003.00           | $6025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $3049362.00        | $3062523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $5924220.00        | $5545693.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $2431612.00        | $2271752.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $415551.00         | $404059.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1130713.00        | $960857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2607942.00        | $2639799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $125339.00         | $128337.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $915060.00         | $854306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $3057816.00        | $2897871.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $39939520.00       | $39129711.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $6087144.00        | $6263311.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1046620.00        | $849152.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $5917097.00        | $6113262.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $877152.00         | $901672.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1002318.00        | $965956.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $341167.00         | $338035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $35643440.00       | $35219307.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1999800.00        | $1931909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $5292230.00        | $5208448.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $5844340.00        | $5837396.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1130402.00        | $1120338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $3377501.00        | $3321799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1272058.00        | $1224792.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1004584.00        | $965958.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1353310.00        | $1303049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1360000.00        | $278126.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $500682.00         | $118508.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $110000.00         | $15500.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 4.0000%  | 0.0000% | $1766902.00        | $40523.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 4.0000%  | 0.0000% | $398477.00         | $97327.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $22104212.00       | $3829427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $225000.00         | $28105.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 5.0000%  | 0.0000% | $4081050.00        | $504439.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 3.0000%  | 0.0000% | $959000.00         | $144510.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $209351.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $748000.00         | $139629.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $123000.00         | $32841.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 3.0000%  | 0.0000% | $2886000.00        | $143093.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $21720.00          | $5080.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 4.5000%  | 0.0000% | $650000.00         | $169308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $24638880.00       | $6026290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $600000.00         | $115386.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $62468.00          | $10445.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $4335000.00        | $1256628.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $8750544.00        | $2505771.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $540000.00         | $72536.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $74142.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $9509184.00        | $803674.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $2296997.00        | $401416.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $846022.00         | $239246.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1899000.00        | $714640.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $2723196.00        | $1272185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $104900.00         | $57843.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $275000.00         | $152298.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $43295.00          | $23947.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.0000%  | 0.0000% | $55000.00          | $30149.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $99000.00          | $48278.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $299000.00         | $168043.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.9400%  | 0.0000% | $1382.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $991481.00         | $564540.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $48000.00          | $27153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $200000.00         | $124096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1140464.00        | $719334.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $350001.00         | $216766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $125000.00         | $76998.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $650000.00         | $417289.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $59856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1890412.00        | $1805293.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $2072880.00        | $1845625.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $90000.00          | $55738.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $2621604.00        | $1713279.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $620060.00         | $440820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $6149931.00        | $3785168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1230000.00        | $787739.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $25033625.00       | $16145641.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $19899000.00       | $13799131.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $984083.00         | $677484.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $122479.00         | $84615.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1953137.00        | $1408068.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $171767.00         | $119827.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 3.0000%  | 0.0000% | $44000.00          | $36321.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $250000.00         | $164856.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 3.5000%  | 0.0000% | $400777.00         | $344682.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $3113092.00        | $2696080.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $2675964.00        | $2545339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $1309000.00        | $299509.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $390036.00         | $67118.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $107002.00         | $11991.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $17789940.00       | $3745139.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $383342.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $2760489.00        | $1105340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $312227.00         | $80209.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $85000.00          | $33313.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1998000.00        | $680362.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $199000.00         | $101111.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $10000.00          | $5081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $936121.00         | $561192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $50000.00          | $26086.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $613196.00         | $343493.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 2.5000%  | 0.0000% | $389000.00         | $231087.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $52803968.00       | $27221111.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $1971566.00        | $1001578.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $16591000.00       | $10377060.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $12290.00          | $6384.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $12676912.00       | $7308188.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1182298.00        | $706260.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $13001808.00       | $7607298.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $851177.00         | $547823.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $122914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $84910.00          | $55620.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $24646464.00       | $16003831.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $457209.00         | $280999.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $71000.00          | $42696.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $118000.00         | $68160.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $51000.00          | $31685.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $2239621.00        | $1534488.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $3355224.00        | $2123826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $800000.00         | $546261.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1025000.00        | $687386.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $77000.00          | $51814.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 3.5000%  | 0.0000% | $51922693.00       | $34577072.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1950673.00        | $1430814.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $22229934.00       | $14950776.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1208000.00        | $845123.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $110334116.00      | $75780125.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $118700.00         | $89849.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $50085792.00       | $34272972.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $55000.00          | $39527.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $88451098.00       | $63452633.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1104000.00        | $806630.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $67707.00          | $57091.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5334.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $5980803.00        | $4814470.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.0000%  | 0.0000% | $14000.00          | $11407.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $241239.00         | $204099.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $650000.00         | $517792.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $786153.00         | $590945.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $198000.00         | $150639.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $1010502.00        | $876921.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $33253.00          | $27070.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $613000.00         | $541897.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $324000.00         | $305870.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $2996732.00        | $2888229.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $7064235.00        | $6754614.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $6000.00           | $5782.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $2003480.00        | $1931914.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $999900.00         | $965955.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $420417.00         | $427259.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $130000.00         | $114537.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $11669150.00       | $10701783.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $55000.00          | $45152.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.0000%  | 0.0000% | $45000.00          | $37003.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $884714.00         | $821826.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $48748052.00       | $44342735.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $32000.00          | $27552.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $33016253.00       | $32794879.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $38000.00          | $34644.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $2126312.00        | $2028665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2442998.00        | $2304909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $30457144.00       | $30838237.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2515912.00        | $2117071.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1526000.00        | $1332249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $25535627.00       | $26045113.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $2063650.00        | $1809899.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.0000%  | 0.0000% | $20392521.00       | $20235737.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $71990.00          | $74333.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.5000%  | 0.0000% | $8982600.00        | $2085078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $130000.00         | $29617.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $55000.00          | $11491.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 2.5000%  | 0.0000% | $2773210.00        | $990202.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $900000.00         | $256558.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $2124708.00        | $883115.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 5.0000%  | 0.0000% | $289990.00         | $85457.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $2929910.00        | $1168319.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $850000.00         | $440864.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $211000.00         | $100414.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $58000.00          | $8395.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $269997.00         | $149500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $53280.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1323367.00        | $649032.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $36203.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $850000.00         | $468031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $7278008.00        | $3353153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $399047.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 5.0000%  | 0.0000% | $159142.00         | $50844.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $48000.00          | $14863.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $2792290.00        | $1505122.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $3357004.00        | $1601403.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $40000.00          | $23111.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $751000.00         | $367297.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $41000.00          | $23602.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $301688.00         | $191419.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 2.5000%  | 0.0000% | $197577.00         | $114654.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $298000.00         | $144271.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1331316.00        | $786664.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $159189.00         | $80018.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $157456.00         | $105123.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $105000.00         | $59650.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $393540.00         | $274089.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1627000.00        | $982454.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $249000.00         | $142758.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1200000.00        | $769761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $35000.00          | $22911.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $937660.00         | $690473.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $110000.00         | $79568.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $47997.00          | $29615.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $145813.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $2476970.00        | $1575705.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $86910.00          | $58591.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $111087.00         | $80179.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1688000.00        | $1246947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $5043970.00        | $3417210.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $600021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $176000.00         | $125813.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $140116.00         | $94768.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2899000.00        | $2090250.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $2930000.00        | $1949007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $86319.00          | $51458.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $211534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $133866.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $302216.00         | $222124.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $28802613.00       | $19749549.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2544787.00        | $1868887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $2622435.00        | $1917209.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $10000.00          | $6554.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $13287244.00       | $8344302.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1728822.00        | $1137246.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $3937773.00        | $2891827.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 6.0000%  | 0.0000% | $98000.00          | $66181.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $76000.00          | $47831.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $1092850.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $240000.00         | $189993.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $2351793.00        | $1715689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $145200.00         | $102721.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $496997.00         | $340463.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3722189.00        | $2670380.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $253618.00         | $192314.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $16628830.00       | $13032870.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $185000.00         | $145420.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $200000.00         | $131429.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $47630.00          | $37941.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $722928.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $300000.00         | $219326.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $137529.00         | $117123.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $587693.00         | $477073.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $855384.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 2.0000%  | 0.0000% | $100000.00         | $74723.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $36565331.00       | $28651313.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $39913.00          | $33392.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $39001.00          | $32615.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2620830.00        | $2450666.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $8578768.00        | $8348752.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1744112.00        | $1788686.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $34285950.00       | $34872268.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 5.5000%  | 0.0000% | $19350074.00       | $93263.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.5000%  | 0.0000% | $1301153.00        | $16387.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 6.0000%  | 0.0000% | $5525055.00        | $49809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $342237.00         | $10642.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $1659956.00        | $54501.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 5.0000%  | 0.0000% | $1804744.00        | $9082.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 6.5000%  | 0.0000% | $4034700.00        | $29125.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%  | 0.0000% | $49132.00          | $6107.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 4.5000%  | 0.0000% | $856559.00         | $24324.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 4.0000%  | 0.0000% | $244000.00         | $22423.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 3.0000%  | 0.0000% | $1176000.00        | $102879.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.0000%  | 0.0000% | $5999000.00        | $590004.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $597124.00         | $94604.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $472629.00         | $88533.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $44682.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1357126.00        | $766363.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1359000.00        | $779583.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1100229.00        | $67416.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $1230267.00        | $519433.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $4800999.00        | $1636345.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1725740.00        | $858535.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $621712.00         | $263327.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 1.5000%  | 0.0000% | $439000.00         | $242464.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $1408037.00        | $751500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $3924000.00        | $2307286.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $1132000.00        | $963989.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $21051335.00       | $13238954.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $721000.00         | $498215.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $953010.00         | $692589.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 3.5000%  | 0.0000% | $61001.00          | $34077.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $196494.00         | $143950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $145000.00         | $101258.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $36173.00          | $25834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $52000.00          | $40026.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $33928.00          | $26983.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $51354741.00       | $35474621.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $49000.00          | $34206.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $16937169.00       | $9671226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 3.0000%  | 0.0000% | $166245.00         | $126781.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $65000.00          | $51637.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $25109179.00       | $19746245.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $420088.00         | $335785.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $10283000.00       | $8239661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $785000.00         | $579003.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 6.0000%  | 0.0000% | $85000.00          | $44987.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $65999.00          | $54687.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 4.5000%  | 0.0000% | $7000.00           | $6229.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $8336320.00        | $7273299.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $2428000.00        | $1949272.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $315413.00         | $222445.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $450000.00         | $405408.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $293997.00         | $271498.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $85000.00          | $63123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $32000.00          | $26997.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $47445.00          | $41349.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $76307.00          | $74008.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $5388053.00        | $4812973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $12000.00          | $11721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $4928391.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $22308215.00       | $21550851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 6.5000%  | 0.0000% | $725000.00         | $9665.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 5.0000%  | 0.0000% | $255000.00         | $10700.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $12501840.00       | $477022.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $5467926.00        | $295684.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $65000.00          | $5533.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $4595224.00        | $3890332.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $101000.00         | $95007.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $2881752.00        | $2766331.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1216406.00        | $1224486.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $3003609.00        | $2358375.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $2285248.00        | $2075200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $10543264.00       | $10130797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $342910.00         | $319802.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $635165.00         | $620203.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2520480.00        | $2495083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $389493.00         | $383054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1217948.00        | $1257386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1288911.00        | $1271671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $318330.00         | $317463.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $520388.00         | $502377.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $8005.00           | $8173.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1904855.00        | $1853723.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $529849.00         | $542240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $680020.00         | $669538.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $8666085.00        | $7024435.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $6936350.00        | $7039228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $20097640.00       | $20420438.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $3305452.00        | $3263346.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $4331100.00        | $4266184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $24150.00          | $24807.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%  | 0.0000% | $39153.00          | $32611.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $3542912.00        | $2914956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $33000.00          | $27471.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $730346.00         | $559885.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3673248.00        | $2911929.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $4015330.00        | $3767431.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $24978840.00       | $25116583.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 3.5000%  | 0.0000% | $194533.00         | $173631.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $3139912.00        | $3137714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $25233512.00       | $24418734.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $39790272.00       | $39365966.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $63467563.00       | $65040416.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $30901433.00       | $32004027.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $447657.00         | $459389.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $217000.00         | $184606.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $14901644.00       | $13033452.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1275534.00        | $1184737.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $705236.00         | $658363.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $28597000.00       | $25890968.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $10107343.00       | $9118566.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $10200.00          | $9339.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $6358912.00        | $4934019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1523040.00        | $1399880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.5000%  | 0.0000% | $380198.00         | $363379.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $30129.00          | $29547.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $112775.00         | $117171.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $733806.00         | $677651.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $11109.00          | $11440.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $578593.00         | $556637.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $18190625.00       | $18031997.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $1748379.00        | $1636842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $32191566.00       | $28414999.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5382020.00        | $5300538.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $5352536.00        | $5170817.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $149864192.00      | $148042393.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $1003893.00        | $965956.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $3834568.00        | $3692107.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $29728658.00       | $29725834.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $3015891.00        | $2897862.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2877539.00        | $2946775.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $78276.00          | $76941.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $260747.00         | $262594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2216452.00        | $2251749.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1143935.00        | $1162685.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $5852049.00        | $5926728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1928144.00        | $1913436.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $4919088.00        | $4888869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $119415.00         | $121009.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $21970328.00       | $22133443.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $362414.00         | $370782.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $999900.00         | $965955.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2319650.00        | $2304019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $7256487.00        | $7184355.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $1094994.00        | $77843.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $592181.00         | $46545.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $59168.00          | $5372.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.5000%  | 0.0000% | $694998.00         | $40165.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $195168.00         | $24473.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-15      | 3.5000%  | 0.0000% | $181914.00         | $23948.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-15      | 3.5000%  | 0.0000% | $1059062.00        | $58440.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-15      | 3.5000%  | 0.0000% | $1643114.00        | $70483.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.0000%  | 0.0000% | $3031780.00        | $316547.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-20      | 4.0000%  | 0.0000% | $1195000.00        | $60473.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.5000%  | 0.0000% | $3054936.00        | $129652.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $4806000.00        | $259410.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 3.0000%  | 0.0000% | $443000.00         | $41476.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $371474.00         | $32073.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 4.0000%  | 0.0000% | $570998.00         | $32794.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 6.0000%  | 0.0000% | $1260000.00        | $74973.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 5.5000%  | 0.0000% | $232500.00         | $12639.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.0000%  | 0.0000% | $90231.00          | $5613.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 6.0000%  | 0.0000% | $230000.00         | $18750.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 6.0000%  | 0.0000% | $79000.00          | $6316.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.0000%  | 0.0000% | $6245664.00        | $628975.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $343000.00         | $35785.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $3228900.00        | $219460.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 5.0000%  | 0.0000% | $429664.00         | $31740.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.0000%  | 0.0000% | $5202112.00        | $582206.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 5.0000%  | 0.0000% | $146998.00         | $9147.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $99998.00          | $8399.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 5.5000%  | 0.0000% | $119231.00         | $10863.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 4.5000%  | 0.0000% | $171982.00         | $12479.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 4.0000%  | 0.0000% | $97000.00          | $8545.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 6.0000%  | 0.0000% | $1041000.00        | $95427.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 6.0000%  | 0.0000% | $291000.00         | $35178.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $3952370.00        | $505057.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $935000.00         | $136899.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.5000%  | 0.0000% | $7692792.00        | $703045.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 6.0000%  | 0.0000% | $2768506.00        | $408060.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 5.5000%  | 0.0000% | $520930.00         | $43825.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 6.0000%  | 0.0000% | $497559.00         | $68472.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.5000%  | 0.0000% | $114480.00         | $18661.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 5.0000%  | 0.0000% | $895963.00         | $92837.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 6.0000%  | 0.0000% | $1588515.00        | $246818.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 5.5000%  | 0.0000% | $1035935.00        | $115777.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 5.0000%  | 0.0000% | $135671.00         | $9813.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 6.0000%  | 0.0000% | $533801.00         | $104060.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 6.5000%  | 0.0000% | $462830.00         | $61944.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 6.0000%  | 0.0000% | $489000.00         | $80030.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 6.0000%  | 0.0000% | $1121000.00        | $73764.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 6.5000%  | 0.0000% | $65934.00          | $10583.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 4.5000%  | 0.0000% | $1119860.00        | $69901.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $19028172.00       | $1072065.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $9542950.00        | $723893.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 5.5000%  | 0.0000% | $69941.00          | $5925.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.0000%  | 0.0000% | $9998674.00        | $858502.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 6.5000%  | 0.0000% | $110995.00         | $8572.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.5000%  | 0.0000% | $80219.00          | $12835.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $13926.00          | $6632.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $63077.00          | $30543.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 5.0000%  | 0.0000% | $157000.00         | $55827.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $2678480.00        | $374998.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.0000%  | 0.0000% | $80000.00          | $12352.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 5.5000%  | 0.0000% | $122000.00         | $34402.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.0000%  | 0.0000% | $1007883.00        | $613399.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $45000.00          | $27716.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $157569.00         | $81440.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $17000.00          | $7935.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $4691890.00        | $2481364.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $23000.00          | $11085.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 6.0000%  | 0.0000% | $223646.00         | $54635.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 5.0000%  | 0.0000% | $65000.00          | $25808.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $266966.00         | $152449.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $10010.00          | $5863.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $4900000.00        | $3053200.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 4.5000%  | 0.0000% | $1985530.00        | $474929.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-15      | 7.0000%  | 0.0000% | $8955554.00        | $9046394.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-15      | 6.5000%  | 0.0000% | $2269425.00        | $2295031.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-15      | 7.0000%  | 0.0000% | $8229151.00        | $8178457.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-15      | 7.5000%  | 0.0000% | $4534269.00        | $4354218.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $21809664.00       | $1048348.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $221723.00         | $8223.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $1067.00           | $3.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $1384922.00        | $89667.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 6.0000%  | 0.0000% | $1991980.00        | $301525.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $1001.00           | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 6.5000%  | 0.0000% | $5989850.00        | $509265.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.5000%  | 0.0000% | $4101065.00        | $1095441.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 4.0000%  | 0.0000% | $1272795.00        | $117627.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $55700.00          | $56753.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $14320400.00       | $10499408.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $279500.00         | $280449.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $53000.00          | $53028.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $18400.00          | $18227.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $446200.00         | $441400.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1589000.00        | $1580802.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $178800.00         | $182547.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $581600.00         | $609797.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $4132900.00        | $4156755.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $78258600.00       | $81064646.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $500.00            | $511.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $105200.00         | $106960.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $7188400.00        | $7238879.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $210500.00         | $211866.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $100000.00         | $102115.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $96200.00          | $97515.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $42656700.00       | $43693961.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $125118100.00      | $127016425.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $121900100.00      | $123379772.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $800.00            | $795.00            | U.S. Treasuries (including strips) |

### Security 314: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR104400, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1044007791568CG
- **C.18 - Value (incl. sponsor support):** $2554997189.50
- **C.18.a - Value (excl. sponsor support):** $2554997189.50
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $4975300.00        | $5244905.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $2000.00           | $1987.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $843600.00         | $792122.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $913636800.00      | $865302201.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $1669800.00        | $1695457.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $260319200.00      | $267467375.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $166144000.00      | $167200045.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $666377100.00      | $675758465.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $102400.00         | $102827.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $621880100.00      | $622534509.00      | U.S. Treasuries (including strips) |

### Security 315: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR104404, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104404779156ECG
- **C.18 - Value (incl. sponsor support):** $2964996738.50
- **C.18.a - Value (excl. sponsor support):** $2964996738.50
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $664100.00         | $686156.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $165.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $135.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $852947500.00      | $844024651.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $16823200.00       | $16549550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $19702100.00       | $19252039.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $49999900.00       | $48462203.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $164117700.00      | $162069019.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $625544000.00      | $716963517.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $597691600.00      | $597959363.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $36550000.00       | $36787130.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $17563600.00       | $18058676.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $6300.00           | $6360.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 3.7514%  | 0.0000% | $322400.00         | $324460.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $21545400.00       | $21685550.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $128337700.00      | $128460904.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $406836800.00      | $413009436.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $1211.00           | $686.00            | U.S. Treasuries (including strips) |

### Security 316: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10470B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR10470B779156BAR
- **C.18 - Value (incl. sponsor support):** $3419996922.00
- **C.18.a - Value (excl. sponsor support):** $3419996922.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $1711200.00        | $1689536.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $37014400.00       | $36725799.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-14      | 0.0000%  | 0.0000% | $1770000.00        | $1767680.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $25000000.00       | $24914375.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $59265000.00       | $57389381.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $30636700.00       | $12028060.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $200.00            | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $316.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $9015300.00        | $14243987.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $8824800.00        | $8739654.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $295.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $23604200.00       | $18102451.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $92527200.00       | $71977474.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $4247500.00        | $3297911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1012900.00        | $773146.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $212093600.00      | $132334488.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $22042500.00       | $22732354.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $814619200.00      | $1083863550.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $80492400.00       | $99652216.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $138.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $242.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $150688000.00      | $141523863.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $50000.00          | $49236.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $8341100.00        | $9560870.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $147478000.00      | $154819307.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1399900.00        | $1433769.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $8001700.00        | $8149605.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $123750800.00      | $127202095.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1900.00           | $1924.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $13130000.00       | $13299296.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $256767700.00      | $258469556.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $14873600.00       | $14824874.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $63.00             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $112.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $45.00             | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $51.00             | $37.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $28.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $61386800.00       | $39593135.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $133875517.00      | $81684950.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $23117105.00       | $19234795.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $28.00             | $21.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $48.00             | $35.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $53.00             | $53.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $62258600.00       | $61410202.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $80670051.00       | $78132736.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $377157217.00      | $344304938.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $48556085.00       | $44764729.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $101162118.00      | $91456928.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $244800512.00      | $219063900.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $71523000.00       | $62712725.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $83.00             | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $173.00            | $142.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $31.00             | $18.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $148.00            | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $30.00             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $131.00            | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $27.00             | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $61.00             | $31.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $36.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $377.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $19999984.00       | $9027333.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $124609787.00      | $55500950.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $58000000.00       | $24276828.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $91.00             | $38.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $179.00            | $72.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $98600173.00       | $38370454.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $169.00            | $57.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $29.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $82.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $48.00             | $14.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $30.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $61.00             | $18.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $81.00             | $23.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $93.00             | $22.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $81.00             | $19.00             | U.S. Treasuries (including strips) |

### Security 317: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10470F, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR10470F779156DCG
- **C.18 - Value (incl. sponsor support):** $1974998815.00
- **C.18.a - Value (excl. sponsor support):** $1974998815.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $1441500.00        | $1375350.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $51682900.00       | $49068004.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $173600.00         | $172267.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $138908300.00      | $139431984.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $166687000.00      | $187141709.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $3400.00           | $3410.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $519748400.00      | $516857243.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $303283100.00      | $308735572.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $8789100.00        | $8786056.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $807214600.00      | $802928290.00      | U.S. Treasuries (including strips) |

### Security 318: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR104AE3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104AE3779156ACG
- **C.18 - Value (incl. sponsor support):** $493678406.00
- **C.18.a - Value (excl. sponsor support):** $493678406.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $3100.00           | $3041.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $8190900.00        | $8127998.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $158900.00         | $159376.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $81518800.00       | $81065343.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $414667700.00      | $414524088.00      | U.S. Treasuries (including strips) |

### Security 319: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR104B1C, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR104B1C7791562HS
- **C.18 - Value (incl. sponsor support):** $1235000000.00
- **C.18.a - Value (excl. sponsor support):** $1235000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 5.0000%  | 0.0000% | $4993024.00        | $47153.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2036-02-25      | 2.0000%  | 0.0000% | $2035000.00        | $1619341.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 4.0000%  | 0.0000% | $4999000.00        | $144968.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 3.5000%  | 0.0000% | $1334040.00        | $96464.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-03-01      | 3.5000%  | 0.0000% | $52954944.00       | $5691089.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 3.5000%  | 0.0000% | $582000.00         | $36621.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-06-01      | 4.5000%  | 0.0000% | $32694848.00       | $8219280.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-03-01      | 2.5000%  | 0.0000% | $32166528.00       | $22965071.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 4.5000%  | 0.0000% | $73000.00          | $70322.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 6.5000%  | 0.0000% | $59010048.00       | $58610526.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $8654000.00        | $5679829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.0000%  | 0.0000% | $600000.00         | $415082.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $24056864.00       | $16255896.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $25000.00          | $17433.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 3.5000%  | 0.0000% | $43000.00          | $31989.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $213444.00         | $137437.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $4434600.00        | $1562822.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $1843810.00        | $1132229.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $15318240.00       | $8616008.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.0000%  | 0.0000% | $4482656.00        | $1856000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $4734720.00        | $3650396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $1525316.00        | $1508856.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1231840.00        | $858495.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $3064110.00        | $3186655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%  | 0.0000% | $3008104.00        | $2272588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $1184028.00        | $1188760.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $3169772.00        | $2197916.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $1337574.00        | $1120632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $2628000.00        | $2066702.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-06-30      | 1.9400%  | 0.0000% | $5000000.00        | $4526905.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 2.1000%  | 0.0000% | $12500000.00       | $8831375.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-01-25      | 3.7500%  | 0.0000% | $20000000.00       | $20027880.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%  | 0.0000% | $5973000.00        | $4702526.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-04-04      | 4.0000%  | 0.0000% | $1656000.00        | $1486503.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-03-27      | 3.8750%  | 0.0000% | $20000000.00       | $20008291.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 3.0000%  | 0.0000% | $17641632.00       | $4492048.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.0000%  | 0.0000% | $525882.00         | $264761.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%  | 0.0000% | $200795.00         | $114953.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $2262672.00        | $1315599.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $50000000.00       | $37202894.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $15994688.00       | $11088558.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $3135944.00        | $2583700.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-01-01      | 5.0000%  | 0.0000% | $15000000.00       | $14654041.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $3122232.00        | $2296789.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $108568000.00      | $83035303.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $3030341.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2640995.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $2080000.00        | $1725310.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 6.6250%  | 0.0000% | $1945000.00        | $2210669.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-17      | 0.0000%  | 0.0000% | $1274000.00        | $1043110.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $147000.00         | $122181.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 3.0000%  | 0.0000% | $2313000.00        | $37745.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $467997.00         | $73043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $2376352.00        | $408927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.5000%  | 0.0000% | $34486720.00       | $8698741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.5000%  | 0.0000% | $323000.00         | $42813.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 5.5000%  | 0.0000% | $4067872.00        | $29320.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $3350748.00        | $1763476.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.0000%  | 0.0000% | $1188306.00        | $841855.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $3997356.00        | $3847959.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%  | 0.0000% | $1074332.00        | $236769.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 7.0000%  | 0.0000% | $1110000.00        | $868330.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $7101344.00        | $4924914.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $2500324.00        | $2520966.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $9743152.00        | $8879904.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $1000934.00        | $1000027.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1505388.00        | $1366146.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $1556020.00        | $1519225.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1452172.00        | $1323198.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $13000.00          | $13131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $3653496.00        | $2774183.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $1188072.00        | $1195960.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $6002952.00        | $5557971.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $2320844.00        | $2371157.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $2214252.00        | $1516498.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1230278.00        | $1277842.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1689732.00        | $1496418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 7.0000%  | 0.0000% | $1123580.00        | $1052684.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $2136010.00        | $2206491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $6362168.00        | $6272412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1658532.00        | $1709860.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1486934.00        | $1515956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1252676.00        | $1052055.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1695534.00        | $1748510.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $4582544.00        | $4440378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2503016.00        | $2210566.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $2621210.00        | $2705559.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1255150.00        | $1273842.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $6113760.00        | $6161248.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 4.0000%  | 0.0000% | $500000.00         | $25567.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $5255832.00        | $4537252.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $4479656.00        | $2997919.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $4029200.00        | $3428234.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $484500.00         | $82436.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $26205408.00       | $21129499.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $5061688.00        | $3753493.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $37849664.00       | $23281122.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $3436700.00        | $3127742.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 4.5000%  | 0.0000% | $16000.00          | $14977.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1032500.00        | $1058684.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $1093424.00        | $1137722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $2419180.00        | $2553062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.5000%  | 0.0000% | $1359462.00        | $1387417.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $2891548.00        | $2986943.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.5000%  | 0.0000% | $1128862.00        | $1153356.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $2227228.00        | $2319218.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 4.5000%  | 0.0000% | $1025000.00        | $882636.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $4911112.00        | $1433390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $1195596.00        | $347212.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $299996.00         | $187728.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $331970.00         | $191193.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $99000.00          | $72763.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $1056720.00        | $716603.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $21316576.00       | $20300515.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $434833.00         | $432496.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $267001.00         | $262792.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-08-01      | 5.3500%  | 0.0000% | $90841.00          | $51374.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 5.6000%  | 0.0000% | $399074.00         | $25645.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.5000%  | 0.0000% | $299000.00         | $30497.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-12-01      | 3.5000%  | 0.0000% | $10557420.00       | $409811.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.5000%  | 0.0000% | $261006.00         | $34814.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-04-01      | 3.5000%  | 0.0000% | $417013.00         | $53643.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $109000.00         | $78135.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5727.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $5247000.00        | $3889582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.5000%  | 0.0000% | $69000.00          | $55342.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.0000%  | 0.0000% | $68000.00          | $54354.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $91265920.00       | $50872771.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 5.0000%  | 0.0000% | $2976664.00        | $2667983.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $58160.00          | $55929.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $8901184.00        | $8873546.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $91058.00          | $91462.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1402698.00        | $1233024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $3783492.00        | $3391001.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $1399384.00        | $636539.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1259472.00        | $1004495.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $6718304.00        | $6158522.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $5212728.00        | $4801658.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $2038952.00        | $1767304.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $15198112.00       | $13298974.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1104758.00        | $1149648.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $6053568.00        | $6051705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 7.0000%  | 0.0000% | $1510246.00        | $1502674.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $35083328.00       | $32617323.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $7365800.00        | $7470873.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2059008.00        | $2082266.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $2074472.00        | $2135823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $6576816.00        | $6700490.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $5667168.00        | $5759317.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.0000%  | 0.0000% | $3819980.00        | $3760384.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $2075964.00        | $2142952.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $2051716.00        | $2016613.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $6099.00           | $5975.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $1243364.00        | $1261732.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1677002.00        | $1710254.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $497000.00         | $498352.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1831928.00        | $1894062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $7055.00           | $6593.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.0000%  | 0.0000% | $6169.00           | $5935.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $631828.00         | $626481.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.5000%  | 0.0000% | $19310080.00       | $19788030.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $17309216.00       | $17861553.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $176283.00         | $161014.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $73276160.00       | $72260777.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $15316.00          | $11045.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $373000.00         | $305332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $23629216.00       | $18190417.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.5000%  | 0.0000% | $20855080.00       | $17681924.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $6010.00           | $5251.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $7310.00           | $6887.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $7513360.00        | $5861512.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $237612.00         | $210068.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1060000.00        | $998478.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $34284400.00       | $32712719.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $100000256.00      | $85957341.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $12058608.00       | $10697645.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $6212.00           | $6082.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $6184.00           | $6101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1552252.00        | $1266885.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.5000%  | 0.0000% | $95001.00          | $90935.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $7409312.00        | $7465020.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $1020100.00        | $1045511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $4586352.00        | $4621890.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $10495360.00       | $10368124.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $1562082.00        | $1588214.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $558929.00         | $567102.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $1933004.00        | $2002335.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $1544840.00        | $1602306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.5000%  | 0.0000% | $3152436.00        | $3213522.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 5.0000%  | 0.0000% | $1396000.00        | $1394502.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 4.5000%  | 0.0000% | $549986.00         | $46233.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 3.0000%  | 0.0000% | $2997264.00        | $376494.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 4.0000%  | 0.0000% | $98000.00          | $9297.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-20      | 5.5000%  | 0.0000% | $847369.00         | $94703.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-02-20      | 3.5000%  | 0.0000% | $379756.00         | $37721.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.0000%  | 0.0000% | $5853000.00        | $4042238.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $12000.00          | $6994.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 4.5000%  | 0.0000% | $1509192.00        | $1312244.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-11-20      | 3.5000%  | 0.0000% | $12892832.00       | $8230913.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $7438768.00        | $7799147.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $1069718.00        | $709542.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $5806992.00        | $5569336.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1042862.00        | $1099482.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1377896.00        | $1446699.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2899872.00        | $3043301.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $4944968.00        | $5062656.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.5000%  | 0.0000% | $4611032.00        | $4911250.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $3699824.00        | $3940718.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1447508.00        | $1508611.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $3738496.00        | $3797849.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $1094778.00        | $1156153.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $1416694.00        | $1496118.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.5000%  | 0.0000% | $4400632.00        | $4664585.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $542181.00         | $566263.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.0000%  | 0.0000% | $6751208.00        | $4018567.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $351147.00         | $212142.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $8784128.00        | $7204768.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $420000.00         | $373941.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.0000%  | 0.0000% | $11917280.00       | $11139879.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $4801592.00        | $4936044.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1269234.00        | $1335624.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $16616160.00       | $17123119.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $2691832.00        | $2760117.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $3020400.00        | $3115460.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $2413570.00        | $2461111.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $1672736.00        | $1734266.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-02-20      | 8.0000%  | 0.0000% | $1078918.00        | $40431.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-15      | 4.0000%  | 0.0000% | $1037352.00        | $64998.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-11-20      | 4.0000%  | 0.0000% | $497920000.00      | $46556737.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.5000%  | 0.0000% | $79870560.00       | $19631458.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $8686000.00        | $4966422.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.5000%  | 0.0000% | $4785000.00        | $2777467.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 5.5000%  | 0.0000% | $198000.00         | $137590.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.5000%  | 0.0000% | $98000.00          | $77798.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 5.5000%  | 0.0000% | $198000.00         | $156850.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-04-15      | 4.5000%  | 0.0000% | $198000.00         | $6636.00           | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-04-15      | 3.3750%  | 0.0000% | $31600.00          | $64799.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 3.0000%  | 0.0000% | $5074800.00        | $3755075.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 0.1250%  | 0.0000% | $3550800.00        | $2155858.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 3.0000%  | 0.0000% | $6654000.00        | $4750460.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-06-30      | 3.8750%  | 0.0000% | $5656000.00        | $5701966.00        | U.S. Treasuries (including strips)  |

### Security 320: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR104C0D, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR104C0D7791564BA
- **C.18 - Value (incl. sponsor support):** $1715000000.00
- **C.18.a - Value (excl. sponsor support):** $1715000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $848800.00         | $846486.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $550000.00         | $543800.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $56539600.00       | $27764619.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $4405800.00        | $1804457.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $4900.00           | $10636.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $14665200.00       | $14523702.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $104680700.00      | $81431756.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $92752900.00       | $72016665.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $10100.00          | $7740.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $1979400.00        | $1377002.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $29470800.00       | $21705286.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $110263200.00      | $68798041.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $46174100.00       | $29254133.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $133.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200000000.00      | $134031014.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $446541900.00      | $360056146.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $20144000.00       | $18135537.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $150000000.00      | $145857554.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $800.00            | $1064.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $6467000.00        | $8471445.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $500.00            | $619.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $400100.00         | $540202.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $20734500.00       | $23523229.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1000.00           | $939.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $2500000.00        | $2644141.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $4511900.00        | $5069047.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $56579600.00       | $57458181.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $6007100.00        | $6051202.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $111000.00         | $111645.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $24999900.00       | $25251331.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $48794000.00       | $49341046.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $53483200.00       | $55908645.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $57083200.00       | $58675197.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $20000900.00       | $21035899.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $4960200.00        | $5023888.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $95194400.00       | $94882543.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $135397454.00      | $109008490.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $166.00            | $130.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $205.00            | $158.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $15595387.00       | $11151294.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $594.00            | $414.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $185.00            | $184.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $268.00            | $245.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $1089912.00        | $985349.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $170.00            | $152.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $78373642.00       | $37586196.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $98789880.00       | $46004669.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $55490856.00       | $25463145.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $99981243.00       | $45128233.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $19734932.00       | $8137225.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $6672850.00        | $2672897.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $294.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $171823567.00      | $55739221.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $51349168.00       | $15619698.00       | U.S. Treasuries (including strips) |

### Security 321: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR104CE6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104CE67791563CG
- **C.18 - Value (incl. sponsor support):** $739052726.00
- **C.18.a - Value (excl. sponsor support):** $739052726.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $46500000.00       | $38334715.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $57009456.00       | $55944704.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $59788.00          | $58592.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 3.0000%  | 0.0000% | $1511.00           | $1152.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $7068012.00        | $6988931.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $155451543.00      | $152398618.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.0000%  | 0.0000% | $4381044.00        | $2365186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.5000%  | 0.0000% | $3195724.00        | $2234232.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $2858760.00        | $2172218.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 7.5000%  | 0.0000% | $3282289.00        | $2139325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 7.5000%  | 0.0000% | $3490780.00        | $2426483.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $2611346.00        | $2336135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1937841.00        | $2006461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2234869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2413707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $2324447.00        | $2069521.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $2328932.00        | $2255665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $2740998.00        | $2488575.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $4169888.00        | $2051608.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1934658.00        | $2039206.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1966710.00        | $2022570.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $2511571.00        | $2393308.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $2021012.00        | $2081872.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2487853.00        | $2559687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1950553.00        | $2084999.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2282468.00        | $2459182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $2081230.00        | $2206849.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $2287869.00        | $2379425.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2419664.00        | $2520733.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $2237809.00        | $2150086.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2250645.00        | $2378933.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $2327002.00        | $2438667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $2284426.00        | $2393596.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2673367.00        | $2421407.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2418401.00        | $2455553.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1976922.00        | $2008329.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2054361.00        | $1988901.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 6.5000%  | 0.0000% | $2236810.00        | $2138427.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1980756.00        | $2003606.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1911386.00        | $1991386.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2215439.00        | $2403501.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2486285.00        | $2487595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2310477.00        | $2298664.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1963883.00        | $2065981.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2050809.00        | $2152945.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 8.0000%  | 0.0000% | $2173260.00        | $2334723.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 8.0000%  | 0.0000% | $1930780.00        | $2084769.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $2260643.00        | $2365198.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $2060365.00        | $2235548.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2334534.00        | $2447554.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $2062926.00        | $2257378.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $2188170.00        | $2395816.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1938187.00        | $2097760.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2303799.00        | $2352730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $2010248.00        | $2068958.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $2330558.00        | $2369647.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2053098.00        | $2173412.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2099927.00        | $2212173.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $2009414.00        | $2053031.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2234950.00        | $2247607.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1927424.00        | $1984730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2195195.00        | $2301616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1998708.00        | $2099547.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1957395.00        | $2057957.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $2268118.00        | $2178731.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $2170043.00        | $2264040.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2039824.00        | $2207895.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2276969.00        | $2441488.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2342918.00        | $2461951.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2287419.00        | $2411024.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2076807.00        | $2175603.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $2433218.00        | $2572900.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1845686.00        | $1999003.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2470499.00        | $2540389.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2166594.00        | $2276133.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2130688.00        | $2216306.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2305802.00        | $2425811.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $2299729.00        | $2489637.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2107001.00        | $2217258.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $2022172.00        | $2191299.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $2033486.00        | $2165522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1968560.00        | $2058377.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2045243.00        | $2054548.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $2315291.00        | $2464015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1861770.00        | $1988000.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $2226964.00        | $2377341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2097917.00        | $2206281.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1971781.00        | $2078513.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2504079.00        | $2564498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2111009.00        | $2239543.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2148426.00        | $2262400.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2367219.00        | $2493736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1882522.00        | $1986840.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2150490.00        | $2143021.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2150333.00        | $2314744.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2361825.00        | $2459700.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2148501.00        | $2257118.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1336776.00        | $1367900.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2002733.00        | $2112663.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2115802.00        | $2243523.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1989332.00        | $2111087.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2042371.00        | $2166754.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $2387685.00        | $2571022.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2138989.00        | $2193240.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $2360705.00        | $2468769.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $2053878.00        | $2233792.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2240775.00        | $2350408.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2353073.00        | $2345025.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.5000%  | 0.0000% | $1862424.00        | $2018390.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $2002763.00        | $2169967.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2416386.00        | $2070322.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2340809.00        | $2330996.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2354924.00        | $2457658.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $2201946.00        | $2130520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1858590.00        | $2004250.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $2043318.00        | $2204192.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2225752.00        | $2215662.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2300252.00        | $2444002.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2109847.00        | $2243264.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $2274295.00        | $2421081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $2384631.00        | $2541085.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $2025450.00        | $2158713.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1863324.00        | $2008373.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1940936.00        | $2065406.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2334587.00        | $2441663.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2119642.00        | $2216857.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $2068157.00        | $2245037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2028700.00        | $2134366.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2091873.00        | $2205458.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2135797.00        | $2248521.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1889711.00        | $1992878.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2489867.00        | $2476616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2131289.00        | $2122228.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2185282.00        | $2168854.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2306253.00        | $2429529.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2393431.00        | $2477500.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2407117.00        | $2486610.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2186488.00        | $2254131.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $2157322.00        | $2276164.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2111877.00        | $2112037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2078684.00        | $2176598.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1897931.00        | $2046628.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2186307.00        | $2182885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2003127.00        | $1996174.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2342437.00        | $2541879.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2371274.00        | $2473849.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2117520.00        | $2236234.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1997233.00        | $1992421.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2033054.00        | $2024411.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2026289.00        | $2136354.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2471598.00        | $2464498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $2475117.00        | $2551829.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1946037.00        | $1984286.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2535581.00        | $2524801.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2158810.00        | $2149632.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2426634.00        | $2421530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2022990.00        | $2062840.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1954906.00        | $1993115.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2265645.00        | $2310434.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2042732.00        | $2111715.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2444374.00        | $2576871.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2139188.00        | $2320831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2094133.00        | $2177024.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2193021.00        | $2188075.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2112191.00        | $2105881.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $2251823.00        | $2186379.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2469187.00        | $2458690.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1922205.00        | $2060123.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1955107.00        | $2044782.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1957674.00        | $2067423.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2255613.00        | $2382066.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2264375.00        | $2314715.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2120679.00        | $2193495.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2161803.00        | $2282999.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2016617.00        | $2108989.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.5000%  | 0.0000% | $2113656.00        | $2297534.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1958123.00        | $2047932.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2315464.00        | $2421667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 2.5000%  | 0.0000% | $3150784.00        | $2281344.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $2186217.00        | $2167087.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $2003982.00        | $2121587.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $2349921.00        | $2492422.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $2156960.00        | $2290079.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2009510.00        | $2111595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $2264767.00        | $2106721.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $2319051.00        | $2298533.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2128464.00        | $2253589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2323943.00        | $2464470.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $2300731.00        | $2416076.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2078786.00        | $2025211.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2158516.00        | $2215218.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2035218.00        | $2099492.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2066244.00        | $2176381.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2244696.00        | $2310830.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2045545.00        | $2150515.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2184986.00        | $2294039.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1883382.00        | $1998229.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2111921.00        | $2226990.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2040640.00        | $2150518.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $2103316.00        | $2174747.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1902097.00        | $1994011.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2001120.00        | $2089786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2429843.00        | $2470087.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $2179450.00        | $2200652.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $2074791.00        | $2246762.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2089283.00        | $2205034.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2406955.00        | $2400556.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2150067.00        | $2188278.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2290511.00        | $2424056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2179669.00        | $2163126.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2374752.00        | $2478397.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2447747.00        | $2552909.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2019497.00        | $2189891.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2343311.00        | $2416158.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2507684.00        | $2503734.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2006963.00        | $2052060.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1975659.00        | $2102387.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1968881.00        | $2071319.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2200856.00        | $2318336.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2205299.00        | $2322887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2045787.00        | $2154784.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1198449.00        | $1260811.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2103284.00        | $2138371.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2439964.00        | $2566685.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2263595.00        | $2335822.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2183448.00        | $2177236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1980092.00        | $2030986.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2123205.00        | $2114179.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2118390.00        | $2109384.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2325444.00        | $2370898.00        | Agency Mortgage-Backed Securities |

### Security 322: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR104CF0, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR104CF07791563HS
- **C.18 - Value (incl. sponsor support):** $1975000000.00
- **C.18.a - Value (excl. sponsor support):** $1975000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2040-03-19      | 2.5900%  | 0.0000% | $5070000.00        | $3904743.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-18      | 1.7800%  | 0.0000% | $2225000.00        | $1776742.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-11-10      | 1.8700%  | 0.0000% | $6945000.00        | $5383737.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-30      | 4.0000%  | 0.0000% | $1660000.00        | $1681630.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 4.5000%  | 0.0000% | $4357344.00        | $1361855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $520500.00         | $93623.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.0000%  | 0.0000% | $715003.00         | $142738.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-03-01      | 4.0000%  | 0.0000% | $3781410.00        | $270924.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-01-01      | 4.5000%  | 0.0000% | $1657160.00        | $1593997.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 4.5000%  | 0.0000% | $100000.00         | $78156.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $16118140.00       | $10793997.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $87618.00          | $64837.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $147423.00         | $27952.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $20000.00          | $12334.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $500000.00         | $372713.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $151267.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $26530000.00       | $21995491.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 3.5000%  | 0.0000% | $300000.00         | $50116.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 4.0000%  | 0.0000% | $14461504.00       | $2823355.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-07-01      | 4.0000%  | 0.0000% | $5493816.00        | $1943807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $1248000.00        | $126764.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $3000000.00        | $721471.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $1350000.00        | $360285.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $32138077.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $5091432.00        | $3329671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $1309400.00        | $1090992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $3014664.00        | $2878860.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $2319436.00        | $2350662.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $6814416.00        | $6348284.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-10-07      | 3.6100%  | 0.0000% | $1900000.00        | $1764650.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-08-12      | 2.2200%  | 0.0000% | $3000000.00        | $2421344.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-06-21      | 2.7000%  | 0.0000% | $10000000.00       | $7623740.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2046-10-26      | 2.5500%  | 0.0000% | $1095000.00        | $732926.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-03      | 2.9300%  | 0.0000% | $3969000.00        | $3077307.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $10000000.00       | $8274576.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%  | 0.0000% | $4852000.00        | $4781007.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%  | 0.0000% | $111316.00         | $62860.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $154000.00         | $102823.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $1830000.00        | $1215891.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $1085470.00        | $866897.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1524374.00        | $1456720.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3217736.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3091235.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2905970.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2847927.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-25      | 1.2500%  | 0.0000% | $25000000.00       | $22344383.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 6.2500%  | 0.0000% | $1000000.00        | $1093226.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-15      | 0.0000%  | 0.0000% | $69000.00          | $63366.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-15      | 0.0000%  | 0.0000% | $69000.00          | $59717.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%  | 0.0000% | $1384000.00        | $1325338.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-01-01      | 4.5000%  | 0.0000% | $886000.00         | $37937.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $49996880.00       | $15134346.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $215030.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 7.0000%  | 0.0000% | $1139896.00        | $291152.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $1781712.00        | $267889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1119120.00        | $666900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1001368.00        | $554174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $5308168.00        | $4867025.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $5145808.00        | $4715920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $6552080.00        | $6424766.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $2432250.00        | $2052629.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $2392160.00        | $2208369.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $5266056.00        | $5119674.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1189794.00        | $1212361.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $3211340.00        | $2880749.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1560516.00        | $814749.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $1539500.00        | $1256688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1173406.00        | $1215955.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1545606.00        | $783889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 4.5000%  | 0.0000% | $2830232.00        | $2782110.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.0000%  | 0.0000% | $367689.00         | $349959.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1295586.00        | $1323055.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $3303000.00        | $481173.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-09-01      | 4.0000%  | 0.0000% | $73000.00          | $16603.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $286496.00         | $165645.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.9400%  | 0.0000% | $5850000.00        | $4246227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $14576080.00       | $11457615.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1202000.00        | $1008543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%  | 0.0000% | $5568480.00        | $4290391.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $6165.00           | $5637.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $1866064.00        | $1640098.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $11221200.00       | $5085252.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 3.0000%  | 0.0000% | $238000.00         | $93873.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $7728584.00        | $4416153.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.0000%  | 0.0000% | $760000.00         | $405236.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 4.5000%  | 0.0000% | $105453.00         | $52337.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 2.5000%  | 0.0000% | $499999.00         | $278467.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $8721460.00        | $5312276.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $287564.00         | $166581.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 2.5000%  | 0.0000% | $209000.00         | $128313.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $11000000.00       | $7199230.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $22773120.00       | $17362828.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $53921120.00       | $38866361.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $18842080.00       | $16408020.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $20000.00          | $16783.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 4.5000%  | 0.0000% | $4670000.00        | $3735229.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $2560000.00        | $2064244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $7900064.00        | $7968192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $9902800.00        | $10142282.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.5000%  | 0.0000% | $2145952.00        | $2177829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $5259400.00        | $5441594.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $1749304.00        | $1782600.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $398880.00         | $396327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $1121020.00        | $1141509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.0000%  | 0.0000% | $12099024.00       | $12395248.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1059000.00        | $1081042.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.5000%  | 0.0000% | $1307188.00        | $1319371.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.5000%  | 0.0000% | $221435.00         | $223276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $1838500.00        | $1868334.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.5000%  | 0.0000% | $7285224.00        | $7383082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.5000%  | 0.0000% | $12493088.00       | $12632065.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 6.0000%  | 0.0000% | $2857192.00        | $2979463.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $11779.00          | $12023.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $15993000.00       | $14529853.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 4.5000%  | 0.0000% | $23890432.00       | $23214602.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $149281.00         | $80011.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $59000.00          | $32523.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $202000.00         | $115015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $123653.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 3.5000%  | 0.0000% | $728610.00         | $416927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $17622912.00       | $17320700.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-01      | 5.0000%  | 0.0000% | $19998933.00       | $26047.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-01-01      | 3.0000%  | 0.0000% | $10099664.00       | $48331.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-03-01      | 3.5000%  | 0.0000% | $8356288.00        | $1311794.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 4.0000%  | 0.0000% | $10295680.00       | $2005440.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.0000%  | 0.0000% | $3170364.00        | $172619.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 3.5000%  | 0.0000% | $695000.00         | $52714.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $927364.00         | $523678.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 2.0000%  | 0.0000% | $230945.00         | $114932.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 3.5000%  | 0.0000% | $302028.00         | $38969.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 2.5000%  | 0.0000% | $197889.00         | $43071.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $1617344.00        | $858471.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 3.5000%  | 0.0000% | $387520.00         | $107408.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 4.0000%  | 0.0000% | $113000.00         | $89301.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $7943832.00        | $5801154.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $779264.00         | $493060.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 5.5000%  | 0.0000% | $431717.00         | $441838.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 6.0000%  | 0.0000% | $267560.00         | $273834.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-01-01      | 7.0000%  | 0.0000% | $996991.00         | $33454.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $3083256.00        | $2857474.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $7097760.00        | $5800919.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $3144050.00        | $2150333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $4987176.00        | $3825814.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1011982.00        | $874097.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1747550.00        | $1563251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1020650.00        | $903705.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1196540.00        | $1101057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $10234512.00       | $10030189.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $13170656.00       | $13076384.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $1098502.00        | $1107301.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1416800.00        | $1399637.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1156948.00        | $981411.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $5061440.00        | $5009535.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $327418.00         | $336827.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1338618.00        | $1365046.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5148.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $3685040.00        | $3759311.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $3931032.00        | $3996438.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $93892.00          | $96546.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1176840.00        | $1216864.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $1072492.00        | $1087932.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $1684416.00        | $1712213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $2860368.00        | $2952086.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $6086688.00        | $6137187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1091936.00        | $1129256.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 7.0000%  | 0.0000% | $3293600.00        | $2816489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $1599054.00        | $1612114.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $11874432.00       | $11606068.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $6321970.00        | $6519017.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $7067.00           | $6997.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.0000%  | 0.0000% | $7492568.00        | $6672483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $10432128.00       | $8650126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $12721808.00       | $11444623.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $16904032.00       | $14715306.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.0000%  | 0.0000% | $22742112.00       | $22638551.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.0000%  | 0.0000% | $6144.00           | $6062.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $20107104.00       | $15758106.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%  | 0.0000% | $15000.00          | $13723.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $11710680.00       | $9945656.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $7000.00           | $5407.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%  | 0.0000% | $180000.00         | $159599.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $7480.00           | $5167.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $2458400.00        | $2290590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $4377760.00        | $3134104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $26432992.00       | $22140594.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $43626640.00       | $38437593.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.0000%  | 0.0000% | $8143.00           | $7401.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 4.5000%  | 0.0000% | $17832672.00       | $16962586.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $2509830.00        | $2454864.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5722.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $33115456.00       | $28788747.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $7354168.00        | $7329005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $6320736.00        | $6364498.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $20107872.00       | $20059131.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $1040704.00        | $1051054.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $2757350.00        | $2823293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $11550496.00       | $11921675.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 7.0000%  | 0.0000% | $1025086.00        | $1090779.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $2046540.00        | $2112482.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $1757230.00        | $1814032.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $7321976.00        | $7431511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $2154404.00        | $2175212.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.0000%  | 0.0000% | $1564962.00        | $1630091.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 5.0000%  | 0.0000% | $3850810.00        | $3818697.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.5000%  | 0.0000% | $4286240.00        | $1825252.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 3.0000%  | 0.0000% | $292000000.00      | $44373822.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 3.0000%  | 0.0000% | $929000.00         | $223622.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $928451.00         | $241574.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 3.0000%  | 0.0000% | $224219904.00      | $84977340.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 3.0000%  | 0.0000% | $23619776.00       | $12834671.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 3.0000%  | 0.0000% | $117137920.00      | $65897433.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 3.5000%  | 0.0000% | $54143.00          | $33967.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 6.0000%  | 0.0000% | $68073.00          | $40997.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $1071270.00        | $1119162.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $3965220.00        | $2372901.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $3667660.00        | $3324735.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $3634330.00        | $1488503.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.0000%  | 0.0000% | $1053640.00        | $1093455.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.0000%  | 0.0000% | $1698536.00        | $1316062.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $1488574.00        | $379860.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $20184960.00       | $20530322.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $42483840.00       | $40895521.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2614512.00        | $2742971.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $3188744.00        | $3269114.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $9967504.00        | $10255507.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $10247744.00       | $10550383.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2102476.00        | $2233839.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1248706.00        | $1282315.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 7.5000%  | 0.0000% | $596804.00         | $648725.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.5000%  | 0.0000% | $4157704.00        | $4470296.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1937208.00        | $1974062.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $4703152.00        | $4836792.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.5000%  | 0.0000% | $2020160.00        | $2151688.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $3773040.00        | $4018698.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.5000%  | 0.0000% | $1083512.00        | $1177635.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $4013088.00        | $4141138.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $4556744.00        | $4763775.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $4666016.00        | $4900481.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 7.0000%  | 0.0000% | $1470298.00        | $1555361.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 7.5000%  | 0.0000% | $3542856.00        | $3851077.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $4140608.00        | $4460179.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $5137608.00        | $5319925.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $12797872.00       | $13316107.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $434937.00         | $459319.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $227523.00         | $240279.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $224807.00         | $237953.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $634115.00         | $669663.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1127240.00        | $1166674.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $2653760.00        | $2802532.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 7.0000%  | 0.0000% | $4443440.00        | $4764369.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-01-20      | 5.5000%  | 0.0000% | $57082.00          | $42389.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $386831360.00      | $317280223.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $33377792.00       | $28877656.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.5000%  | 0.0000% | $2657752.00        | $2772144.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $609139.00         | $507643.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1408686.00        | $1482975.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $4413272.00        | $4662983.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1050400.00        | $1068373.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $1513794.00        | $1565493.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $3286688.00        | $3407590.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $4554088.00        | $4720910.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $6971000.00        | $3777483.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.5000%  | 0.0000% | $8876000.00        | $4934482.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.5000%  | 0.0000% | $6432000.00        | $3780135.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-09-15      | 6.5000%  | 0.0000% | $3167990.00        | $28761.00          | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-15      | 5.2500%  | 0.0000% | $307700.00         | $322024.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-05-15      | 6.2500%  | 0.0000% | $10590500.00       | $11769473.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-15      | 2.3750%  | 0.0000% | $64821600.00       | $106909863.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 4.3750%  | 0.0000% | $61938400.00       | $61123629.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-05-15      | 4.3750%  | 0.0000% | $6500.00           | $6363.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 2.7500%  | 0.0000% | $45801500.00       | $35276246.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 0.6250%  | 0.0000% | $24600100.00       | $25659995.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 2.5000%  | 0.0000% | $25607000.00       | $18013927.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-08-15      | 2.2500%  | 0.0000% | $29299100.00       | $19151585.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 3.0000%  | 0.0000% | $11275400.00       | $8434973.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 2.3750%  | 0.0000% | $89991700.00       | $58077732.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 2.3750%  | 0.0000% | $69733300.00       | $50993225.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-02-15      | 4.6250%  | 0.0000% | $8204700.00        | $8460355.00        | U.S. Treasuries (including strips)  |

### Security 323: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR104F01, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR104F017791564CR
- **C.18 - Value (incl. sponsor support):** $639739648.00
- **C.18.a - Value (excl. sponsor support):** $639739648.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $27606700.00       | $12149985.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $8665400.00        | $5241915.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $1546400.00        | $1391990.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $66700.00          | $62681.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $64672800.00       | $89031496.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $2004500.00        | $2594365.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $11782000.00       | $11593697.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $12751400.00       | $12570585.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $1000.00           | $1007.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $26362000.00       | $26863880.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $93358900.00       | $95999955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4086800.00        | $4320916.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $92813000.00       | $95999993.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $94935600.00       | $95999955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $67748000.00       | $68205747.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $27481200.00       | $27238442.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $45582200.00       | $45677313.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $2262400.00        | $2264038.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $14679899.00       | $11549587.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $9.00              | $6.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $6705725.00        | $3749956.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $10114825.00       | $5485057.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $2804285.00        | $1499855.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $68826000.00       | $33007367.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $3.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $881496.00         | $300012.00         | U.S. Treasuries (including strips) |

### Security 324: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10532F, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10532F7791566JP
- **C.18 - Value (incl. sponsor support):** $8999990100.00
- **C.18.a - Value (excl. sponsor support):** $8999990100.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-15      | 0.0000%  | 0.0000% | $50000.00          | $27670.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-05-25      | 4.0800%  | 0.0000% | $915000.00         | $900970.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-06-30      | 5.0000%  | 0.0000% | $8650000.00        | $8365285.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 3.5000%  | 0.0000% | $14869520.00       | $1956889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.5000%  | 0.0000% | $41500000.00       | $9206172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-12-01      | 4.5000%  | 0.0000% | $5672290.00        | $1025622.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $119810.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 5.5000%  | 0.0000% | $1008754.00        | $163096.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 4.0000%  | 0.0000% | $54671104.00       | $10921474.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-02-01      | 5.5000%  | 0.0000% | $15852660.00       | $136289.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-06-01      | 5.5000%  | 0.0000% | $6550000.00        | $58861.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $10826.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 7.5000%  | 0.0000% | $4738280.00        | $256199.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 5.0000%  | 0.0000% | $4518000.00        | $2629575.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 2.5000%  | 0.0000% | $1975000.00        | $719168.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 2.5000%  | 0.0000% | $28394816.00       | $16734419.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 2.5000%  | 0.0000% | $3134800.00        | $2095426.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 2.5000%  | 0.0000% | $5026224.00        | $3361322.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-06-01      | 5.0000%  | 0.0000% | $310000.00         | $190410.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 3.0000%  | 0.0000% | $8090000.00        | $6620126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 5.0000%  | 0.0000% | $19879640.00       | $20138665.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 3.0000%  | 0.0000% | $1513930.00        | $1012799.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 2.5000%  | 0.0000% | $189322.00         | $145735.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $15954464.00       | $10144646.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.5000%  | 0.0000% | $261800.00         | $159327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $2775000.00        | $1823413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $28327104.00       | $23116867.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $43649536.00       | $31921343.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.0000%  | 0.0000% | $10494640.00       | $6911201.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $460000.00         | $353192.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $500000.00         | $383989.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $4052000.00        | $3150701.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%  | 0.0000% | $1350000.00        | $903472.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%  | 0.0000% | $86163000.00       | $66598989.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $12570731.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $6028584.00        | $5148708.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $15000000.00       | $11205506.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 4.0000%  | 0.0000% | $1004000.00        | $165445.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $2300000.00        | $1375374.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $595000.00         | $380128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $61600.00          | $45433.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.0000%  | 0.0000% | $5283616.00        | $4118970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $4504910.00        | $3437617.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $2170000.00        | $1477461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $3761860.00        | $3110547.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $69384448.00       | $48072888.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $1855000.00        | $1356703.00        | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-09-25      | 0.0000%  | 0.0000% | $31885000.00       | $31317670.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-22      | 0.0000%  | 0.0000% | $1000000.00        | $994846.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-26      | 0.0000%  | 0.0000% | $25000000.00       | $24782900.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-24      | 0.0000%  | 0.0000% | $47000000.00       | $46459641.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 4.0000%  | 0.0000% | $1415800.00        | $266370.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 2.5000%  | 0.0000% | $515000.00         | $197063.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.5000%  | 0.0000% | $1265898.00        | $750857.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.5000%  | 0.0000% | $2724528.00        | $1597655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $1151522.00        | $800027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $5042240.00        | $3458377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $62028560.00       | $48381250.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.5000%  | 0.0000% | $6236000.00        | $4228353.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%  | 0.0000% | $61460096.00       | $44692127.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $3943076.00        | $2403291.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $1109156.00        | $518558.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.5000%  | 0.0000% | $573813.00         | $583889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%  | 0.0000% | $1505000.00        | $1121111.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $972612.00         | $585101.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.5000%  | 0.0000% | $1880372.00        | $1351692.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $4000400.00        | $1957193.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.5000%  | 0.0000% | $9554368.00        | $7315630.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%  | 0.0000% | $2774124.00        | $1737271.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $7836656.00        | $5954069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1702274.00        | $1549188.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $12664784.00       | $9578070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $8947584.00        | $7749907.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1565950.00        | $1606825.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $334340.00         | $264869.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $2752964.00        | $2855517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-09-26      | 4.0000%  | 0.0000% | $5271000.00        | $5080541.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12763597.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-07-18      | 2.9900%  | 0.0000% | $9729000.00        | $8833563.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $566332.00         | $324249.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 2.0000%  | 0.0000% | $2620000.00        | $1341706.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $437481.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%  | 0.0000% | $650000.00         | $331733.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 1.5000%  | 0.0000% | $2793456.00        | $1614987.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%  | 0.0000% | $1033000.00        | $590837.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $58465000.00       | $35316090.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 2.0000%  | 0.0000% | $14300000.00       | $9584104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $743000.00         | $526084.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%  | 0.0000% | $11780816.00       | $8677553.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-06-01      | 5.0000%  | 0.0000% | $4500000.00        | $3836579.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 4.5000%  | 0.0000% | $83198976.00       | $81680428.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-07-01      | 1.5000%  | 0.0000% | $1500000.00        | $871444.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-04-01      | 1.5000%  | 0.0000% | $800000.00         | $387238.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 2.0000%  | 0.0000% | $734040.00         | $270316.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.5000%  | 0.0000% | $12689392.00       | $711552.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $268159.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.5000%  | 0.0000% | $90857344.00       | $85562199.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $1410700.00        | $1048852.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1065140.00        | $809615.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 6.0000%  | 0.0000% | $1483382.00        | $782406.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-11-01      | 3.5000%  | 0.0000% | $432070.00         | $384340.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-12-01      | 6.0000%  | 0.0000% | $2901132.00        | $1039162.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 6.0000%  | 0.0000% | $2043180.00        | $1002533.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-08-01      | 6.5000%  | 0.0000% | $1179704.00        | $1007424.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-01-01      | 6.0000%  | 0.0000% | $1015556.00        | $926479.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-01      | 6.0000%  | 0.0000% | $1390300.00        | $1413716.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 6.0000%  | 0.0000% | $1448100.00        | $1488803.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 6.0000%  | 0.0000% | $1074000.00        | $1105757.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 5.5000%  | 0.0000% | $2754088.00        | $2809666.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 5.5000%  | 0.0000% | $2562624.00        | $2614954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 5.5000%  | 0.0000% | $1391272.00        | $1409117.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%  | 0.0000% | $43016000.00       | $30996598.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-07-01      | 7.0000%  | 0.0000% | $5000000.00        | $6335.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 5.5000%  | 0.0000% | $125517184.00      | $1819818.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-01      | 4.0000%  | 0.0000% | $15627823.00       | $21503.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-01      | 3.0000%  | 0.0000% | $999995.00         | $11289.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $124197.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $33964.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-06-01      | 3.0000%  | 0.0000% | $5046970.00        | $539225.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $5052072.00        | $4881517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $3597052.00        | $3428647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $3534220.00        | $3363454.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 6.0000%  | 0.0000% | $1150000.00        | $348016.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 6.0000%  | 0.0000% | $1871730.00        | $1644821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $2644900.00        | $2501362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $6094744.00        | $5987976.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $1304050.00        | $1267543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $4423776.00        | $4558514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $27864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 7.0000%  | 0.0000% | $437924.00         | $17253.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $74029.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.5000%  | 0.0000% | $8099984.00        | $2325763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $1460948.00        | $914938.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $2696560.00        | $2604168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 1.5000%  | 0.0000% | $2424112.00        | $1376554.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.0000%  | 0.0000% | $2645868.00        | $2489791.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $591609.00         | $397914.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%  | 0.0000% | $25087840.00       | $7782577.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $78560512.00       | $54568370.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 2.5000%  | 0.0000% | $2918492.00        | $1613079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $2200000.00        | $1635481.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $3348244.00        | $2503958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $2951656.00        | $2731513.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $2127940.00        | $1469065.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $1162892.00        | $552285.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1800140.00        | $1778315.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 5.0000%  | 0.0000% | $1788138.00        | $1777428.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $5103032.00        | $4922343.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.0000%  | 0.0000% | $12717728.00       | $12558538.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1005954.00        | $988052.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $9646160.00        | $9307901.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.0000%  | 0.0000% | $9145296.00        | $9029275.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $1061058.00        | $1027534.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 6.5000%  | 0.0000% | $2457132.00        | $2562088.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 5.5000%  | 0.0000% | $1072754.00        | $1100056.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $1185788.00        | $1150754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 4.5000%  | 0.0000% | $2412532.00        | $2346137.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 6.0000%  | 0.0000% | $9520816.00        | $9772842.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $6924224.00        | $6432030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 2.0000%  | 0.0000% | $4410800.00        | $3831573.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 2.5000%  | 0.0000% | $10640128.00       | $9498722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $37599872.00       | $32150535.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $42743200.00       | $38023111.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 4.0000%  | 0.0000% | $81900288.00       | $26366750.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%  | 0.0000% | $4504816.00        | $2578713.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $21085504.00       | $13075981.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $29000.00          | $21315.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $3993572.00        | $2523887.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $10766240.00       | $7856645.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $60019000.00       | $43875897.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 4.5000%  | 0.0000% | $29540000.00       | $25637509.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $15933000.00       | $14324943.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-12-01      | 6.5000%  | 0.0000% | $1899950.00        | $14496.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.5000%  | 0.0000% | $476268544.00      | $2694461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 5.5000%  | 0.0000% | $5398472.00        | $240760.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-01      | 6.0000%  | 0.0000% | $6000000.00        | $6953.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-04-01      | 5.7400%  | 0.0000% | $1700000.00        | $1106013.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 3.5000%  | 0.0000% | $9000000.00        | $1451216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $577218.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-07-01      | 3.0000%  | 0.0000% | $3247210.00        | $149535.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 1.5000%  | 0.0000% | $16787200.00       | $8581078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $2045000.00        | $1442500.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $2724488.00        | $1957301.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 4.0000%  | 0.0000% | $10478192.00       | $10250536.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 7.0000%  | 0.0000% | $1119426.00        | $897762.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $6041680.00        | $4718094.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $9272030.00        | $7794805.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1123150.00        | $1167020.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1650630.00        | $1456311.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $5380248.00        | $4129298.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $3607950.00        | $3693389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $8234460.00        | $7274214.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $20797280.00       | $18164366.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $2001656.00        | $2016991.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1563534.00        | $1578399.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $3453524.00        | $3555079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $3416056.00        | $3555603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 7.0000%  | 0.0000% | $2284100.00        | $2398942.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1060418.00        | $1079251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 7.0000%  | 0.0000% | $1543000.00        | $1627757.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $4351688.00        | $4264920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $2988194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $8779536.00        | $6027338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $1316904.00        | $1008712.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $2629104.00        | $2707038.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $12431632.00       | $11818160.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1742952.00        | $1800593.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $80100864.00       | $79201014.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $1109684.00        | $1165029.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $2067456.00        | $2173643.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $4494690.00        | $4780133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $1562990.00        | $1658688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $1580840.00        | $1505257.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $12116000.00       | $12303657.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $3075472.00        | $3240052.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $8093200.00        | $7552428.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $58363200.00       | $57145512.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $71947904.00       | $71675412.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $1326618.00        | $1306760.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $2382779.00        | $2456425.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $9244560.00        | $9415723.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $15858368.00       | $14822158.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $21210000.00       | $18675365.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $10110128.00       | $7984436.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $27500000.00       | $19108713.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $452433920.00      | $430126459.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $117490048.00      | $114495514.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $49898000.00       | $49901856.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $25965000.00       | $22996829.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $127684736.00      | $117531159.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 4.0000%  | 0.0000% | $15862272.00       | $14883725.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $68534144.00       | $69147850.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $42827712.00       | $42753450.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 5.5000%  | 0.0000% | $1000022.00        | $822832.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $1000000.00        | $901772.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $2093512.00        | $1484784.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $7775962.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $112319800.00      | $99643124.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $29541000.00       | $29628883.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $40673472.00       | $41527463.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $241646336.00      | $244065338.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $19487000.00       | $20267530.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $9418048.00        | $9876568.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $16552032.00       | $16014997.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $21969376.00       | $21400062.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $22667904.00       | $22024453.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.0000%  | 0.0000% | $1047100.00        | $977998.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $12164208.00       | $10821972.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.0000%  | 0.0000% | $6156000.00        | $5873594.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $307666.00         | $258621.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $135240704.00      | $134515545.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $64739072.00       | $63758939.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 4.5000%  | 0.0000% | $85532000.00       | $82628189.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 4.0000%  | 0.0000% | $2031904.00        | $1912894.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-01      | 6.0000%  | 0.0000% | $46649920.00       | $33674564.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 5.5000%  | 0.0000% | $63550656.00       | $60269714.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $2537764.00        | $2674436.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $1578394.00        | $1637057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $7384792.00        | $7437275.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $3764990.00        | $3936468.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $36158848.00       | $36978798.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $25130752.00       | $25574982.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $1786950.00        | $1798461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $1966810.00        | $2028022.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $4406032.00        | $4506551.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $1001870.00        | $987899.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $1186250.00        | $1229876.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $1259724.00        | $1336622.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $5083888.00        | $5146582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $2815508.00        | $2716347.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $9100784.00        | $7701588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 4.5000%  | 0.0000% | $1182286.00        | $1143392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.0000%  | 0.0000% | $7064720.00        | $6998965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $2820796.00        | $2720960.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $1741164.00        | $1557258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $1949786.00        | $1673024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $1549892.00        | $1621754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 4.5000%  | 0.0000% | $1879040.00        | $1809325.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $20527320.00       | $21027656.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 4.5000%  | 0.0000% | $3712328.00        | $3583737.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.5000%  | 0.0000% | $10208144.00       | $10273991.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.5000%  | 0.0000% | $7781816.00        | $8122107.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $1048580.00        | $1021407.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $1554340.00        | $1504937.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $11376992.00       | $11236620.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $3520460.00        | $3397078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 4.5000%  | 0.0000% | $3085248.00        | $3001763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $15972848.00       | $15827759.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.0000%  | 0.0000% | $22453952.00       | $22986155.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $1002806.00        | $970337.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.5000%  | 0.0000% | $44355456.00       | $44672178.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $35393200.00       | $35075985.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $2676508.00        | $2652871.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.5000%  | 0.0000% | $31286752.00       | $31501111.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $2724172.00        | $2636745.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $4745620.00        | $4592877.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $2729344.00        | $2665447.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $770497.00         | $744339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $2943524.00        | $2927678.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $3296296.00        | $3191728.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $38756288.00       | $38380610.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.0000%  | 0.0000% | $2569400.00        | $2671588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.0000%  | 0.0000% | $9420496.00        | $9637403.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $15532640.00       | $15375382.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $211164.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $105963.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-20      | 3.5000%  | 0.0000% | $3208800.00        | $401253.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $434401.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-10-20      | 3.5000%  | 0.0000% | $76231552.00       | $6319924.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-11-20      | 2.5000%  | 0.0000% | $1003976.00        | $158763.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 3.5000%  | 0.0000% | $292009.00         | $24724.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $357903.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $20255200.00       | $2309372.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-03-20      | 4.0000%  | 0.0000% | $2776724.00        | $217764.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $421699.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $20812.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $44223.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 3.5000%  | 0.0000% | $68432000.00       | $9866214.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-03-20      | 4.5000%  | 0.0000% | $195236.00         | $49316.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-09-20      | 5.0000%  | 0.0000% | $201158.00         | $68271.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.5000%  | 0.0000% | $53536768.00       | $19596541.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 3.0000%  | 0.0000% | $83312896.00       | $26314651.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 2.5000%  | 0.0000% | $1795000.00        | $688897.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $454577.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.0000%  | 0.0000% | $12462096.00       | $6967205.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.0000%  | 0.0000% | $92060672.00       | $55608425.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 4.0000%  | 0.0000% | $1487000.00        | $1138993.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 5.5000%  | 0.0000% | $332832.00         | $188523.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2196440.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $27604.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 5.0000%  | 0.0000% | $2235568.00        | $1643984.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-20      | 6.5000%  | 0.0000% | $36495.00          | $23724.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 6.0000%  | 0.0000% | $1749000.00        | $851405.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.0000%  | 0.0000% | $110532224.00      | $81961402.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.5000%  | 0.0000% | $11894240.00       | $7717329.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $55058.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 4.5000%  | 0.0000% | $6351400.00        | $5853946.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 6.0000%  | 0.0000% | $42021504.00       | $25203207.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1341904.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $57721.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $738041.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $58069.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $83280.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $47034.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $599275.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $258822.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $133652.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $3912653.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $856156.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $56483.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2558813.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2336506.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $15201.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-09-15      | 3.5000%  | 0.0000% | $1164622.00        | $108805.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1587693.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.5000%  | 0.0000% | $1007992.00        | $1065502.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1463788.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $1788686.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 8.0000%  | 0.0000% | $21678848.00       | $19353078.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $906078.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $664960.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $4032055.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1174908.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $804531.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2032590.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1243207.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $624161.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 6.5000%  | 0.0000% | $13124704.00       | $11803282.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.5000%  | 0.0000% | $64979.00          | $63130.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3702344.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1084743.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1279106.00        | $1336757.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $2747110.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $842712.00         | $826080.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1115330.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $985382.00         | $1028389.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2116987.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $4609700.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $11930656.00       | $12221198.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1703503.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3538289.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2504622.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $1107111.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3467153.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5604632.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $908277.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2881661.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $5807272.00        | $4865328.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2542620.00        | $2327070.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2404868.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1253928.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $2262080.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $1110695.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4278083.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $29581376.00       | $31372712.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1513115.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1048528.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $821573.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1521060.00        | $1494009.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3509436.00        | $3666552.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1288952.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 6.5000%  | 0.0000% | $1300766.00        | $1360831.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1011526.00        | $1061034.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3969816.00        | $4147181.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1703793.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $10048656.00       | $10649002.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3587484.00        | $3665926.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $4100192.00        | $4310059.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $827912.00         | $864677.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1489714.00        | $1561933.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $877760.00         | $930926.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1877162.00        | $1917922.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $1836344.00        | $1903239.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.5000%  | 0.0000% | $1297828.00        | $1339457.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $9671248.00        | $9619452.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1419550.00        | $1488097.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $2338970.00        | $2401924.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1730496.00        | $1792494.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1088480.00        | $1092616.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $1771052.00        | $1854265.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $2273660.00        | $2339635.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 7.0000%  | 0.0000% | $2366016.00        | $2523297.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $3104736.00        | $3168484.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.5000%  | 0.0000% | $2342584.00        | $2469501.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1280096.00        | $1313999.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $1695544.00        | $1745239.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.5000%  | 0.0000% | $1189018.00        | $1260348.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $4306100.00        | $4381967.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $3237920.00        | $3305853.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 4.5000%  | 0.0000% | $2376644.00        | $2304823.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $1748642.00        | $1831603.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1785350.00        | $1822751.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1362928.00        | $1408464.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $551432000.00      | $544449972.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.0000%  | 0.0000% | $322088000.00      | $318727290.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $89280384.00       | $89855819.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 4.5000%  | 0.0000% | $375975424.00      | $342144017.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $159000000.00      | $144752005.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.0000%  | 0.0000% | $1059048960.00     | $630384908.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 4.0000%  | 0.0000% | $104369000.00      | $95076361.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $782444544.00      | $773153319.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 3.5000%  | 0.0000% | $49235.00          | $44628.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 4.5000%  | 0.0000% | $137000000.00      | $131144930.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $390563328.00      | $389009280.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1361940480.00     | $1368462762.00     | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1323972.00        | $1122065.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1155334.00        | $1175209.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1265572.00        | $1329716.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $2156120.00        | $2249100.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $7189608.00        | $7496606.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1367852.00        | $1435198.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $1107198.00        | $1161995.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1079920.00        | $1113221.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $3139476.00        | $3114794.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.5000%  | 0.0000% | $1000876.00        | $120905.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-04-15      | 4.0000%  | 0.0000% | $2099272.00        | $605060.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $44903.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $13697.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-20      | 5.0000%  | 0.0000% | $307496.00         | $10148.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14123.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-11-20      | 6.0000%  | 0.0000% | $594748.00         | $17328.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $65560.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-04-15      | 4.5000%  | 0.0000% | $1034000.00        | $25307.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $222715.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-15      | 4.0000%  | 0.0000% | $315000.00         | $17657.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-15      | 5.0000%  | 0.0000% | $257275.00         | $11661.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6199.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $36775.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9519.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $983487.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $146000.00         | $83356.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2128437.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $11750.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-06-15      | 5.0000%  | 0.0000% | $2893920.00        | $79531.00          | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2039-09-15      | 5.2500%  | 0.0000% | $65000.00          | $68255.00          | Agency Debentures and Agency Strips |

### Security 325: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR105331, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1053317791563JP
- **C.18 - Value (incl. sponsor support):** $4156995427.30
- **C.18.a - Value (excl. sponsor support):** $4156995427.30
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-01      | 3.0000%  | 0.0000% | $2500000.00        | $13275.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $6963.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $173955.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-01      | 7.0000%  | 0.0000% | $11493376.00       | $5601.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-09-01      | 2.0000%  | 0.0000% | $465832.00         | $21135.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $447350.00         | $20135.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-01      | 7.0000%  | 0.0000% | $3758716.00        | $8814.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 2.5000%  | 0.0000% | $572000.00         | $138917.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 6.5000%  | 0.0000% | $2000000.00        | $7041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-04-01      | 3.0000%  | 0.0000% | $601031.00         | $21571.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 3.0000%  | 0.0000% | $9270832.00        | $5492444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 4.0000%  | 0.0000% | $15060816.00       | $21579.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 2.0000%  | 0.0000% | $44114.00          | $21530.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $7000000.00        | $5805895.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $14540000.00       | $10039963.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $610903.00         | $484951.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $240833.00         | $20881.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 3.0000%  | 0.0000% | $3000000.00        | $560752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%  | 0.0000% | $483645952.00      | $274404511.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $275000.00         | $175087.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $33561920.00       | $24168231.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $55282.00          | $42518.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-06-10      | 0.0000%  | 0.0000% | $1800000.00        | $1787308.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%  | 0.0000% | $745000.00         | $307574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 4.5000%  | 0.0000% | $7637880.00        | $1026810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $30639.00          | $21591.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 1.5000%  | 0.0000% | $31295.00          | $20591.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $30384.00          | $20701.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $353869.00         | $276475.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $2378172.00        | $1746390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%  | 0.0000% | $13075120.00       | $9371415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $1202160.00        | $1098056.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 7.0000%  | 0.0000% | $3890.00           | $2888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2050-02-03      | 2.7600%  | 0.0000% | $2090000.00        | $1379174.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $2106360.00        | $1401480.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%  | 0.0000% | $215033.00         | $139711.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $78342.00          | $71750.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-11-01      | 6.5000%  | 0.0000% | $2645048.00        | $2648838.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-01-01      | 5.5000%  | 0.0000% | $2958656.00        | $2949176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 5.5000%  | 0.0000% | $11872.00          | $11901.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-01-01      | 2.5000%  | 0.0000% | $3455072.00        | $1929725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-03-01      | 2.5000%  | 0.0000% | $35747.00          | $20978.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 2.5000%  | 0.0000% | $13893056.00       | $1198084.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $1505598.00        | $1113254.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 6.5000%  | 0.0000% | $38844.00          | $20762.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-01-01      | 6.0000%  | 0.0000% | $31171.00          | $21590.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 6.0000%  | 0.0000% | $20987.00          | $21577.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 5.5000%  | 0.0000% | $3316372.00        | $3363964.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%  | 0.0000% | $1630000.00        | $510757.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-15      | 6.7500%  | 0.0000% | $100000.00         | $109572.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-12-29      | 1.6000%  | 0.0000% | $15000000.00       | $12698788.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-27      | 0.8000%  | 0.0000% | $590000.00         | $581913.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-29      | 1.5500%  | 0.0000% | $15000000.00       | $12387127.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 3.4700%  | 0.0000% | $13000000.00       | $7241756.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $20853728.00       | $1916620.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $87020.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 2.0000%  | 0.0000% | $1037694.00        | $36669.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 3.5000%  | 0.0000% | $1860000.00        | $329885.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $54914.00          | $34692.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $13214512.00       | $6441949.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $7189960.00        | $6203614.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $1895302.00        | $1631608.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1939476.00        | $1598353.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1156640.00        | $1208444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 7.0000%  | 0.0000% | $9263540.00        | $9747799.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1433894.00        | $1419757.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $12289968.00       | $12846631.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.5000%  | 0.0000% | $1770370.00        | $1818153.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-09-01      | 5.5000%  | 0.0000% | $4500000.00        | $1261062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 3.5000%  | 0.0000% | $36254.00          | $6517.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-01-01      | 3.0000%  | 0.0000% | $2500000.00        | $98002.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 1.5000%  | 0.0000% | $13357264.00       | $7876080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 7.0000%  | 0.0000% | $2530000.00        | $2682980.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 2.0000%  | 0.0000% | $1004580.00        | $717319.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $1503754.00        | $1149658.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 3.0000%  | 0.0000% | $381506.00         | $284681.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $565957.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $12642368.00       | $11251305.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1182396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $7060.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $147651328.00      | $102138581.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1992000.00        | $1456707.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 1.5000%  | 0.0000% | $2645792.00        | $1764683.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 3.0000%  | 0.0000% | $107129.00         | $73772.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $22017840.00       | $16458710.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $21488.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%  | 0.0000% | $21130000.00       | $16377085.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.5000%  | 0.0000% | $29708000.00       | $23230566.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $34451840.00       | $34986751.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $2630860.00        | $2541548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 4.5000%  | 0.0000% | $5618960.00        | $5447261.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $3255360.00        | $3147259.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $18106976.00       | $15367874.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $62288100.00       | $60857752.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.5000%  | 0.0000% | $40769408.00       | $34243735.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $32669568.00       | $29114270.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $95626496.00       | $85143824.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 3.0000%  | 0.0000% | $5653456.00        | $1181724.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $228000.00         | $81354.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.5000%  | 0.0000% | $31212.00          | $12331.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 2.0000%  | 0.0000% | $5100000.00        | $2896313.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $1500000.00        | $863903.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 1.5000%  | 0.0000% | $170696.00         | $106021.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.5000%  | 0.0000% | $7475000.00        | $4705723.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $1972502.00        | $1420824.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 1.5000%  | 0.0000% | $4422568.00        | $2990361.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1204000.00        | $882151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.5000%  | 0.0000% | $16463840.00       | $12725392.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%  | 0.0000% | $11684464.00       | $8278316.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $10334176.00       | $7208645.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 5.5000%  | 0.0000% | $306351104.00      | $1681795.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $44930000.00       | $7139692.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.5000%  | 0.0000% | $684924.00         | $295609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 1.5000%  | 0.0000% | $1766040.00        | $1048393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.0000%  | 0.0000% | $1300000.00        | $928159.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.0000%  | 0.0000% | $42000.00          | $32382.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-11-01      | 2.0000%  | 0.0000% | $632797.00         | $429163.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $186331648.00      | $147740326.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 5.5000%  | 0.0000% | $35496576.00       | $35850930.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $21722.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.0000%  | 0.0000% | $1012596.00        | $20062.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $1229168.00        | $1171393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $2856560.00        | $3017000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $1643820.00        | $1744715.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1159066.00        | $897670.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $2376500.00        | $2223996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $2145128.00        | $2168436.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $3291800.00        | $3266497.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.0000%  | 0.0000% | $21517.00          | $21098.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 7.0000%  | 0.0000% | $2133712.00        | $1715134.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $20690.00          | $21568.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $24859.00          | $21569.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $16784.00          | $17605.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1711760.00        | $1769704.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $1088150.00        | $1146201.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $2374236.00        | $2281153.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $21921.00          | $21564.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $21690.00          | $21250.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $2967460.00        | $2993490.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $89859.00          | $76394.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $94296448.00       | $94203735.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $2000000.00        | $1835740.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.0000%  | 0.0000% | $67563.00          | $69719.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $17230.00          | $17326.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $22052.00          | $21526.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $19298.00          | $19872.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $3020356.00        | $2948544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 4.5000%  | 0.0000% | $6683790.00        | $6456895.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $936540160.00      | $851909914.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $17330944.00       | $13323646.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 4.0000%  | 0.0000% | $197010176.00      | $190299242.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 5.5000%  | 0.0000% | $53811584.00       | $54021719.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $17753.00          | $17807.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.0000%  | 0.0000% | $45430.00          | $21036.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.5000%  | 0.0000% | $1307838.00        | $1363689.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $21000.00          | $21530.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $1559350.00        | $1584750.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $2088624.00        | $2080297.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 5.5000%  | 0.0000% | $1880094.00        | $1917938.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.0000%  | 0.0000% | $3969576.00        | $3916743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $9776350.00        | $9664701.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.5000%  | 0.0000% | $21306.00          | $21586.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $3113544.00        | $3038825.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.5000%  | 0.0000% | $20604.00          | $21491.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $21652.00          | $21543.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $21491.00          | $21341.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $1679064.00        | $1631402.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 6.5000%  | 0.0000% | $1072010.00        | $1132963.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 5.0000%  | 0.0000% | $21401.00          | $21217.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 5.0000%  | 0.0000% | $5789560.00        | $5756430.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 4.0000%  | 0.0000% | $650000.00         | $50206.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $381342.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4232766.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-12-20      | 5.0000%  | 0.0000% | $634921.00         | $119359.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 3.0000%  | 0.0000% | $73567872.00       | $39975799.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $576304128.00      | $335869490.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $14615.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $916656.00         | $562568.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $843184128.00      | $515371011.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.5000%  | 0.0000% | $37094.00          | $24731.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $60888896.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $25149.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $81847.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $59599.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 4.5000%  | 0.0000% | $13034640.00       | $10215690.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 7.0000%  | 0.0000% | $10349760.00       | $3130640.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 3.0000%  | 0.0000% | $5004000.00        | $3196457.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 2.0000%  | 0.0000% | $592926.00         | $290988.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1227868.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-20      | 3.0000%  | 0.0000% | $2220772.00        | $350508.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-15      | 5.0000%  | 0.0000% | $685293.00         | $103635.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-20      | 3.5000%  | 0.0000% | $125000.00         | $28800.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 4.5000%  | 0.0000% | $6618136.00        | $844477.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 4.5000%  | 0.0000% | $2168792.00        | $377568.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 4.5000%  | 0.0000% | $1046888.00        | $151004.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 2.5000%  | 0.0000% | $1573792.00        | $989984.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $764130.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $797520.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $58959.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $354600.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-20      | 3.0000%  | 0.0000% | $323465.00         | $206545.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $510923.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-03-20      | 2.0000%  | 0.0000% | $7066280.00        | $2708810.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $104838.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $47863.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 4.5000%  | 0.0000% | $417553600.00      | $377231404.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 4.5000%  | 0.0000% | $289782.00         | $255847.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $972974.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $725290.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $848049.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $849064.00         | $738800.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1173565.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1017204.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $8101520.00        | $7552243.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $6406770.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16370564.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2081884.00        | $1879306.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.0000%  | 0.0000% | $10033072.00       | $9620989.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1094056.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2832955.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $3449664.00        | $3302926.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $883226.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4050429.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1462860.00        | $1535713.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $4586712.00        | $4721880.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1665310.00        | $1729338.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2281772.00        | $2158345.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $4241864.00        | $4300084.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $11267166.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $2107096.00        | $2207939.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $3309752.00        | $3283737.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $3875500.00        | $3952426.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1479832.00        | $1514298.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.0000%  | 0.0000% | $3646972.00        | $3627528.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.0000%  | 0.0000% | $4308688.00        | $4283765.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.5000%  | 0.0000% | $3913884.00        | $4103436.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $12455936.00       | $7525115.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 4.5000%  | 0.0000% | $49238848.00       | $46398968.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.0000%  | 0.0000% | $91000000.00       | $89274972.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $17855488.00       | $17699251.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $243000000.00      | $239383946.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 3.0000%  | 0.0000% | $2979264.00        | $2658153.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $766793.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $3741020.00        | $2608027.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1033090.00        | $1086950.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $4061610.00        | $4171252.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.5000%  | 0.0000% | $1184634.00        | $1245124.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1012896.00        | $1033090.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $1033790.00        | $1068169.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.0000%  | 0.0000% | $1578918.00        | $1587712.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-03-20      | 3.5000%  | 0.0000% | $2370172.00        | $161860.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-12-20      | 3.0000%  | 0.0000% | $2909752.00        | $380989.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-01-20      | 6.5000%  | 0.0000% | $5065096.00        | $21094.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2026-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $6264.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-04-15      | 6.5000%  | 0.0000% | $17948668.00       | $5369.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $94944.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-02-15      | 5.0000%  | 0.0000% | $7619120.00        | $980206.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2055-02-01      | 5.2500%  | 0.0000% | $142000.00         | $141084.00         | Agency Debentures and Agency Strips |

### Security 326: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1053FD, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1053FD7791567CR
- **C.18 - Value (incl. sponsor support):** $1489998361.00
- **C.18.a - Value (excl. sponsor support):** $1489998361.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $594700.00         | $582331.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $5710600.00        | $5681847.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $1857300.00        | $1146242.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $100.00            | $35.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $349000.00         | $99045.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $300.00            | $74.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $1900.00           | $469.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $34599000.00       | $35292610.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $162400.00         | $116114.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $15999800.00       | $11463418.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $11912300.00       | $7435591.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $336453600.00      | $223499736.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $76796300.00       | $48680380.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $2461600.00        | $2423056.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $2576000.00        | $2525975.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 0.0000%  | 0.0000% | $5842100.00        | $5598017.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $100000.00         | $88729.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $210915500.00      | $204117406.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $74999200.00       | $71075157.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $34288000.00       | $40302463.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $400.00            | $380.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $939.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $216.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49493956.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $4487200.00        | $4745915.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $15185200.00       | $17060327.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $500.00            | $483.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $19493200.00       | $19504724.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $15754000.00       | $15930623.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $134777200.00      | $137260087.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $199998100.00      | $203694910.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $175040000.00      | $177818979.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $15583700.00       | $15693752.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $1173000.00        | $1161172.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $232.00            | $162.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $180.00            | $110.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $74928491.00       | $65698725.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $63294301.00       | $35395249.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $106340845.00      | $57666407.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $59999998.00       | $31548659.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $189.00            | $79.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $69999928.00       | $23242146.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $4353668.00        | $1412321.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $9726454.00        | $2340564.00        | U.S. Treasuries (including strips) |

### Security 327: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR105429, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1054297791562JP
- **C.18 - Value (incl. sponsor support):** $1974997827.50
- **C.18.a - Value (excl. sponsor support):** $1974997827.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 BANKS FUNDING CORPORATION | 2035-07-23      | 1.6500%  | 0.0000% | $10000000.00       | $7831407.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-01-11      | 2.6900%  | 0.0000% | $18037000.00       | $15428233.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-13      | 3.8400%  | 0.0000% | $100000.00         | $100567.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-30      | 1.5600%  | 0.0000% | $11673000.00       | $10200474.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-07-22      | 1.5000%  | 0.0000% | $10000000.00       | $8239340.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.0000%  | 0.0000% | $222054.00         | $145626.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.0000%  | 0.0000% | $4279220.00        | $2503090.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $8050880.00        | $5420387.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $3370584.00        | $3266892.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $10333248.00       | $6798114.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1279260.00        | $895493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $3502920.00        | $3236278.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.0000%  | 0.0000% | $4133520.00        | $1740426.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $2097524.00        | $1443264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $1031348.00        | $746046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 3.0000%  | 0.0000% | $6420568.00        | $3035024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $2820000.00        | $1944268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.5000%  | 0.0000% | $800631.00         | $444268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $2732136.00        | $1857532.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1450804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 3.0000%  | 0.0000% | $386354.00         | $224304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 5.0000%  | 0.0000% | $235000.00         | $135959.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-12-01      | 3.0000%  | 0.0000% | $322570.00         | $200303.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $9302600.00        | $9216539.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $4672616.00        | $4777758.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.5000%  | 0.0000% | $14855056.00       | $15396466.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $2469444.00        | $2439518.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $8763296.00        | $8657660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $2464556.00        | $2438897.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 6.0000%  | 0.0000% | $4004640.00        | $4125176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $3044056.00        | $2942829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $2015410.00        | $2003472.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $2348748.00        | $2269796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 5.0000%  | 0.0000% | $4277312.00        | $4055313.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $4373072.00        | $4234074.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.5000%  | 0.0000% | $1849132.00        | $1787582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.5000%  | 0.0000% | $6859264.00        | $6909702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $2152456.00        | $2080808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $1210000.00        | $1169710.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $1017884.00        | $988110.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $2340200.00        | $2319533.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.0000%  | 0.0000% | $10861408.00       | $10786211.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 4.5000%  | 0.0000% | $13138432.00       | $12724887.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 4.5000%  | 0.0000% | $7914664.00        | $7649649.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 6.0000%  | 0.0000% | $4025544.00        | $4171442.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 3.5000%  | 0.0000% | $5104000.00        | $4385725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $13983248.00       | $13211367.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $44622976.00       | $44217918.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 4.0000%  | 0.0000% | $10000000.00       | $2488348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $718180.00         | $382232.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $300000.00         | $165131.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 2.0000%  | 0.0000% | $784248.00         | $469316.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $645000.00         | $408931.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $295000.00         | $214612.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1355098.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $1690000.00        | $1216582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $175000.00         | $120493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $20161536.00       | $19459510.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%  | 0.0000% | $45000.00          | $27125.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.0000%  | 0.0000% | $15727984.00       | $2478185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 1.5000%  | 0.0000% | $339869.00         | $182253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-04-01      | 2.0000%  | 0.0000% | $131702.00         | $84502.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.0000%  | 0.0000% | $900000.00         | $532601.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 2.5000%  | 0.0000% | $2078412.00        | $1407741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 3.0000%  | 0.0000% | $2113056.00        | $1801038.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 5.0000%  | 0.0000% | $9203280.00        | $9148082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $115710976.00      | $108642994.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1113812992.00     | $919700197.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $151392256.00      | $137711728.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $494657536.00      | $464742695.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-03-01      | 4.5000%  | 0.0000% | $3018348.00        | $2920357.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 5.5000%  | 0.0000% | $2600482.00        | $654478.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 4.5000%  | 0.0000% | $6835000.00        | $5052020.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-09-20      | 7.5000%  | 0.0000% | $28217.00          | $10290.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 6.0000%  | 0.0000% | $1600000.00        | $763959.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $812486.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $4500000.00        | $2768315.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1687753.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1837311.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1093498.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1144459.00        | $1192730.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1477984.00        | $1274919.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1200536.00        | $1231071.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $2733220.00        | $2715241.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 3.5000%  | 0.0000% | $1801594.00        | $1626012.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 4.0000%  | 0.0000% | $94714496.00       | $87325259.00       | Agency Mortgage-Backed Securities   |

### Security 328: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR105581, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR105581779156ICG
- **C.18 - Value (incl. sponsor support):** $859457770.00
- **C.18.a - Value (excl. sponsor support):** $859457770.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $1074.00           | $864.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $55255.00          | $44014.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $102213524.00      | $72568106.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $4175043.00        | $2244757.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $2250000.00        | $851285.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.5000%  | 0.0000% | $22301940.00       | $16395745.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $6896430.00        | $5653368.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $2531008.00        | $2039361.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $7285953.00        | $5192871.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $55166192.00       | $30047688.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $201892195.00      | $79823728.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.0000%  | 0.0000% | $17042059.00       | $11268146.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 4.5000%  | 0.0000% | $3285309.00        | $2727304.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $1831573.00        | $1484730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $363882.00         | $259113.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $84825244.00       | $45795480.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $155000.00         | $65302.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $18111139.00       | $5064882.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.0000%  | 0.0000% | $624402.00         | $449674.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $139000.00         | $92911.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $4775226.00        | $4055062.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.0000%  | 0.0000% | $4030000.00        | $3297712.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $155759529.00      | $108170791.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $834000.00         | $456071.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $128856483.00      | $53184042.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $18537525.00       | $5414532.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.5000%  | 0.0000% | $17545195.00       | $12399154.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 4.5000%  | 0.0000% | $78071.00          | $67310.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $218000.00         | $187045.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $1345365.00        | $971558.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $41643226.00       | $23338452.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $46474402.00       | $19121276.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $92738547.00       | $28051957.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 3.5000%  | 0.0000% | $17284161.00       | $12486743.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 4.5000%  | 0.0000% | $216100.00         | $187899.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.0000%  | 0.0000% | $639661.00         | $549104.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $745590.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $67830268.00       | $38256386.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $7899645.00        | $3331614.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $223410.00         | $67762.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $769944.00         | $682682.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.0000%  | 0.0000% | $3991391.00        | $3525775.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $3545777.00        | $1322252.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $15931081.00       | $4524102.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $294439.00         | $205524.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3751086.00        | $1133161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.0000%  | 0.0000% | $608838.00         | $416802.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8659823.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $17485149.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $206196.00         | $218963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $923563.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1781970.00        | $902256.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $1023672.00        | $845389.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $1797710.00        | $1195747.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1160970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $180949.00         | $65740.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $1380705.00        | $1381707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $25002061.00       | $2155890.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $979963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1712305.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1110689.00        | $702536.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1958753.00        | $1081439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1028340.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $6646770.00        | $5938625.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1285604.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1056453.00        | $337211.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $94322.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $5760845.00        | $4896369.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $532951.00         | $201124.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $403841.00         | $218298.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $3374453.00        | $2404343.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1260322.00        | $1008178.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1201475.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1429718.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $3497376.00        | $2889890.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $984195.00         | $964504.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1882782.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1085971.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1086498.00        | $1121377.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3793287.00        | $3152438.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1266950.00        | $711738.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1788487.00        | $1155137.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1183275.00        | $503200.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $1032647.00        | $743886.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1917377.00        | $1391818.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1465438.00        | $631420.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $616666.00         | $86647.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $3682808.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $338768.00         | $299298.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1600000.00        | $1288369.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3944281.00        | $3262568.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1764548.00        | $725899.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $4141178.00        | $1828016.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $2086210.00        | $956014.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2796365.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $141447.00         | $122873.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $332330.00         | $248829.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1367839.00        | $962194.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $450192.00         | $261858.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $1220021.00        | $703612.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1031834.00        | $1033671.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $628447.00         | $374801.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1035999.00        | $313419.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1596682.00        | $1377020.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $2142978.00        | $370697.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $287318.00         | $214767.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1396309.00        | $934151.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1122824.00        | $995906.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1216993.00        | $390465.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1998102.00        | $849884.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1008884.00        | $762487.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1239259.00        | $710199.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $951423.00         | $462431.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1567818.00        | $945007.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1765542.00        | $1351636.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $3031634.00        | $2590594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $132854.00         | $77380.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $3966001.00        | $2370056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $4977938.00        | $2801145.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $2641327.00        | $1606417.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1348891.00        | $488354.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1474410.00        | $1394851.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1010230.00        | $766165.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $981749.00         | $810525.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $8251660.00        | $6101195.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $4121666.00        | $3067615.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1066877.00        | $491463.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $278195.00         | $154176.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1247700.00        | $231747.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $1010697.00        | $646956.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1045214.00        | $548152.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1471120.00        | $852837.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $2361492.00        | $1440182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2273911.00        | $1511691.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $428523.00         | $78439.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1185736.00        | $192630.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $15142333.00       | $11820579.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 8.0000%  | 0.0000% | $2026703.00        | $1666158.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2078699.00        | $1126005.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2020447.00        | $508511.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3282369.00        | $2022277.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $543087.00         | $398454.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2348165.00        | $2017978.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1682111.00        | $520047.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $278231.00         | $200826.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1236199.00        | $789628.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $76510.00          | $54044.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $14715158.00       | $8988456.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2574963.00        | $2140746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $300000.00         | $232534.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $200000.00         | $158771.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $3481864.00        | $2691920.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $2571392.00        | $2007015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $493973.00         | $304202.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $443308.00         | $401790.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $52795771.00       | $40587509.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $2234814.00        | $1612051.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $29042595.00       | $20373430.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $4311541.00        | $2466814.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $34046193.00       | $32220578.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $1854385.00        | $1385635.00        | Agency Mortgage-Backed Securities |

### Security 329: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1055C2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR1055C27791564BN
- **C.18 - Value (incl. sponsor support):** $1693804516.50
- **C.18.a - Value (excl. sponsor support):** $1693804516.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $8945200.00        | $8911745.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $635000.00         | $574272.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $8406000.00        | $5515185.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $3867900.00        | $2041570.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $3561200.00        | $1826383.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $2582300.00        | $1137684.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $312000.00         | $126066.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $7609000.00        | $2828813.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $605600.00         | $200152.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $100.00            | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $200.00            | $56.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $492200.00         | $133716.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $3913100.00        | $1030597.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $10007000.00       | $2530850.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $50000.00          | $12463.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $9308000.00        | $2304810.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $4772000.00        | $1142474.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $4213300.00        | $4873420.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $266258000.00      | $195902529.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $323593100.00      | $400159317.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $205762500.00      | $241468246.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $21325100.00       | $24158516.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $15409900.00       | $15149664.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $356718800.00      | $364458278.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $364402800.00      | $373263798.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $7842100.00        | $5391538.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $11.00             | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $10568000.00       | $5467471.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $108214000.00      | $53486068.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $7587000.00        | $3693276.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $8647000.00        | $4142311.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $52.00             | $19.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $3121000.00        | $1473390.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $3661000.00        | $1630013.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $24.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $1707000.00        | $501250.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $5052000.00        | $1460195.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $6963000.00        | $1903823.00        | U.S. Treasuries (including strips) |

### Security 330: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10582F, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR10582F7791562BO
- **C.18 - Value (incl. sponsor support):** $1445000000.00
- **C.18.a - Value (excl. sponsor support):** $1445000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $24865200.00       | $12194125.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $237812000.00      | $167486498.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $144048400.00      | $136857448.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $3778300.00        | $3570881.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $304413000.00      | $307395936.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $124006400.00      | $125752182.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $46704300.00       | $47033237.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $645830400.00      | $642801455.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $47833681.00       | $30808239.00       | U.S. Treasuries (including strips) |

### Security 331: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10590F, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR10590F7791563BA
- **C.18 - Value (incl. sponsor support):** $984950848.50
- **C.18.a - Value (excl. sponsor support):** $984950848.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 5.5000%  | 0.0000% | $30102.00          | $472.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $5781.00           | $410.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 6.5000%  | 0.0000% | $98112.00          | $1240.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 6.0000%  | 0.0000% | $65973.00          | $5231.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.0000%  | 0.0000% | $2160000.00        | $1438837.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1010.00           | $993.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $3576.00           | $2884.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $569403.00         | $7610.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.0000%  | 0.0000% | $1000000.00        | $79925.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $36473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 2.5000%  | 0.0000% | $259518.00         | $33397.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 2.5000%  | 0.0000% | $316792.00         | $40296.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 3.5000%  | 0.0000% | $81000.00          | $5900.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.5000%  | 0.0000% | $26000000.00       | $2155916.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.5000%  | 0.0000% | $10600000.00       | $878786.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.0000%  | 0.0000% | $26000000.00       | $2670639.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $55012.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.5000%  | 0.0000% | $500000.00         | $32421.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-03-20      | 3.5000%  | 0.0000% | $12678404.00       | $902783.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $14566000.00       | $1257638.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 4.0000%  | 0.0000% | $320000.00         | $24637.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 3.5000%  | 0.0000% | $1601281.00        | $154491.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 4.5000%  | 0.0000% | $320000.00         | $21868.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.0000%  | 0.0000% | $287916.00         | $15165.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-11-20      | 4.0000%  | 0.0000% | $3450000.00        | $184582.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-12-20      | 3.5000%  | 0.0000% | $793859.00         | $57434.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-12-20      | 4.5000%  | 0.0000% | $315000.00         | $20912.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 4.0000%  | 0.0000% | $1735000.00        | $100176.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 3.5000%  | 0.0000% | $175000.00         | $11497.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 4.5000%  | 0.0000% | $203378.00         | $13219.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 3.5000%  | 0.0000% | $1000021.00        | $70800.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 4.0000%  | 0.0000% | $7199792.00        | $509218.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 3.0000%  | 0.0000% | $25045000.00       | $2123492.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $61000000.00       | $5749847.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $720000.00         | $73077.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.0000%  | 0.0000% | $12000000.00       | $1024787.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 4.5000%  | 0.0000% | $518250.00         | $32671.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $197900000.00      | $17680581.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 4.5000%  | 0.0000% | $742466.00         | $48448.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $65000000.00       | $6781447.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $17775000.00       | $1208123.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 5.0000%  | 0.0000% | $334300.00         | $24695.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 3.0000%  | 0.0000% | $3650000.00        | $379737.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.5000%  | 0.0000% | $40000000.00       | $3812219.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $9385000.00        | $1019556.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 4.5000%  | 0.0000% | $656660.00         | $47649.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $3900000.00        | $456577.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 4.0000%  | 0.0000% | $895411.00         | $72881.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 4.5000%  | 0.0000% | $880000.00         | $63712.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 2.5000%  | 0.0000% | $1400000.00        | $341717.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.0000%  | 0.0000% | $1009688.00        | $146384.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.0000%  | 0.0000% | $125000.00         | $17112.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $56000000.00       | $5992164.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.5000%  | 0.0000% | $194693651.00      | $19712886.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $776000.00         | $85488.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $54100000.00       | $6168145.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $2842000.00        | $297351.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.5000%  | 0.0000% | $952000.00         | $74871.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $5975000.00        | $716819.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $39002000.00       | $4983903.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 2.5000%  | 0.0000% | $55840.00          | $8713.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.5000%  | 0.0000% | $98434.00          | $12302.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $1550054.00        | $226953.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 5.0000%  | 0.0000% | $10539955.00       | $691125.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.0000%  | 0.0000% | $6443926.00        | $849646.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $72038948.00       | $8495710.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.0000%  | 0.0000% | $9694560.00        | $1244880.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.0000%  | 0.0000% | $2003554.00        | $279776.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $314348.00         | $35778.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.0000%  | 0.0000% | $10398000.00       | $1058060.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 2.5000%  | 0.0000% | $200000.00         | $57149.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.0000%  | 0.0000% | $1497992.00        | $191343.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.0000%  | 0.0000% | $10438213.00       | $1422726.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.0000%  | 0.0000% | $12153421.00       | $1624035.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $175000.00         | $13325.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.5000%  | 0.0000% | $211253.00         | $15476.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 3.5000%  | 0.0000% | $6700000.00        | $775708.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.5000%  | 0.0000% | $617480.00         | $44105.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $1648000.00        | $187784.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $500000.00         | $36807.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 5.0000%  | 0.0000% | $236997.00         | $17400.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 5.0000%  | 0.0000% | $25993820.00       | $1501616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.5000%  | 0.0000% | $318981.00         | $22795.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.0000%  | 0.0000% | $5059932.00        | $386523.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.0000%  | 0.0000% | $39166611.00       | $3362906.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 4.0000%  | 0.0000% | $1300000.00        | $135614.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 5.0000%  | 0.0000% | $40000.00          | $12147.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $16961146.00       | $6307483.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $99465.00          | $16968.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $71539.00          | $9275.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $949290.00         | $220852.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $3000000.00        | $1254198.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.5000%  | 0.0000% | $432764.00         | $144767.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 5.0000%  | 0.0000% | $75000.00          | $19497.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $130379381.00      | $80425419.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $96267988.00       | $60266166.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $14519040.00       | $9450717.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $685734.00         | $422354.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $16511990.00       | $10729620.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $1347043.00        | $658167.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $309983.00         | $124766.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $41707581.00       | $22057573.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $184302.00         | $103038.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1351307.00        | $796110.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $20000000.00       | $11563112.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1024.00           | $613.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1572494.00        | $999363.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $600000.00         | $363736.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $444066.00         | $272531.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $49565.00          | $30703.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.0000%  | 0.0000% | $600000.00         | $459580.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $76486528.00       | $54302819.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $95224.00          | $57650.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $14697957.00       | $10477997.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.5000%  | 0.0000% | $80000.00          | $48265.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $903000.00         | $564492.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $14231491.00       | $10143119.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $8009980.00        | $5703750.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $46703265.00       | $33225221.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.0000%  | 0.0000% | $22580517.00       | $19791986.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $3970746.00        | $1408045.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1381382.00        | $455044.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14359.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $4762348.00        | $167273.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $1980528.00        | $290443.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.5000%  | 0.0000% | $3245808.00        | $182322.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 5.0000%  | 0.0000% | $2756264.00        | $133125.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 5.0000%  | 0.0000% | $1691681.00        | $271078.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 5.0000%  | 0.0000% | $1135442.00        | $32496.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.5000%  | 0.0000% | $1014237.00        | $105407.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $26497670.00       | $4411375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $8447212.00        | $684896.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $85000.00          | $12333.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $56000.00          | $13466.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $2622515.00        | $346480.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-15      | 3.0000%  | 0.0000% | $613721.00         | $283235.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $425846.00         | $71108.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $231987.00         | $121820.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $293517.00         | $44872.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-15      | 3.0000%  | 0.0000% | $101620.00         | $29410.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $87912.00          | $53279.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $2159898.00        | $1284048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.0000%  | 0.0000% | $820479.00         | $338686.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 4.0000%  | 0.0000% | $1178147.00        | $178143.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $8855086.00        | $5612123.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1780010.00        | $1136353.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1849154.00        | $1939244.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1511153.00        | $1600667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1426170.00        | $1510930.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $4593195.00        | $4580442.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1362286.00        | $1427295.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1051548.00        | $1094657.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $5835.00           | $6119.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $32600792.00       | $33488181.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $24213101.00       | $24361146.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $6005.00           | $6084.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $11783656.00       | $12166631.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $5010.00           | $5090.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $6479852.00        | $6679341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $4897792.00        | $4984261.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $5000.00           | $5221.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $7003.00           | $7429.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $8260.00           | $8411.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7651789.00        | $7768187.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $7356198.00        | $7378351.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1607726.00        | $1640818.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $434429.00         | $446695.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $5870170.00        | $5834613.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $9287600.00        | $9435059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $3364560.00        | $3352088.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $7071314.00        | $7305107.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $6974307.00        | $6947451.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2488191.00        | $2621360.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2920948.00        | $2834322.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $9890080.00        | $10320431.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $4736304.00        | $4816970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $44570.00          | $45386.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $7101935.00        | $7412245.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $6949071.00        | $7177287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $20000000.00       | $19746767.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $95215044.00       | $96593306.00       | Agency Mortgage-Backed Securities |
| GNII SF MB0816 M                         | 2055-12-20      | 6.5000%  | 0.0000% | $1030.00           | $1070.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $61618862.00       | $62825581.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $51459321.00       | $46260749.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 4.5000%  | 0.0000% | $27085.00          | $25588.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $911536.00         | $883131.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $6967.00           | $6203.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $269344.00         | $266194.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $255947.00         | $255338.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 5.0000%  | 0.0000% | $8503326.00        | $8538970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $13262668.00       | $13152377.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1026.00           | $1051.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $29076712.00       | $30479334.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1568777.00        | $1636213.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $4103017.00        | $4217278.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $6301119.00        | $6479376.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $6162680.00        | $6336862.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2689457.00        | $2765072.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $15745364.00       | $16025168.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $100654.00         | $101733.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $4011468.00        | $4202310.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $8474432.00        | $8445667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $7641691.00        | $7916865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $9315700.00        | $9479027.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $6481298.00        | $6655169.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1221396.00        | $78158.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 4.5000%  | 0.0000% | $559502.00         | $82978.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.5000%  | 0.0000% | $1346126.00        | $224688.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $1000000.00        | $13042.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-20      | 5.5000%  | 0.0000% | $5978728.00        | $27798.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 5.5000%  | 0.0000% | $2486992.00        | $35435.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-20      | 5.5000%  | 0.0000% | $1709148.00        | $19550.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 5.5000%  | 0.0000% | $675749.00         | $7049.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 6.5000%  | 0.0000% | $8723305.00        | $87793.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 5.5000%  | 0.0000% | $483038.00         | $5348.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-20      | 6.0000%  | 0.0000% | $1967058.00        | $60838.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $5158496.00        | $122426.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1291025.00        | $39459.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.5000%  | 0.0000% | $115474.00         | $8052.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 6.0000%  | 0.0000% | $120262.00         | $9126.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $2548096.00        | $34790.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $1738969.00        | $34017.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 6.0000%  | 0.0000% | $84642.00          | $4963.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.0000%  | 0.0000% | $1521279.00        | $34437.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $479688.00         | $52142.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.5000%  | 0.0000% | $1300541.00        | $352708.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 6.0000%  | 0.0000% | $254623.00         | $10386.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.0000%  | 0.0000% | $1306051.00        | $29585.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $220375.00         | $26548.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $14000000.00       | $4023150.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $8000000.00        | $5662282.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $5100.00           | $5276.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.5000%  | 0.0000% | $4650000.00        | $55811.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $915842.00         | $9174.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.5000%  | 0.0000% | $1300163.00        | $20358.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 6.0000%  | 0.0000% | $1230704.00        | $9598.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.5000%  | 0.0000% | $2254068.00        | $15540.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $2289475.00        | $11114.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $782593.00         | $5983.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $1288431.00        | $24364.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.5000%  | 0.0000% | $205046.00         | $971.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.5000%  | 0.0000% | $6861749.00        | $43045.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $182653.00         | $15227.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $1851572.00        | $7423.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.5000%  | 0.0000% | $2069839.00        | $5334.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $1990758.00        | $64735.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $9529143.00        | $28040.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $621774.00         | $23629.00          | Agency Mortgage-Backed Securities |

### Security 332: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR105924, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1059247791564JP
- **C.18 - Value (incl. sponsor support):** $4259787426.00
- **C.18.a - Value (excl. sponsor support):** $4259787426.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $2219849500.00     | $2953544381.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $394672300.00      | $375384751.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $298012500.00      | $302494657.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $714736000.00      | $719473270.00      | U.S. Treasuries (including strips) |

### Security 333: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR105B7C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR105B7C779156BCG
- **C.18 - Value (incl. sponsor support):** $983945557.50
- **C.18.a - Value (excl. sponsor support):** $983945557.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $29142100.00       | $28191649.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $315300.00         | $361379.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $18420300.00       | $18428552.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $6900.00           | $7094.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.8134%  | 0.0000% | $17730100.00       | $17854647.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $925809900.00      | $939856533.00      | U.S. Treasuries (including strips) |

### Security 334: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR105B7E, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR105B7E7791564CG
- **C.18 - Value (incl. sponsor support):** $849039160.00
- **C.18.a - Value (excl. sponsor support):** $849039160.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $15798500.00       | $16654601.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $6400.00           | $6358.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $506000.00         | $696429.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $189.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1900.00           | $1922.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $826615600.00      | $849313860.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $325200.00         | $326556.00         | U.S. Treasuries (including strips) |

### Security 335: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR105BB2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR105BB27791561JP
- **C.18 - Value (incl. sponsor support):** $837999329.60
- **C.18.a - Value (excl. sponsor support):** $837999329.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $729773.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-09-09      | 0.0000%  | 0.0000% | $6200000.00        | $6099566.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-08      | 0.0000%  | 0.0000% | $5400000.00        | $5379674.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-19      | 2.8300%  | 0.0000% | $4360000.00        | $3801390.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-06-21      | 3.0800%  | 0.0000% | $6504000.00        | $5894709.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1872220.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%  | 0.0000% | $20749000.00       | $16335630.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-01-27      | 1.6000%  | 0.0000% | $15000000.00       | $12283597.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-02-17      | 1.5000%  | 0.0000% | $25000000.00       | $20256233.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-10      | 1.5000%  | 0.0000% | $13058000.00       | $11000790.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $2231310.00        | $1334025.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 7.0000%  | 0.0000% | $1076134.00        | $1150740.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $95750.00          | $69746.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $12973712.00       | $11822455.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $27566120.00       | $23109288.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1035480.00        | $936919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 7.0000%  | 0.0000% | $3560850.00        | $3692609.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $4672424.00        | $4429485.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 4.5000%  | 0.0000% | $1361502.00        | $1306455.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $2830072.00        | $2717792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1223890.00        | $1232073.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1559700.00        | $1589145.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1453648.00        | $1521532.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2060-07-01      | 3.0000%  | 0.0000% | $2457000.00        | $1317189.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 3.0000%  | 0.0000% | $1490140.00        | $580482.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 3.0000%  | 0.0000% | $37580.00          | $29443.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $2688836.00        | $2666082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 4.5000%  | 0.0000% | $2597536.00        | $2502545.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.5000%  | 0.0000% | $2871220.00        | $2773080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $7775000.00        | $5232889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $2334996.00        | $1252726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.0000%  | 0.0000% | $1202362.00        | $816493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $243874.00         | $179662.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 5.5000%  | 0.0000% | $1979114.00        | $2021738.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 5.0000%  | 0.0000% | $1181438.00        | $1169756.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 1.5000%  | 0.0000% | $2225000.00        | $1284702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $28989000.00       | $14067342.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 1.5000%  | 0.0000% | $9715296.00        | $4380343.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $716000.00         | $319566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.0000%  | 0.0000% | $2297956.00        | $1340529.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 2.5000%  | 0.0000% | $13883712.00       | $9227652.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $1304000.00        | $940216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $222040.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $540000.00         | $405472.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $52412864.00       | $45583430.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $300000.00         | $230774.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $24333344.00       | $19753133.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $43453.00          | $36380.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 5.0000%  | 0.0000% | $100000.00         | $72027.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.0000%  | 0.0000% | $873587.00         | $690668.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.0000%  | 0.0000% | $1004368.00        | $327185.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $454395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 2.5000%  | 0.0000% | $1337884.00        | $484462.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $294735.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 1.5000%  | 0.0000% | $1832870.00        | $1099727.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $17000.00          | $12631.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $25037.00          | $18049.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 3.0000%  | 0.0000% | $325724.00         | $210529.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 5.5000%  | 0.0000% | $41234000.00       | $23082114.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-08-01      | 5.0000%  | 0.0000% | $866838.00         | $628113.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 5.0000%  | 0.0000% | $51393.00          | $37713.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.0000%  | 0.0000% | $15380400.00       | $11006306.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 3.0000%  | 0.0000% | $323760.00         | $300925.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 6.5000%  | 0.0000% | $42642560.00       | $43774818.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 4.0000%  | 0.0000% | $1113972.00        | $1089080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 6.5000%  | 0.0000% | $900000.00         | $920075.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-01-01      | 5.5000%  | 0.0000% | $417315000.00      | $3176124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $9547712.00        | $8860696.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $34017.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-04-20      | 3.0000%  | 0.0000% | $54065472.00       | $5279392.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-20      | 5.0000%  | 0.0000% | $3000000.00        | $279965.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 3.5000%  | 0.0000% | $1126836.00        | $126360.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $7064407.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $590650.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-12-20      | 3.0000%  | 0.0000% | $23465504.00       | $3096625.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $188930.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-02-20      | 7.0000%  | 0.0000% | $53730.00          | $11577.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 4.5000%  | 0.0000% | $1910527.00        | $119254.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $174654.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $617049.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 2.5000%  | 0.0000% | $252600000.00      | $148816908.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-06-20      | 8.5000%  | 0.0000% | $28894.00          | $14533.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-20      | 4.5000%  | 0.0000% | $243418.00         | $122752.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-20      | 6.5000%  | 0.0000% | $216019.00         | $159841.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $14257760.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-10-20      | 7.0000%  | 0.0000% | $51069.00          | $23313.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 2.5000%  | 0.0000% | $42320000.00       | $25204294.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 6.5000%  | 0.0000% | $5650752.00        | $2656634.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 3.5000%  | 0.0000% | $1045000.00        | $698505.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 6.5000%  | 0.0000% | $122231.00         | $45581.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 4.0000%  | 0.0000% | $80488.00          | $70241.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 2.0000%  | 0.0000% | $146103.00         | $100020.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 4.0000%  | 0.0000% | $29741376.00       | $25851305.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-15      | 5.0000%  | 0.0000% | $14241.00          | $9615.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-20      | 4.5000%  | 0.0000% | $2005024.00        | $146123.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $605250.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-15      | 2.5000%  | 0.0000% | $115851.00         | $76133.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $87489.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $126488.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $847523.00         | $513968.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $704099.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $243593.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $108816.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 3.0000%  | 0.0000% | $72000.00          | $42573.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $89925.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.5000%  | 0.0000% | $659564.00         | $511873.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $1085000.00        | $831569.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 6.0000%  | 0.0000% | $84828160.00       | $51087360.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $69952.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 2.5000%  | 0.0000% | $20081472.00       | $9817091.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 2.5000%  | 0.0000% | $10543920.00       | $4523939.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-01-15      | 3.0000%  | 0.0000% | $264000.00         | $26515.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $870811.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2013871.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $709377.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $3544158.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $927094.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 4.5000%  | 0.0000% | $1320716.00        | $1277332.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $3938992.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 6.0000%  | 0.0000% | $1063108.00        | $980709.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1105897.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $953072.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $2308910.00        | $2423783.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1497849.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $12088079.00       | $12801364.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1137433.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2497520.00        | $2620814.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1111986.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1113852.00        | $1132994.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1163201.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5253873.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2999896.00        | $2903844.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4801354.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $48054.00          | $50848.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $23353.00          | $24715.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1595498.00        | $1666526.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 4.5000%  | 0.0000% | $1128628.00        | $1081591.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $2149370.00        | $2131919.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $707328.00         | $711201.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $503812.00         | $505559.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1049230.00        | $1100847.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $1139358.00        | $1156707.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.0000%  | 0.0000% | $2592372.00        | $2574099.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 3.5000%  | 0.0000% | $12497744.00       | $11262718.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 3.5000%  | 0.0000% | $1453234.00        | $1311603.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 3.5000%  | 0.0000% | $23464064.00       | $21177272.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4282322.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 4.5000%  | 0.0000% | $30646944.00       | $29089407.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $37000000.00       | $35350134.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $2108544.00        | $2103526.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $807092.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $2597240.00        | $2457195.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1497556.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $907315.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1116644.00        | $1130281.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.5000%  | 0.0000% | $749884.00         | $758608.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.0000%  | 0.0000% | $3212964.00        | $3191543.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1023298.00        | $1053321.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1126922.00        | $1150716.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 3.5000%  | 0.0000% | $8336864.00        | $7512457.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-04-20      | 3.5000%  | 0.0000% | $400000.00         | $76369.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-20      | 3.5000%  | 0.0000% | $3409824.00        | $862962.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1729363.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-01-20      | 3.5000%  | 0.0000% | $1388382.00        | $388016.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $67852.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $6213.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $61731.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-15      | 4.5000%  | 0.0000% | $1539680.00        | $25808.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-06-20      | 3.5000%  | 0.0000% | $2368440.00        | $171271.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5597191.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $1997546.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $270550.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $85429.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.5000%  | 0.0000% | $1000000.00        | $786713.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $1885471.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-15      | 2.5000%  | 0.0000% | $2403020.00        | $1184338.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $30989.00          | Agency Mortgage-Backed Securities   |

### Security 336: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR105C86, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR105C86779156WEL
- **C.18 - Value (incl. sponsor support):** $1975000000.00
- **C.18.a - Value (excl. sponsor support):** $1975000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5575540.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11300817.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11905907.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13618950.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9184183.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-11-16      | 3.2500%  | 0.0000% | $10000000.00       | $9969485.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $593745.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2296879.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3558350.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3278626.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6206732.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-09-10      | 3.3750%  | 0.0000% | $2510000.00        | $2398844.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5077992.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $16924284.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $20448217.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2039-03-11      | 5.0000%  | 0.0000% | $47935000.00       | $49281388.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6293902.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $824754.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 4.0000%  | 0.0000% | $100000000.00      | $14752626.00       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $727582.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-03      | 0.0000%  | 0.0000% | $813000.00         | $802668.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-26      | 0.0000%  | 0.0000% | $2054000.00        | $2036007.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-30      | 0.0000%  | 0.0000% | $207000.00         | $205104.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-24      | 0.0000%  | 0.0000% | $4506000.00        | $4453280.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1923316.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4472150.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5276809.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1390846.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4549036.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6147266.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6789469.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6019351.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4505850.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6323599.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $606943.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $490265.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6348202.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-23      | 2.6600%  | 0.0000% | $22935000.00       | $19321540.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8694000.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-23      | 4.3750%  | 0.0000% | $36000.00          | $36473.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-08      | 4.7500%  | 0.0000% | $455000.00         | $461102.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-12      | 3.7500%  | 0.0000% | $5000000.00        | $5067141.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $83059.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-06-11      | 5.1250%  | 0.0000% | $4990000.00        | $5234409.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 6.2500%  | 0.0000% | $3600000.00        | $4057504.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $10000000.00       | $7608300.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-15      | 0.0000%  | 0.0000% | $2775000.00        | $2653896.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-04-24      | 2.1250%  | 0.0000% | $51000.00          | $51416.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-04-08      | 0.0000%  | 0.0000% | $201000.00         | $200831.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $482850.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 5.6250%  | 0.0000% | $37269000.00       | $40923784.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $150000000.00      | $143994894.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $100000000.00      | $95346153.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 4.0000%  | 0.0000% | $125000000.00      | $115180774.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $100000000.00      | $96179304.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $100000000.00      | $95107425.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $150000000.00      | $147314238.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $100000000.00      | $100490036.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.0000%  | 0.0000% | $100000000.00      | $98432345.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 2.5000%  | 0.0000% | $440000000.00      | $204610440.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $190892558.00      | $146636379.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $75320797.00       | $76066523.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-03-15      | 3.0000%  | 0.0000% | $540074.00         | $462151.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2027-02-01      | 2.8750%  | 0.0000% | $14722000.00       | $14675842.00       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $3999941.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2035-05-15      | 4.8750%  | 0.0000% | $56389000.00       | $58741361.00       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1386060.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1238921.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $83598.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1839781.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3077400.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $293885.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $326856.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $332215.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $497345.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2026-04-01      | 0.0000%  | 0.0000% | $22000.00          | $21997.00          | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 1.3750%  | 0.0000% | $168000000.00      | $194321444.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 1.0000%  | 0.0000% | $73818900.00       | $75372515.00       | U.S. Treasuries (including strips)  |

### Security 337: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR105CBE, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR105CBE7791565JP
- **C.18 - Value (incl. sponsor support):** $4459996432.00
- **C.18.a - Value (excl. sponsor support):** $4459996432.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $377827700.00      | $354783611.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $1111721600.00     | $1143171392.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1965024000.00     | $2009862717.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1042582400.00     | $1045517043.00     | U.S. Treasuries (including strips) |

### Security 338: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR106297, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1062977791568BN
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-05-26      | 1.0000%  | 0.0000% | $15000000.00       | $14982333.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%  | 0.0000% | $19000000.00       | $18854255.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-27      | 1.0000%  | 0.0000% | $10000000.00       | $9926678.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-28      | 1.1000%  | 0.0000% | $25000000.00       | $24668792.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.1250%  | 0.0000% | $15000000.00       | $15166100.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-06-21      | 4.7000%  | 0.0000% | $10000000.00       | $10153056.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-14      | 4.0600%  | 0.0000% | $10000000.00       | $10084572.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-25      | 4.0200%  | 0.0000% | $15000000.00       | $14931900.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-21      | 4.1500%  | 0.0000% | $10000000.00       | $10178644.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-04-04      | 4.1250%  | 0.0000% | $10000000.00       | $10129713.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-08-05      | 4.5000%  | 0.0000% | $16550000.00       | $16562909.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-23      | 3.8600%  | 0.0000% | $25000000.00       | $24914994.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-12-03      | 4.0450%  | 0.0000% | $25000000.00       | $25098215.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-10-15      | 0.0000%  | 0.0000% | $100000000.00      | $97987000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-04-15      | 0.0000%  | 0.0000% | $200000000.00      | $199682000.00      | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-05-15      | 0.0000%  | 0.0000% | $100000000.00      | $99536000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-06-15      | 0.0000%  | 0.0000% | $100000000.00      | $99226100.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-04-15      | 0.0000%  | 0.0000% | $200000000.00      | $199682000.00      | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-15      | 0.0000%  | 0.0000% | $200000000.00      | $199072000.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-01      | 0.0000%  | 0.0000% | $200000000.00      | $198124000.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%  | 0.0000% | $15000000.00       | $14950500.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-13      | 0.9900%  | 0.0000% | $10000000.00       | $9941200.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%  | 0.0000% | $10000000.00       | $9890376.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-10      | 4.6250%  | 0.0000% | $25000000.00       | $25548969.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-12-26      | 4.0000%  | 0.0000% | $26646000.00       | $26713642.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-05-12      | 3.9100%  | 0.0000% | $25000000.00       | $25278174.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-08      | 3.6000%  | 0.0000% | $25000000.00       | $25267500.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-23      | 3.6250%  | 0.0000% | $5000000.00        | $5024340.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-25      | 3.3750%  | 0.0000% | $10000000.00       | $9981475.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-14      | 4.1250%  | 0.0000% | $25000000.00       | $25200198.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-07      | 4.2500%  | 0.0000% | $10000000.00       | $10058800.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-07-29      | 4.1250%  | 0.0000% | $11730000.00       | $11731586.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-05      | 4.0000%  | 0.0000% | $15000000.00       | $14979093.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-12      | 4.0000%  | 0.0000% | $25000000.00       | $24868036.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-11-19      | 3.7700%  | 0.0000% | $25000000.00       | $25087333.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-06-29      | 3.7500%  | 0.0000% | $25000000.00       | $24933908.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-06-16      | 4.1500%  | 0.0000% | $25000000.00       | $25295604.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-05-25      | 5.0200%  | 0.0000% | $15000000.00       | $15282300.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-09-15      | 3.7200%  | 0.0000% | $25000000.00       | $25015583.00       | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-07      | 0.0000%  | 0.0000% | $131481900.00      | $130990158.00      | U.S. Treasuries (including strips)  |

### Security 339: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR106298, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1062987791567BN
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-09-01      | 5.5000%  | 0.0000% | $21435493.00       | $28905.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $1879.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 6.0000%  | 0.0000% | $11480048.00       | $218360.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $3295584.00        | $177370.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 6.0000%  | 0.0000% | $2592586.00        | $108556.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $12427757.00       | $223879.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 6.0000%  | 0.0000% | $1035.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 5.5000%  | 0.0000% | $9159.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 6.0000%  | 0.0000% | $50486.00          | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 6.0000%  | 0.0000% | $27222780.00       | $188736.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 5.5000%  | 0.0000% | $2161237.00        | $7054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 5.5000%  | 0.0000% | $3095.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 5.5000%  | 0.0000% | $3072.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 5.0000%  | 0.0000% | $45869573.00       | $402511.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 5.0000%  | 0.0000% | $1245456.00        | $242800.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 5.5000%  | 0.0000% | $3162.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 6.5000%  | 0.0000% | $20058577.00       | $358573.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 6.0000%  | 0.0000% | $157188776.00      | $174045.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 6.0000%  | 0.0000% | $3222.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 6.0000%  | 0.0000% | $3460.00           | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 6.5000%  | 0.0000% | $3120.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.0000%  | 0.0000% | $4319.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.5000%  | 0.0000% | $13384027.00       | $205458.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 6.5000%  | 0.0000% | $3000.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 7.0000%  | 0.0000% | $3072.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 7.0000%  | 0.0000% | $29506891.00       | $300520.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 6.0000%  | 0.0000% | $3470.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 7.0000%  | 0.0000% | $17592915.00       | $178161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 7.0000%  | 0.0000% | $34605915.00       | $185876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-12-01      | 3.5000%  | 0.0000% | $3007.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $356.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $467266377.00      | $33647319.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 6.0000%  | 0.0000% | $11187534.00       | $133240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 5.0000%  | 0.0000% | $4042.00           | $41.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 6.0000%  | 0.0000% | $23224712.00       | $225914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 6.5000%  | 0.0000% | $113927594.00      | $132906.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.0000%  | 0.0000% | $47460683.00       | $176116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 5.0000%  | 0.0000% | $10002625.00       | $215439.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 5.5000%  | 0.0000% | $24686222.00       | $311578.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 5.5000%  | 0.0000% | $4116.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 5.5000%  | 0.0000% | $5121.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 6.0000%  | 0.0000% | $4190.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 5.5000%  | 0.0000% | $16116449.00       | $56686.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.0000%  | 0.0000% | $6784.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.5000%  | 0.0000% | $642659715.00      | $1258756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 6.5000%  | 0.0000% | $1027.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $45136576.00       | $125009.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 7.0000%  | 0.0000% | $5003.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-08-01      | 4.5000%  | 0.0000% | $100730377.00      | $3100984.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.5000%  | 0.0000% | $23511477.00       | $1197566.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 5.5000%  | 0.0000% | $33007318.00       | $456567.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.5000%  | 0.0000% | $1076810.00        | $44556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 5.5000%  | 0.0000% | $5117.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.5000%  | 0.0000% | $4116.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.5000%  | 0.0000% | $31631704.00       | $1159354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $4575383.00        | $183652.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $4004.00           | $524.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 5.5000%  | 0.0000% | $5038.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 5.5000%  | 0.0000% | $18324080.00       | $135797.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 5.0000%  | 0.0000% | $4032.00           | $296.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 5.5000%  | 0.0000% | $22307618.00       | $290825.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 6.5000%  | 0.0000% | $4096.00           | $12.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 5.5000%  | 0.0000% | $33861846.00       | $549878.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $544246.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 4.0000%  | 0.0000% | $1148420.00        | $192238.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 4.0000%  | 0.0000% | $2233091.00        | $137207.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 4.0000%  | 0.0000% | $4321451.00        | $229125.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 4.0000%  | 0.0000% | $2667487.00        | $104293.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 4.0000%  | 0.0000% | $5155661.00        | $659033.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1344.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.5000%  | 0.0000% | $5036255.00        | $910468.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.5000%  | 0.0000% | $1646849.00        | $217256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $483139.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $5126274.00        | $1304842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $4926467.00        | $1232466.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.5000%  | 0.0000% | $1651561.00        | $473389.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.5000%  | 0.0000% | $2256460.00        | $430567.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.5000%  | 0.0000% | $13585562.00       | $3971133.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $452403.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.5000%  | 0.0000% | $4003.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 4.5000%  | 0.0000% | $4000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.5000%  | 0.0000% | $4001.00           | $1238.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.5000%  | 0.0000% | $4000.00           | $1187.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $2406249.00        | $222738.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1257.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.5000%  | 0.0000% | $1923878.00        | $560003.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 4.0000%  | 0.0000% | $330278.00         | $46869.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 4.5000%  | 0.0000% | $1003.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1600.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1408.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $1224.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1311.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $3722769.00        | $1243679.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $402120.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $423.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1384508.00        | $437535.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $614608.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1000008.00        | $165781.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1762000.00        | $151958.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1251352.00        | $227811.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%  | 0.0000% | $3098000.00        | $334506.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 4.0000%  | 0.0000% | $2295044.00        | $183466.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 4.0000%  | 0.0000% | $4114766.00        | $1014672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%  | 0.0000% | $1661424.00        | $492007.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1004172.00        | $467691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1018796.00        | $363903.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $2436376.00        | $276488.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1258628.00        | $373992.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1435770.00        | $501495.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $1029914.00        | $387386.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $5021624.00        | $1142528.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $2183556.00        | $559625.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $1965563.00        | $369389.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $1663189.00        | $589628.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $1120008.00        | $109325.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $286000.00         | $66395.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $769000.00         | $134639.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $831322.00         | $53901.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $1392852.00        | $376709.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $995074.00         | $223241.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1234173.00        | $473600.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1023193.00        | $69950.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $42909236.00       | $7675400.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $2596557.00        | $416174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $565173.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $10479040.00       | $940454.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $60479106.00       | $4445950.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%  | 0.0000% | $20006470.00       | $4840050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1008.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 4.0000%  | 0.0000% | $1000.00           | $426.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 2.0000%  | 0.0000% | $93916.00          | $62484.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 4.5000%  | 0.0000% | $1225000.00        | $855366.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $27924192.00       | $19940034.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $200000.00         | $145986.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $44185600.00       | $35480810.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $57083433.00       | $50486328.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $39000.00          | $34961.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1012.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $52651821.00       | $38803614.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $63851041.00       | $32315644.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $84426740.00       | $62899737.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1822882.00        | $1368831.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 4.0000%  | 0.0000% | $8227056.00        | $765299.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 4.0000%  | 0.0000% | $6105258.00        | $585785.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.0000%  | 0.0000% | $8973320.00        | $715529.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.0000%  | 0.0000% | $3607996.00        | $371761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 4.0000%  | 0.0000% | $1651110.00        | $186157.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 4.0000%  | 0.0000% | $3813373.00        | $459582.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 4.0000%  | 0.0000% | $2939492.00        | $628298.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%  | 0.0000% | $4683780.00        | $543588.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 4.0000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $622975.00         | $134511.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 4.0000%  | 0.0000% | $1282230.00        | $60793.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $1490898.00        | $68616.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $5841957.00        | $723330.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $2058355.00        | $342744.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $2510183.00        | $275378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $4219245.00        | $762493.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 4.0000%  | 0.0000% | $1365362.00        | $256339.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $6381175.00        | $520253.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $5827031.00        | $248849.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $1995020.00        | $328157.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $1317082.00        | $176257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 4.0000%  | 0.0000% | $16887200.00       | $4566774.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 4.0000%  | 0.0000% | $26036389.00       | $3712897.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 4.0000%  | 0.0000% | $4571270.00        | $474662.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $491092.00         | $128025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1154.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 4.5000%  | 0.0000% | $9059.00           | $1144.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.0000%  | 0.0000% | $11328120.00       | $1326101.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.5000%  | 0.0000% | $1039.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.0000%  | 0.0000% | $37730318.00       | $5398598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.5000%  | 0.0000% | $18258402.00       | $2254205.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.0000%  | 0.0000% | $19014061.00       | $2626353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.0000%  | 0.0000% | $1156050.00        | $354105.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $2151067.00        | $722783.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $3675968.00        | $424645.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 4.0000%  | 0.0000% | $17580643.00       | $2476964.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.5000%  | 0.0000% | $4300149.00        | $667607.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 4.0000%  | 0.0000% | $5000.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 4.0000%  | 0.0000% | $5049.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%  | 0.0000% | $8069125.00        | $1424047.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.0000%  | 0.0000% | $7571800.00        | $1198117.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 5.0000%  | 0.0000% | $1738148.00        | $597512.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $1013675.00        | $211458.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1471470.00        | $305943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.0000%  | 0.0000% | $1999712.00        | $583658.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $5043030.00        | $268719.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $8087166.00        | $1877449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $3392823.00        | $806875.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $2229004.00        | $320848.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.0000%  | 0.0000% | $40908188.00       | $12264639.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.5000%  | 0.0000% | $3161156.00        | $1000028.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $6003.00           | $1686.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $3100161.00        | $732987.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $2762109.00        | $785912.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $1721996.00        | $324114.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $514.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 5.0000%  | 0.0000% | $1862732.00        | $574920.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.0000%  | 0.0000% | $5642576.00        | $1982387.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.5000%  | 0.0000% | $3371584.00        | $1233524.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $2327657.00        | $444228.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $2196000.00        | $1372808.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $7599000.00        | $999214.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 3.5000%  | 0.0000% | $5669308.00        | $756421.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 4.0000%  | 0.0000% | $11414309.00       | $2930338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $4710912.00        | $1153367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $11323580.00       | $2967498.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $2577432.00        | $639613.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $1368346.00        | $213906.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $6189374.00        | $1443045.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.0000%  | 0.0000% | $1003.00           | $352.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $3550836.00        | $904135.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.5000%  | 0.0000% | $1597960.00        | $382107.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $668686.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $4226024.00        | $956205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.5000%  | 0.0000% | $1218944.00        | $541266.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.5000%  | 0.0000% | $1144602.00        | $212870.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.0000%  | 0.0000% | $2518683.00        | $851528.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.5000%  | 0.0000% | $1249776.00        | $244577.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $2816204.00        | $1048910.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $4002.00           | $1467.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $9706247.00        | $2648023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $147421596.00      | $30364256.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.5000%  | 0.0000% | $3725000.00        | $832898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.0000%  | 0.0000% | $1602624.00        | $670900.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.0000%  | 0.0000% | $3413293.00        | $904047.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 4.0000%  | 0.0000% | $3450332.00        | $804448.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $1270724.00        | $429990.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.5000%  | 0.0000% | $2175822.00        | $723680.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $503303.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 4.0000%  | 0.0000% | $2637262.00        | $829661.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%  | 0.0000% | $20359856.00       | $3326884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 5.0000%  | 0.0000% | $1871246.00        | $520444.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $390052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 4.0000%  | 0.0000% | $995975.00         | $154997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 4.0000%  | 0.0000% | $3331596.00        | $914077.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $3077016.00        | $957031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 5.0000%  | 0.0000% | $2271800.00        | $162300.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 5.0000%  | 0.0000% | $2168724.00        | $701108.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%  | 0.0000% | $1562296.00        | $403017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 5.0000%  | 0.0000% | $1530724.00        | $188575.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 5.0000%  | 0.0000% | $2602776.00        | $756877.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $559430.00         | $116314.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $35807.00          | $22496.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 5.0000%  | 0.0000% | $1298255.00        | $470478.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%  | 0.0000% | $4001.00           | $1542.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%  | 0.0000% | $1782245.00        | $341522.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%  | 0.0000% | $4002.00           | $1120.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $14620862.00       | $3542799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%  | 0.0000% | $1474034.00        | $248017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%  | 0.0000% | $5001.00           | $1278.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $4004.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $4003.00           | $1131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 5.0000%  | 0.0000% | $4000.00           | $374.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1164.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $4742589.00        | $1245816.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $582085.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.5000%  | 0.0000% | $5001.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1093.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1660.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $4002.00           | $1407.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $6845880.00        | $1270554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.5000%  | 0.0000% | $1134522.00        | $241315.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 5.0000%  | 0.0000% | $2000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $5058.00           | $1342.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $4001.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1443.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $4001.00           | $1306.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 4.0000%  | 0.0000% | $27863761.00       | $3715196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%  | 0.0000% | $35696005.00       | $4927341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $327.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $508233.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $13753091.00       | $5163211.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1241.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $2815091.00        | $1222895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $5003.00           | $1459.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1507.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.0000%  | 0.0000% | $4000.00           | $548.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $736689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1340.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $5003.00           | $1866.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 4.5000%  | 0.0000% | $4001.00           | $367.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $2261430.00        | $768564.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1631.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $2603170.00        | $1094833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $2115512.00        | $1234671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $446.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1572.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2243.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $593264.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.5000%  | 0.0000% | $4001.00           | $1714.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 3.0000%  | 0.0000% | $2457360.00        | $1455019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $4001.00           | $2584.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $4000.00           | $2524.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $1709277.00        | $1038931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $2312.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $1485560.00        | $857578.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $260000.00         | $165526.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $210684.00         | $130887.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $4001.00           | $2460.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $4001.00           | $3388.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1083698.00        | $834832.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1374358.00        | $880355.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $191721.00         | $144748.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1817695.00        | $1214802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $12000.00          | $9758.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $12000.00          | $9700.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1393620.00        | $646081.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $982181.00         | $741045.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3461.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $135908.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1980958.00        | $1649909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1974.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1059300.00        | $702656.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1367227.00        | $1286915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $40409616.00       | $25402954.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $11001.00          | $8316.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $847906.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1307204.00        | $785387.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2427.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2752.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $2979.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1027304.00        | $961278.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1150231.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2413.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1049894.00        | $748146.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $2888.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3702.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $7375416.00        | $5909138.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $796253.00         | $666397.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $12000.00          | $9713.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1020492.00        | $568490.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $2358324.00        | $1975168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $6010.00           | $5545.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3373.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1413370.00        | $516593.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1167750.00        | $881489.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1237130.00        | $1051974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $992275.00         | $688409.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1073644.00        | $981431.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $10392352.00       | $7958805.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $7899448.00        | $4760719.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $2215760.00        | $1047397.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1127146.00        | $1061666.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1124994.00        | $531970.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $3003.00           | $1777.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1111076.00        | $712861.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1292885.00        | $1094381.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $5218.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1722915.00        | $1218802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1271750.00        | $810242.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1909433.00        | $1455104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $6162140.00        | $4601840.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1656581.00        | $1562753.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1219280.00        | $698772.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1134565.00        | $884229.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1067835.00        | $652765.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1215000.00        | $900776.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $343829.00         | $284114.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1881260.00        | $1056954.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1495360.00        | $1406645.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $688665.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1081716.00        | $824781.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1412983.00        | $1011416.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1034159.00        | $915311.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1152066.00        | $468835.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1558668.00        | $962758.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1063276.00        | $682749.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1137714.00        | $782311.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1169260.00        | $801764.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1084132.00        | $729545.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $1325648.00        | $321427.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1465321.00        | $1132904.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $388495.00         | $308660.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $1283381.00        | $828680.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1121238.00        | $845709.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1145000.00        | $839924.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.5000%  | 0.0000% | $1272980.00        | $792389.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $636018.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1032680.00        | $545054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $2303877.00        | $973344.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1021743.00        | $620735.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $594701.00         | $400691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1035394.00        | $431391.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $202448.00         | $191283.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $2365001.00        | $1270452.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1179904.00        | $837026.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1501874.00        | $1105837.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.5000%  | 0.0000% | $1062250.00        | $420022.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.5000%  | 0.0000% | $1107659.00        | $568761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2246037.00        | $1912638.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1123983.00        | $843505.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.5000%  | 0.0000% | $1205600.00        | $819287.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1199530.00        | $499888.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1717843.00        | $889885.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1071785.00        | $591448.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.5000%  | 0.0000% | $1003088.00        | $670901.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1042116.00        | $559886.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $1177118.00        | $1203419.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1002527.00        | $840689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1360411.00        | $681387.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1105750.00        | $775999.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1270396.00        | $686882.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.5000%  | 0.0000% | $1249681.00        | $773093.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $1225550.00        | $1215905.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1548279.00        | $1244022.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1001838.00        | $839233.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1074963.00        | $869610.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1183042.00        | $659124.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.5000%  | 0.0000% | $3000.00           | $1632.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $5779468.00        | $4828546.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $30894353.00       | $24274078.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1865685.00        | $1180312.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1252933.00        | $663516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1271983.00        | $1070948.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $979291.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1577500.00        | $1174710.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $2010.00           | $1125.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $19485115.00       | $15451402.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1245875.00        | $1186609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $994875.00         | $613993.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1533000.00        | $1521221.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1004.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1207864.00        | $862907.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1447138.00        | $879162.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1125234.00        | $811718.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1008594.00        | $291929.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2391.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $1107444.00        | $959955.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1011358.00        | $593580.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $2068500.00        | $1333933.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $10945600.00       | $7857207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $36717067.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1234435.00        | $538295.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1053381.00        | $751754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1332661.00        | $1093309.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $1058632.00        | $789755.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1103650.00        | $564116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1085533.00        | $808024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1590771.00        | $1259920.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $199606.00         | $190689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1019254.00        | $1008140.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $2122126.00        | $1501884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1236381.00        | $986929.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $998396.00         | $711495.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $1150457.00        | $877667.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $1064880.00        | $863351.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1078687.00        | $693287.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1010.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $78554.00          | $71026.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $745358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1465.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1949610.00        | $1474571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1098146.00        | $713685.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1065788.00        | $1031877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1006296.00        | $625499.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $19355629.00       | $17489221.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $94101.00          | $64616.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1025383.00        | $1046286.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $995280.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $434.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $1094738.00        | $284318.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $6509974.00        | $5956720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $52217552.00       | $47328828.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $18750104.00       | $16516748.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 2.0000%  | 0.0000% | $1003.00           | $628.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1488272.00        | $880504.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 4.0000%  | 0.0000% | $23895881.00       | $8066877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $2730224.00        | $1537666.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $12093776.00       | $8301784.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $20585525.00       | $14491141.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $19997954.00       | $16178454.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $29131825.00       | $23890972.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $34297280.00       | $29632144.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $21625206.00       | $17371441.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $18252622.00       | $14052645.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $47872616.00       | $36188951.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $10913641.00       | $5875878.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1107800.00        | $1132324.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $25670906.00       | $22368488.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $17768992.00       | $16328920.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $16833152.00       | $13462588.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1255602.00        | $1008687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $17344928.00       | $14515856.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 5.0000%  | 0.0000% | $1500000.00        | $1208134.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $4602534.00        | $1971917.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $2524850.00        | $1125426.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 4.0000%  | 0.0000% | $2040796.00        | $507244.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $1576662.00        | $754060.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 6.5000%  | 0.0000% | $203743010.00      | $1239102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 6.0000%  | 0.0000% | $1021.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 3.0000%  | 0.0000% | $26240299.00       | $19576238.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 6.5000%  | 0.0000% | $3298.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 6.5000%  | 0.0000% | $6421680.00        | $27301.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $1130810.00        | $64606.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $10093204.00       | $639243.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $38894350.00       | $4047993.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 3.5000%  | 0.0000% | $4997000.00        | $161172.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 4.0000%  | 0.0000% | $4753000.00        | $439437.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $1999410.00        | $220668.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $5320200.00        | $809744.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.0000%  | 0.0000% | $32435940.00       | $2112135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.5000%  | 0.0000% | $1033.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $318024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $17388768.00       | $1677642.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $59880860.00       | $7081060.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 4.0000%  | 0.0000% | $1001.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $82328160.00       | $14568700.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 3.5000%  | 0.0000% | $2000.00           | $381.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $122882049.00      | $20310582.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 4.0000%  | 0.0000% | $243000.00         | $33938.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $13576560.00       | $2980300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $12052593.00       | $830277.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.0000%  | 0.0000% | $25012559.00       | $2566291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $537700.00         | $80024.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $9042912.00        | $1313938.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $6275104.00        | $619817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $95075456.00       | $13880321.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $5874456.00        | $531285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $931024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $2546422.00        | $589449.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $8266370.00        | $758659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $99915690.00       | $14976623.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $1487370.00        | $170704.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $4937032.00        | $1172736.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $119375232.00      | $15258845.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $115205120.00      | $20212915.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $18255102.00       | $2916740.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 4.0000%  | 0.0000% | $4727552.00        | $992455.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $11317499.00       | $1322140.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 4.0000%  | 0.0000% | $1738046.00        | $210392.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 4.0000%  | 0.0000% | $1154178.00        | $438501.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 5.0000%  | 0.0000% | $1111.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.5000%  | 0.0000% | $150103840.00      | $6952111.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.0000%  | 0.0000% | $49923520.00       | $6574854.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 4.0000%  | 0.0000% | $4800000.00        | $467532.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $86068640.00       | $13224346.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $155502000.00      | $15130946.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $75743744.00       | $15534196.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $253994256.00      | $23379100.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $70600832.00       | $15573930.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $297412006.00      | $40801655.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $124992384.00      | $25535030.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 4.0000%  | 0.0000% | $50960.00          | $5418.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.0000%  | 0.0000% | $221511424.00      | $27385251.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $3729140.00        | $1078638.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $63892736.00       | $14717555.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $60097792.00       | $14567367.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $187768.00         | $14979.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $250342400.00      | $14783472.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $129179392.00      | $26785234.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $40409024.00       | $2336873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $164949760.00      | $23988668.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 3.5000%  | 0.0000% | $1322523.00        | $152770.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $89064640.00       | $17048680.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $2649750.00        | $833989.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $150328320.00      | $18840361.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $34744137.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $129648640.00      | $18795084.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $90442128.00       | $22927775.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $144624940.00      | $24282936.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 4.5000%  | 0.0000% | $7734492.00        | $1952304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $46241088.00       | $13518871.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $386362332.00      | $77204136.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $3258628.00        | $430854.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $99001984.00       | $14814677.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $70919552.00       | $16063802.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $62911104.00       | $17892774.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 4.0000%  | 0.0000% | $1310838.00        | $143114.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $36247360.00       | $6303742.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 4.0000%  | 0.0000% | $1431638.00        | $203035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 4.0000%  | 0.0000% | $2577024.00        | $281129.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $298846592.00      | $35080751.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $156927200.00      | $26536166.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $106462720.00      | $18054463.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 4.0000%  | 0.0000% | $3606984.00        | $317085.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $1445670.00        | $157805.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 4.0000%  | 0.0000% | $2021.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 4.0000%  | 0.0000% | $4194471.00        | $522648.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 4.0000%  | 0.0000% | $2628568.00        | $665966.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $3021960.00        | $343828.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 4.5000%  | 0.0000% | $41505856.00       | $1476853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.0000%  | 0.0000% | $1660830.00        | $267097.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 4.0000%  | 0.0000% | $9318755.00        | $1243487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $1727054.00        | $588750.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $2813555.00        | $325250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 3.5000%  | 0.0000% | $5064851.00        | $675904.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $14849318.00       | $1538699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $116471040.00      | $16857366.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $2000.00           | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 4.0000%  | 0.0000% | $65722.00          | $10318.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1657258.00        | $94430.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 4.0000%  | 0.0000% | $146472.00         | $13522.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $107098720.00      | $16394809.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $97748784.00       | $14721229.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $4289264.00        | $640725.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $2000.00           | $429.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $4606268.00        | $1486451.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $33381310.00       | $135460.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $384972.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $10059.00          | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $470960.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.0000%  | 0.0000% | $69814192.00       | $277524.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.0000%  | 0.0000% | $29749934.00       | $485365.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $406529.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $14296498.00       | $147505.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $22900352.00       | $145746.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $281017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.0000%  | 0.0000% | $38847169.00       | $278830.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $464669.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.0000%  | 0.0000% | $69858689.00       | $94966.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $40317505.00       | $110857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.0000%  | 0.0000% | $80508166.00       | $689170.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.0000%  | 0.0000% | $90801536.00       | $607615.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.0000%  | 0.0000% | $48316480.00       | $273954.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.0000%  | 0.0000% | $23464240.00       | $91680.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $70032000.00       | $638346.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $56234268.00       | $416318.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 6.0000%  | 0.0000% | $60324270.00       | $632822.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 6.0000%  | 0.0000% | $22706784.00       | $271700.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $3835968.00        | $50931.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $45267520.00       | $434284.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $59487746.00       | $108705.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $23408704.00       | $73499.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $22426400.00       | $243147.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.0000%  | 0.0000% | $72708611.00       | $170964.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $31001536.00       | $133868.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $57707589.00       | $351519.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $3079.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.5000%  | 0.0000% | $23601966.00       | $121304.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $38733952.00       | $233601.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $501007.00         | $256757.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1159261.00        | $1217886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $15361084.00       | $13267740.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $2356749.00        | $1760604.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1006470.00        | $683871.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1007.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1494664.00        | $932117.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $2714064.00        | $1141215.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $2235920.00        | $1566725.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1954607.00        | $2027149.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $21860116.00       | $15675922.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $19973312.00       | $19180261.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $21049920.00       | $19697640.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $15010887.00       | $14508702.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $17823365.00       | $15889975.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1021218.00        | $1021067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $13532110.00       | $10734128.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $18420256.00       | $14228770.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $814363.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1653238.00        | $1307095.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1007.00           | $569.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1302750.00        | $1261554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2084.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $6051563.00        | $5379515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $24671328.00       | $21912289.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1934690.00        | $1563151.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $39072544.00       | $34880679.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $635540.00         | $660015.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $5955432.00        | $5023760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $19641184.00       | $16374958.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1918603.00        | $1951895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $935365.00         | $545841.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $1255.00           | $1354.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $22072064.00       | $21037756.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1016.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1866932.00        | $1891008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $38073520.00       | $35229629.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $21431200.00       | $20696168.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $19499760.00       | $19181314.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $9320484.00        | $9553277.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $3245115.00        | $2906875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $10532880.00       | $10447085.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $20204640.00       | $19155910.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1016000.00        | $1017860.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $17423894.00       | $16868646.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $117127.00         | $108085.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1003.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2094.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $5923016.00        | $5706845.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $39116324.00       | $38533246.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2222348.00        | $2195620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.0000%  | 0.0000% | $2373000.00        | $510133.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.0000%  | 0.0000% | $1001.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%  | 0.0000% | $9270151.00        | $1418367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.0000%  | 0.0000% | $533114.00         | $76979.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $8537823.00        | $1201185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1273906.00        | $320641.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $390000.00         | $47697.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%  | 0.0000% | $155422720.00      | $21229352.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $100463744.00      | $17556601.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.5000%  | 0.0000% | $542000.00         | $192914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $87468800.00       | $13752107.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $84992.00          | $12895.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $160530944.00      | $42837875.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 4.5000%  | 0.0000% | $3524436.00        | $272437.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $18577206.00       | $5262656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $6732120.00        | $1556462.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.5000%  | 0.0000% | $1087786.00        | $325628.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $164414976.00      | $22978186.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1579802.00        | $336284.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $1315612.00        | $193534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1457096.00        | $433623.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1191698.00        | $131791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1251884.00        | $611642.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1068670.00        | $226253.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $47091904.00       | $10575044.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1031008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $4151006.00        | $1283107.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $1881502.00        | $284733.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $119794445.00      | $34909604.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $1716184.00        | $391736.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $158784996.00      | $35599882.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.0000%  | 0.0000% | $14430249.00       | $7972617.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $7780096.00        | $1461084.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $1081177.00        | $232512.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $40332027.00       | $5916067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $3418960.00        | $864789.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $1004.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $5484792.00        | $1119233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.5000%  | 0.0000% | $1015590.00        | $295377.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $16871828.00       | $5038436.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.5000%  | 0.0000% | $1773513.00        | $494569.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $1495260.00        | $603864.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $22000.00          | $7442.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $18917305.00       | $590842.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1739542.00        | $483728.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $1486719.00        | $512741.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $1069340.00        | $304814.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $8639190.00        | $1457485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $1845341.00        | $626787.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1176727.00        | $1089285.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $1647084.00        | $679500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $1560633.00        | $410125.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $17103911.00       | $3209543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1458000.00        | $282451.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $319.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $4137785.00        | $1136399.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $6712384.00        | $1238110.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $1801372.00        | $854184.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $785595.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $1615567.00        | $550250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $27751748.00       | $4338094.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $3275236.00        | $997302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $2144380.00        | $977541.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1764108.00        | $857493.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $4441878.00        | $1060314.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1760842.00        | $920708.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1671695.00        | $547258.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $2755272.00        | $822619.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $3750685.00        | $376630.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $1363722.00        | $470331.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1127792.00        | $388518.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1473586.00        | $249969.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $2001028.00        | $943752.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1389052.00        | $527176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $305580.00         | $74865.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1260088.00        | $477059.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $2146872.00        | $840939.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $2163372.00        | $522291.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $19991351.00       | $3701990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $26999319.00       | $2968541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1940518.00        | $404963.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $3778850.00        | $1139472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $2100716.00        | $602310.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $2650144.00        | $231347.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $5551240.00        | $1400967.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $86474496.00       | $22878423.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $55327599.00       | $15489577.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 4.0000%  | 0.0000% | $221445583.00      | $50417738.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.0000%  | 0.0000% | $2031976.00        | $1409424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $5138356.00        | $715414.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $2183331.00        | $203179.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $27003.00          | $7760.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $308605.00         | $28627.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $249.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $2653464.00        | $685000.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1479944.00        | $646868.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $3261764.00        | $853127.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $1376060.00        | $560174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1170.00           | $225.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1055540.00        | $429030.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $2305377.00        | $561385.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $4797991.00        | $1715308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1157622.00        | $173323.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $5933318.00        | $1310335.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.0000%  | 0.0000% | $2856371.00        | $149098.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $2214956.00        | $558164.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1707680.00        | $378791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $2048121.00        | $748404.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 5.0000%  | 0.0000% | $1001.00           | $302.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1479246.00        | $666185.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $5159421.00        | $612960.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $3555693.00        | $614237.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1337836.00        | $342091.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $466.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $993535.00         | $157927.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $5772206.00        | $1271806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $2908005.00        | $876646.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $2115828.00        | $574649.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1913963.00        | $399325.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1535513.00        | $388285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $2261083.00        | $525690.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $1649496.00        | $517664.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.0000%  | 0.0000% | $1007112.00        | $122118.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1010470.00        | $342531.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1814775.00        | $546423.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $991237.00         | $351601.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1280827.00        | $550025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1426184.00        | $576540.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $4694374.00        | $1081998.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $426328.00         | $18882.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1281808.00        | $266500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1308749.00        | $308962.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $8436240.00        | $1276143.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.0000%  | 0.0000% | $1049590.00        | $420422.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $4898884.00        | $1591894.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1444517.00        | $411520.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1635304.00        | $500786.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1508170.00        | $712809.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $2001.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1698086.00        | $163881.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $2711540.00        | $637910.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $754418.00         | $229448.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1304348.00        | $361682.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $3277153.00        | $1068384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1228994.00        | $224163.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1024692.00        | $495096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $2648822.00        | $1214385.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1257908.00        | $524723.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $92047072.00       | $31534433.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1405206.00        | $461929.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1002294.00        | $177358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $429852.00         | $139857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1853212.00        | $746819.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1001206.00        | $400953.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1163506.00        | $527954.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1160272.00        | $140092.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $16001.00          | $8938.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $3528024.00        | $1526652.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $1702730.00        | $619911.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%  | 0.0000% | $5347592.00        | $920744.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1340268.00        | $303857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1137122.00        | $512617.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $2960499.00        | $1204472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $1887668.00        | $480936.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1562762.00        | $588681.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1003.00           | $316.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $1047998.00        | $273310.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $2000.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $2458570.00        | $861631.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1037356.00        | $439268.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $1701895.00        | $707612.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $429.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1164392.00        | $414323.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $1091027.00        | $448914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.0000%  | 0.0000% | $45640232.00       | $19282084.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $441.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $82822144.00       | $34051579.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1176864.00        | $590375.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 2.0000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $1165163.00        | $409882.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $53469356.00       | $29876321.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $8644240.00        | $3551629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $124157381.00      | $75676992.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $6275384.00        | $4684308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $6011.00           | $5252.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $5114523.00        | $4008027.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $9881616.00        | $7630178.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $7511232.00        | $5356328.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $15247184.00       | $13389527.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1488690.00        | $1049744.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1437370.00        | $713232.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1541150.00        | $1437646.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $15432423.00       | $13878648.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $8078594.00        | $5315367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1901324.00        | $1216440.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1054042.00        | $774925.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $26027801.00       | $16670610.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1145638.00        | $899504.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1997.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $14705781.00       | $14126470.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3179624.00        | $3183394.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1712800.00        | $1373369.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1153878.00        | $753177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1085974.00        | $767007.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1360.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $31225088.00       | $22211023.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $9455640.00        | $5526322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1500000.00        | $933200.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $5944022.00        | $3955427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $149000.00         | $114930.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1654020.00        | $920689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1335686.00        | $1113059.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5001.00           | $3932.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $27502032.00       | $20699894.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1454560.00        | $1050553.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1320407.00        | $1217545.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1029202.00        | $861145.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1792533.00        | $1282767.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1540832.00        | $1341356.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1476900.00        | $1226833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $40192.00          | $39768.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1165668.00        | $767554.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1046202.00        | $493694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1690092.00        | $1086223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1456150.00        | $623715.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1043103.00        | $342639.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1155928.00        | $1017668.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $3240665.00        | $1710550.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $1009386.00        | $933029.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $15571008.00       | $10743686.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $39554967.00       | $28426871.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1635950.00        | $856044.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1470668.00        | $1289912.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1020542.00        | $665410.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $11075449.00       | $5174055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1914846.00        | $894694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1110710.00        | $476634.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1176520.00        | $692624.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2004.00           | $1755.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1982435.00        | $1469262.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1699100.00        | $1189889.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2285928.00        | $609405.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1280408.00        | $656206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1459474.00        | $795445.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000406.00        | $942613.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1806000.00        | $1151914.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1292301.00        | $670232.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $27204857.00       | $24395532.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $2059950.00        | $1914855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1138702.00        | $377398.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1772880.00        | $1262971.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $21001.00          | $16219.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $472513.00         | $292983.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1682844.00        | $1380770.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1145808.00        | $914273.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1328986.00        | $1087550.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1852169.00        | $1544072.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1109580.00        | $699005.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1668280.00        | $1433476.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1291923.00        | $1218522.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1321000.00        | $977010.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1286425.00        | $1119186.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1284712.00        | $955644.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1555508.00        | $1218301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1553620.00        | $1245417.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1669083.00        | $1237301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $8999.00           | $6371.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1276424.00        | $970681.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2406454.00        | $2269352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1003633.00        | $797630.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1353832.00        | $1277800.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $6902920.00        | $4977758.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $21001.00          | $15516.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1257912.00        | $755336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1217540.00        | $1130832.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1549242.00        | $1159250.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1062653.00        | $799531.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $18001.00          | $11107.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $143475.00         | $85900.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1411538.00        | $885767.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1656650.00        | $1281696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $189370.00         | $167824.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $1292.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1649800.00        | $1263936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1131766.00        | $420404.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1499990.00        | $1096265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $8811.00           | $3800.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $2135.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1091028.00        | $655375.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $211748.00         | $151097.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1395811.00        | $1215308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1056631.00        | $901123.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1285250.00        | $1214832.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1668732.00        | $1221398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1212000.00        | $541500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $2013318.00        | $1473580.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1254006.00        | $663140.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1644865.00        | $985897.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1001972.00        | $767790.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1236.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1279812.00        | $1138562.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $5688531.00        | $4183382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1655642.00        | $1239858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1193794.00        | $723665.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1138138.00        | $755008.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $13000.00          | $10463.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $4664696.00        | $3084087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1212062.00        | $726488.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1275053.00        | $769063.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $991571.00         | $377148.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1233198.00        | $1083776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $10002.00          | $6558.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1435984.00        | $577545.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1635904.00        | $930545.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1003283.00        | $945130.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $1040810.00        | $793880.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $2862688.00        | $1741345.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1051050.00        | $758500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1028788.00        | $999659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1133256.00        | $1113156.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $24821472.00       | $17855886.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $2028.00           | $1329.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1071778.00        | $693330.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $20001.00          | $9538.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $483.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $533231.00         | $282003.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $2799016.00        | $1938926.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $999069.00         | $592885.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1621316.00        | $780161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1172936.00        | $558426.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1113876.00        | $891583.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1036731.00        | $561585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $2048675.00        | $1130005.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $49204341.00       | $24370439.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1057706.00        | $858070.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $9227664.00        | $6944678.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1301494.00        | $1086184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1015138.00        | $722027.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1673950.00        | $1069681.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1053700.00        | $754967.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1369452.00        | $777329.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1145669.00        | $980793.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $1001246.00        | $484553.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1178467.00        | $478125.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $494000.00         | $368009.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1093622.00        | $696979.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1096520.00        | $549064.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $26001.00          | $18941.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1249429.00        | $896356.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1411849.00        | $1161953.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1177161.00        | $932661.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1412390.00        | $1307405.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1390991.00        | $685784.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1253788.00        | $1192411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1251938.00        | $1175881.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1398382.00        | $885663.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $442.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1029467.00        | $987532.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1428742.00        | $1036616.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1564209.00        | $776683.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1305201.00        | $1067930.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $2445280.00        | $1445572.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1643600.00        | $1326423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1528675.00        | $1196824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1520900.00        | $1450036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1771906.00        | $847578.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1489936.00        | $813871.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1079408.00        | $698823.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1012190.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1004322.00        | $582611.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1240679.00        | $1172512.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1312280.00        | $1255665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $2473086.00        | $2435734.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1908943.00        | $1330335.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1644015.00        | $1226690.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $298866.00         | $278220.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1241138.00        | $939932.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $2707868.00        | $1632340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $9000.00           | $7511.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1070036.00        | $842863.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1070370.00        | $859482.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $1146599.00        | $1021069.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $2137324.00        | $1980882.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $1093154.00        | $632121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1252250.00        | $974249.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $27961.00          | $21624.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $432.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $2059259.00        | $1648313.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1742073.00        | $1296062.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1531057.00        | $1211956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1127066.00        | $895306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1241460.00        | $1015648.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $36870145.00       | $24060221.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1181937.00        | $933878.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $24857667.00       | $19702010.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $316742.00         | $248959.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1032388.00        | $415150.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1087887.00        | $989131.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1715.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1151806.00        | $783458.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $164181.00         | $139225.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1044168.00        | $701970.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1212196.00        | $634058.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1319254.00        | $929628.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1001.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1915732.00        | $1547957.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1113156.00        | $1148068.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $2489809.00        | $1601156.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1724376.00        | $1380032.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $5154048.00        | $4259708.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1398250.00        | $534727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1312.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1082396.00        | $1064600.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $820199.00         | $553850.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1024919.00        | $838082.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1001.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1218079.00        | $684991.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2264.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1098536.00        | $788795.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1541860.00        | $356656.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $873175.00         | $761285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $10000.00          | $7525.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1198141.00        | $618471.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 8.0000%  | 0.0000% | $511475.00         | $466225.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $200125186.00      | $28704561.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $200254510.00      | $36166505.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $8289.00           | $1530.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $200263360.00      | $24257424.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.0000%  | 0.0000% | $11596960.00       | $2626887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1046.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $206550272.00      | $26355058.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $300032509.00      | $35285487.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $154483968.00      | $34169591.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $1217.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.5000%  | 0.0000% | $12709987.00       | $3965132.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $289000.00         | $60602.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $240888832.00      | $33012602.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $570872.00         | $163433.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $106435.00         | $16385.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $200246000.00      | $21620197.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $100796847.00      | $12466567.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 3.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $1088.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $100277798.00      | $6372051.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $88513153.00       | $24121067.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $111660783.00      | $25674262.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1330600.00        | $875188.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $16056162.00       | $4052405.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $6149.00           | $1671.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $196028018.00      | $48158318.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $37275000.00       | $13229791.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $77490176.00       | $30596883.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $84151566.00       | $16935327.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $184193280.00      | $36110269.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $102176601.00      | $46240396.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $18675255.00       | $5109384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $436.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $84746496.00       | $38250459.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $7835824.00        | $3220240.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $4308032.00        | $1682759.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $51202176.00       | $21059848.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $131973731.00      | $48084116.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $44102763.00       | $19645662.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $120543799.00      | $43855077.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $130241252.00      | $49479354.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $31057806.00       | $15721066.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $116168368.00      | $55357905.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $977664.00         | $416510.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $87891487.00       | $40704994.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $65141764.00       | $31673435.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $248570672.00      | $98775967.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $71357573.00       | $37099737.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $539.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $70859700.00       | $36875483.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%  | 0.0000% | $97488896.00       | $48164455.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1008.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $82726274.00       | $43184597.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1043.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $38483500.00       | $23427651.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $41633484.00       | $20494385.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $199515213.00      | $96995277.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $159717419.00      | $85093953.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $103152972.00      | $53763347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $38633418.00       | $17911907.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $88770730.00       | $44672194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $51253745.00       | $26033729.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $47198597.00       | $23153849.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $11693151.00       | $6339375.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 1.5000%  | 0.0000% | $288000.00         | $135612.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $26966746.00       | $14427776.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $51047004.00       | $30375690.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $3566740.00        | $2192019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1996002.00        | $1330410.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $14828934.00       | $9947308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $204001.00         | $153806.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $41284566.00       | $29191794.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $112649098.00      | $82983561.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $31944448.00       | $24689392.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1330448.00        | $911611.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $29957784.00       | $19955316.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $55593738.00       | $35896685.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $52941457.00       | $35827146.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $73831988.00       | $48614267.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $5496768.00        | $4197717.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $24378976.00       | $17625617.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $69567904.00       | $53237787.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $25239040.00       | $18939854.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $31594069.00       | $23994418.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $47383396.00       | $36358926.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $125633408.00      | $94396854.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $55108904.00       | $43222358.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $15762600.00       | $12515622.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $55066673.00       | $38187804.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $29676897.00       | $20895911.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $29500384.00       | $21352556.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $24221564.00       | $20054632.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $4259817.00        | $3313138.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1033.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $27090592.00       | $18474389.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1040.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $31794240.00       | $19998214.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1016.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $49980672.00       | $34268621.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $459302.00         | $235321.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $95608320.00       | $83654223.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $87223652.00       | $62567406.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $2184585.00        | $1346472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $18957037.00       | $13861712.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $20859744.00       | $16562714.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $1139446.00        | $907266.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $28042202.00       | $19787947.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $19528099.00       | $14633891.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $522754.00         | $412414.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $55668364.00       | $44646747.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $49278222.00       | $37332820.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $2232436.00        | $1690040.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $17242313.00       | $13718942.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $49495229.00       | $38869673.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $21939741.00       | $18175265.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $57788736.00       | $44927596.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $27604494.00       | $21080101.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $27182752.00       | $22679816.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $14369700.00       | $12152137.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $5280308.00        | $4325405.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $24995384.00       | $20873477.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $49997000.00       | $36238934.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $123639808.00      | $94673288.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $37299200.00       | $29141635.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $29958280.00       | $26434670.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $20496448.00       | $13782289.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $23664200.00       | $14432814.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $50000000.00       | $38766653.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1061.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $34474238.00       | $26225002.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $29868372.00       | $22507022.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $131575349.00      | $98555496.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $37526956.00       | $29442942.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1002.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $31842665.00       | $17761363.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $60006400.00       | $50061365.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.5000%  | 0.0000% | $36327561.00       | $27554784.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $47559360.00       | $35654090.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $18450365.00       | $14992847.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $43919592.00       | $35656440.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $2028000.00        | $1548344.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $90650496.00       | $78225266.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $70543995.00       | $51243189.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $43786432.00       | $29684905.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $111183200.00      | $94287246.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $48994048.00       | $41186105.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $35842205.00       | $27526237.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $5168708.00        | $4495452.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1678.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $15640184.00       | $13543934.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $49699000.00       | $46147009.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $24680359.00       | $22763298.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $34287329.00       | $31099601.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $27248608.00       | $25368716.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $43331573.00       | $27793319.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1038.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $48996520.00       | $40711755.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $33116608.00       | $21171652.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $42572809.00       | $35630457.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $26379453.00       | $24457308.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $112834313.00      | $99894991.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $2001.00           | $2045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $5741611.00        | $5721129.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $5220530.00        | $5195397.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $44777792.00       | $38381331.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $244908.00         | $214423.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $26380960.00       | $24742542.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $25830280.00       | $24348123.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $67232512.00       | $64656339.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $17089128.00       | $16876703.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $287004.00         | $294355.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $13453600.00       | $4022027.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $109836.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.5000%  | 0.0000% | $19580253.00       | $5291023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $6689000.00        | $4151916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $9725170.00        | $7042670.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $74726144.00       | $56714088.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $5249584.00        | $5085863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1109.00           | $1077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1475248.00        | $1331447.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $13123874.00       | $12293902.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $205355008.00      | $199042467.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $35319240.00       | $34197127.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $24513482.00       | $23928281.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $446404.00         | $440057.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $12131669.00       | $12031275.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $46353734.00       | $45969841.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $8764592.00        | $8820036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $5226336.00        | $5428271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $16190684.00       | $16044467.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.5000%  | 0.0000% | $1000.00           | $0.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $1021.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 6.0000%  | 0.0000% | $1044.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $74447736.00       | $82974.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 6.0000%  | 0.0000% | $1040.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.5000%  | 0.0000% | $1066.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.5000%  | 0.0000% | $40952128.00       | $229463.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.5000%  | 0.0000% | $1024.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 7.0000%  | 0.0000% | $38658411.00       | $417015.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 5.5000%  | 0.0000% | $3131899.00        | $5272.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 7.0000%  | 0.0000% | $38258352.00       | $1073453.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.5000%  | 0.0000% | $1030.00           | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 6.5000%  | 0.0000% | $68267263.00       | $544855.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.5000%  | 0.0000% | $34544800.00       | $72372.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 6.0000%  | 0.0000% | $57560939.00       | $315449.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 6.0000%  | 0.0000% | $1239.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 6.0000%  | 0.0000% | $1036.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.5000%  | 0.0000% | $5121.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%  | 0.0000% | $90627176.00       | $1236484.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $31725711.00       | $824533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $29993800.00       | $2903054.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.0000%  | 0.0000% | $2777.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $9997990.00        | $1394207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $1177.00           | $278.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $3040504.00        | $516865.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $3814947.00        | $2154283.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 1.5000%  | 0.0000% | $33312240.00       | $16565520.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $348.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $96334162.00       | $71253865.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $849121.00         | $637359.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $99724668.00       | $71892062.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1112.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $142250441.00      | $105987134.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $16909038.00       | $12587455.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 5.0000%  | 0.0000% | $154041.00         | $90925.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $8000.00           | $7137.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $91000.00          | $78536.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $136112626.00      | $114493956.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.5000%  | 0.0000% | $36000.00          | $33831.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $5649024.00        | $5207384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $5676075.00        | $5155567.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $37444017.00       | $36691564.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $303268.00         | $301365.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 3.5000%  | 0.0000% | $5375706.00        | $5179905.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 4.5000%  | 0.0000% | $6621932.00        | $902296.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $12093344.00       | $10698164.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1317110.00        | $1201026.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $8773400.00        | $8543725.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $7796494.00        | $5803743.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $29563440.00       | $25122301.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $10350640.00       | $10135944.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $47942912.00       | $44650302.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1079890.00        | $1113473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $16310388.00       | $15404095.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $9072110.00        | $8161751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1481820.00        | $1494628.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $99104.00          | $103376.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $13304201.00       | $13420104.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $11471685.00       | $11175246.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 4.5000%  | 0.0000% | $47458816.00       | $45364078.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $47996032.00       | $35749310.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $25931008.00       | $23746878.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $50265997.00       | $49605302.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $24783644.00       | $25353527.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 7.0000%  | 0.0000% | $5046158.00        | $5223860.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $5547592.00        | $5222667.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.0000%  | 0.0000% | $5757672.00        | $5561543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $5407353.00        | $5335387.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $5448378.00        | $5548870.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $5677205.00        | $5568449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $5068678.00        | $5185939.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $5657275.00        | $5807233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $372485.00         | $367025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $5758824.00        | $5862889.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $5040439.00        | $5178418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $5094998.00        | $5179658.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $5013788.00        | $5087359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $4986827.00        | $5133033.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5509103.00        | $5476476.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $5325783.00        | $5311865.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $5283921.00        | $5374035.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $200.00            | $197.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $6488400.00        | $5669127.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $800.00            | $793.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $400.00            | $398.00            | U.S. Treasuries (including strips) |

### Security 340: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10629A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10629A7791567BO
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-23      | 0.0000%  | 0.0000% | $999900.00         | $991641.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $22821900.00       | $22100565.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $77.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $4500000.00        | $3616908.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $80339200.00       | $62496354.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $42500300.00       | $37408186.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $52555900.00       | $36369927.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $6293400.00        | $4378106.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $1277500.00        | $946482.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $1366500.00        | $1006429.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $15008500.00       | $10819554.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1228400.00        | $792770.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $8020200.00        | $3930534.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $56.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $10970800.00       | $8022515.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $552414000.00      | $388724399.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $123681300.00      | $103796218.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $11793200.00       | $11854151.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $98326100.00       | $88533287.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $31954000.00       | $31558521.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $7427200.00        | $7362704.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $5881700.00        | $5763010.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $250000400.00      | $245284815.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $479300.00         | $476544.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $54900.00          | $48216.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $1000000.00        | $960952.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $498800.00         | $499135.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $68249800.00       | $64914447.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $293900000.00      | $255464445.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $53000.00          | $52189.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $30595200.00       | $27193779.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $4819200.00        | $4772733.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $159300.00         | $160611.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $22239200.00       | $22302697.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $12315600.00       | $12774160.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $43161200.00       | $44315092.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $1159000.00        | $1174949.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $21633600.00       | $21974204.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $92884800.00       | $90910343.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $150000.00         | $150506.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $759800.00         | $758900.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $250398000.00      | $255923088.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $51550000.00       | $51968946.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100587000.00      | $101447945.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $492300.00         | $494596.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $991.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $35925600.00       | $35482673.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1004.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $1208900.00        | $1205942.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $19877700.00       | $19812581.00       | U.S. Treasuries (including strips) |

### Security 341: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10629B, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10629B779156BOF
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $1600.00           | $1600.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $311000100.00      | $304531609.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $28900.00          | $28816.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $126997300.00      | $124008800.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $25000.00          | $24874.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $1513400.00        | $1509274.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $28066100.00       | $27910305.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $30900.00          | $30486.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $1692400.00        | $1680760.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-10      | 0.0000%  | 0.0000% | $396303700.00      | $389892695.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $2305000.00        | $2282588.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $48946173.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $15157300.00       | $11790956.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $1000.00           | $880.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $9074800.00        | $7141943.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $49999900.00       | $35509056.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $33460000.00       | $24758573.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100089000.00      | $76397867.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $874800.00         | $644291.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $125.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $130000000.00      | $82362998.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $49999900.00       | $32435022.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $17306200.00       | $9886668.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $25069000.00       | $23043390.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $347537600.00      | $283116565.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $7214700.00        | $6843480.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $89792800.00       | $90256876.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $76244000.00       | $75215292.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $395.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $780514400.00      | $782091363.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $567300.00         | $551633.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $300.00            | $294.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1215400.00        | $1202914.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $13000.00          | $12887.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $9900.00           | $9795.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $10694800.00       | $10008746.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $39000.00          | $38377.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $88400.00          | $83963.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1346400.00        | $1181965.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $22000000.00       | $21941725.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $190.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $43461117.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $172919100.00      | $153694820.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $6936200.00        | $6651802.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100000000.00      | $98421440.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $113080400.00      | $113163966.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $30000000.00       | $29857349.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $128000000.00      | $118784069.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $105726000.00      | $106160851.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $1709300.00        | $1735842.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $999900.00         | $1013325.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $441533800.00      | $441522506.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $1700000.00        | $1685790.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $40600.00          | $39219.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $365494400.00      | $368095830.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $55377200.00       | $55730488.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $40337200.00       | $40906751.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $6317800.00        | $6388198.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $7823700.00        | $8287551.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $400.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $70914000.00       | $71427716.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $5900.00           | $5965.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $1999900.00        | $2016684.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $231900.00         | $229780.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $22000.00          | $22177.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $52145300.00       | $52929574.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $157628400.00      | $158935612.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $4766900.00        | $4902092.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $85736300.00       | $87547989.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $5685300.00        | $5962925.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $186038200.00      | $193827829.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $170086000.00      | $174633158.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $337666400.00      | $345364957.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $215391400.00      | $218201841.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $13050800.00       | $13094847.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $113108000.00      | $112586422.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $6803700.00        | $6929039.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $337700.00         | $344126.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $49622000.00       | $50727503.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $80109800.00       | $81315120.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $21419900.00       | $21728161.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $143168100.00      | $145961567.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $612900.00         | $618900.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $797167000.00      | $816234856.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $38467000.00       | $39665614.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $272441600.00      | $274381620.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $9831900.00        | $9863805.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $121886600.00      | $123723879.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $9029100.00        | $9144565.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $393788000.00      | $398865444.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $90031900.00       | $91189926.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $11311000.00       | $11493766.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $149998900.00      | $152509537.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $115041000.00      | $115649193.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $30051400.00       | $30191548.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $57681600.00       | $58071332.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8124%  | 0.0000% | $6049300.00        | $6092020.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $19166600.00       | $19169687.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $4863800.00        | $4864144.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $652000.00         | $645980.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $557832000.00      | $550484795.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $10951600.00       | $10898364.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $43548500.00       | $43643865.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $5053400.00        | $5002445.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $300.00            | $297.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $47392600.00       | $47175088.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $33867700.00       | $33823853.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $12526000.00       | $12469810.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $966700.00         | $947557.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $344312200.00      | $341793466.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $150201600.00      | $149709540.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $1000.00           | $1001.00           | U.S. Treasuries (including strips) |

### Security 342: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10629D, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10629D779156MOR
- **C.18 - Value (incl. sponsor support):** $5800000000.00
- **C.18.a - Value (excl. sponsor support):** $5800000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-01-01      | 6.5000%  | 0.0000% | $10000.00          | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-12-01      | 8.5000%  | 0.0000% | $106000.00         | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-08-01      | 7.5000%  | 0.0000% | $100000.00         | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 7.5000%  | 0.0000% | $20000.00          | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 6.0000%  | 0.0000% | $3999.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 8.5000%  | 0.0000% | $20000.00          | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-02-01      | 7.0000%  | 0.0000% | $15229.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-11-01      | 8.0000%  | 0.0000% | $53929.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 7.0000%  | 0.0000% | $1276.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 7.0000%  | 0.0000% | $52996.00          | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 7.0000%  | 0.0000% | $1999.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 7.0000%  | 0.0000% | $73708.00          | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 6.0000%  | 0.0000% | $26000.00          | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 6.5000%  | 0.0000% | $3000.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $29557.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 2.5000%  | 0.0000% | $3000.00           | $207.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 2.0000%  | 0.0000% | $10478.00          | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-08-01      | 2.5000%  | 0.0000% | $5460191.00        | $121416.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 7.0000%  | 0.0000% | $7000.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 7.0000%  | 0.0000% | $3490.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.0000%  | 0.0000% | $740975.00         | $3034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 6.0000%  | 0.0000% | $5000.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 5.0000%  | 0.0000% | $2115.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 4.5000%  | 0.0000% | $3549.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.0000%  | 0.0000% | $10000.00          | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 5.0000%  | 0.0000% | $4400.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-03-01      | 5.0000%  | 0.0000% | $216682.00         | $2708.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 6.5000%  | 0.0000% | $10000.00          | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.0000%  | 0.0000% | $1260.00           | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 6.0000%  | 0.0000% | $4000.00           | $70.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $42.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 4.5000%  | 0.0000% | $3000.00           | $190.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.0000%  | 0.0000% | $9510.00           | $1524.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $2990.00           | $489.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 3.5000%  | 0.0000% | $180000.00         | $22005.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 4.5000%  | 0.0000% | $148000.00         | $13045.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-07-01      | 4.0000%  | 0.0000% | $525000.00         | $209.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-03-01      | 4.0000%  | 0.0000% | $235000.00         | $1207.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-01-01      | 2.0000%  | 0.0000% | $31764.00          | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 3.0000%  | 0.0000% | $1000.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 2.5000%  | 0.0000% | $3430430.00        | $69005.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-09-01      | 4.5000%  | 0.0000% | $5001.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 3.5000%  | 0.0000% | $4000.00           | $125.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-05-01      | 4.0000%  | 0.0000% | $635155.00         | $521.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-03-01      | 4.0000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 2.5000%  | 0.0000% | $2049000.00        | $74721.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 3.0000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 2.5000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-08-01      | 2.0000%  | 0.0000% | $998000.00         | $55442.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 3.5000%  | 0.0000% | $16000.00          | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 4.0000%  | 0.0000% | $455000.00         | $29026.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-08-01      | 2.5000%  | 0.0000% | $985000.00         | $43571.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 2.5000%  | 0.0000% | $1227700.00        | $38648.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-06-01      | 2.0000%  | 0.0000% | $1100.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-07-01      | 4.0000%  | 0.0000% | $8806656.00        | $33387.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-06-01      | 2.5000%  | 0.0000% | $3900.00           | $295.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 2.5000%  | 0.0000% | $4799.00           | $384.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 4.0000%  | 0.0000% | $1010.00           | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $8000.00           | $547.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 4.5000%  | 0.0000% | $3000.00           | $202.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $124.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.5000%  | 0.0000% | $25000.00          | $1874.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 6.5000%  | 0.0000% | $12000.00          | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 6.5000%  | 0.0000% | $1001.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 3.5000%  | 0.0000% | $28000.00          | $2214.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1568.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 4.0000%  | 0.0000% | $9000.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 3.5000%  | 0.0000% | $5000.00           | $500.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 3.0000%  | 0.0000% | $6000.00           | $818.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.0000%  | 0.0000% | $614660.00         | $97819.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $3000.00           | $396.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 2.5000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-11-01      | 2.0000%  | 0.0000% | $1100.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $37.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.0000%  | 0.0000% | $1130638.00        | $44113.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-09-01      | 2.5000%  | 0.0000% | $1100.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 3.5000%  | 0.0000% | $4000.00           | $163.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 2.5000%  | 0.0000% | $12000.00          | $690.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-09-01      | 3.5000%  | 0.0000% | $1000.00           | $44.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-12-01      | 2.5000%  | 0.0000% | $14000.00          | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-12-01      | 3.0000%  | 0.0000% | $13000.00          | $636.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-11-01      | 3.0000%  | 0.0000% | $15000.00          | $1147.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-12-01      | 2.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 2.5000%  | 0.0000% | $7103.00           | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.0000%  | 0.0000% | $3000.00           | $332.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-03-01      | 3.5000%  | 0.0000% | $176000.00         | $15827.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-07-01      | 4.0000%  | 0.0000% | $77391.00          | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-03-01      | 3.0000%  | 0.0000% | $38019.00          | $230.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-05-01      | 4.0000%  | 0.0000% | $1998000.00        | $13371.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-09-01      | 7.5000%  | 0.0000% | $10000.00          | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-10-01      | 8.0000%  | 0.0000% | $408604.00         | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-11-01      | 7.5000%  | 0.0000% | $79999.00          | $52.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-05-01      | 7.0000%  | 0.0000% | $5421.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-05-01      | 7.0000%  | 0.0000% | $1000.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-02-01      | 7.5000%  | 0.0000% | $37065.00          | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-01-01      | 7.0000%  | 0.0000% | $311607.00         | $78.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-01-01      | 7.5000%  | 0.0000% | $40001.00          | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-08-01      | 7.0000%  | 0.0000% | $10000.00          | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 6.0000%  | 0.0000% | $6000.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-01-01      | 7.0000%  | 0.0000% | $5000.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $4580.00           | $516.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 4.5000%  | 0.0000% | $19000.00          | $501.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-12-01      | 6.0000%  | 0.0000% | $10169.00          | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $5000.00           | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-12-01      | 2.0000%  | 0.0000% | $691000.00         | $21023.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-11-01      | 2.5000%  | 0.0000% | $1498000.00        | $31904.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 5.5000%  | 0.0000% | $1000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-08-01      | 5.0000%  | 0.0000% | $7000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-08-01      | 6.0000%  | 0.0000% | $6000.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 5.0000%  | 0.0000% | $30000.00          | $556.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-05-01      | 6.5000%  | 0.0000% | $45000.00          | $85.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-01-01      | 7.0000%  | 0.0000% | $2000.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-01-01      | 7.5000%  | 0.0000% | $525000.00         | $1385.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-07-01      | 7.0000%  | 0.0000% | $20000.00          | $44.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-10-01      | 2.5000%  | 0.0000% | $40000.00          | $755.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-10-01      | 2.5000%  | 0.0000% | $1622200.00        | $28194.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-08-01      | 2.5000%  | 0.0000% | $2098000.00        | $30161.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-02-01      | 2.5000%  | 0.0000% | $14697000.00       | $324016.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 2.5000%  | 0.0000% | $1593007.00        | $47347.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 2.0000%  | 0.0000% | $997000.00         | $36634.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 2.5000%  | 0.0000% | $1433000.00        | $39826.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.5000%  | 0.0000% | $45600.00          | $1184.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-09-01      | 2.5000%  | 0.0000% | $5900.00           | $494.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-12-01      | 2.5000%  | 0.0000% | $14679.00          | $818.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 5.0000%  | 0.0000% | $4004.00           | $39.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 5.0000%  | 0.0000% | $30737.00          | $263.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-08-01      | 6.0000%  | 0.0000% | $75000.00          | $237.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-12-01      | 5.0000%  | 0.0000% | $1765001.00        | $12209.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-12-01      | 5.0000%  | 0.0000% | $2001.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 5.5000%  | 0.0000% | $2500.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 5.5000%  | 0.0000% | $3085.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 5.5000%  | 0.0000% | $137000.00         | $1164.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 5.5000%  | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 5.5000%  | 0.0000% | $13547.00          | $48.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 5.0000%  | 0.0000% | $108000.00         | $710.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 5.0000%  | 0.0000% | $1049118.00        | $6986.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-03-01      | 5.0000%  | 0.0000% | $300353.00         | $613.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.0000%  | 0.0000% | $306793.00         | $9761.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.0000%  | 0.0000% | $37300.00          | $2083.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 5.0000%  | 0.0000% | $1753.00           | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.0000%  | 0.0000% | $999800.00         | $38093.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-10-01      | 7.5000%  | 0.0000% | $90000.00          | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 7.5000%  | 0.0000% | $10000.00          | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 7.5000%  | 0.0000% | $10000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 7.0000%  | 0.0000% | $101327.00         | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-04-01      | 4.5000%  | 0.0000% | $3036194.00        | $7672.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 6.5000%  | 0.0000% | $10307.00          | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-07-01      | 4.0000%  | 0.0000% | $10000.00          | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-11-01      | 3.5000%  | 0.0000% | $3105.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 3.5000%  | 0.0000% | $5797.00           | $141.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-10-01      | 3.5000%  | 0.0000% | $11178154.00       | $331594.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-02-01      | 3.5000%  | 0.0000% | $11533300.00       | $624572.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-03-01      | 3.5000%  | 0.0000% | $1950785.00        | $40045.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-08-01      | 3.5000%  | 0.0000% | $2882786.00        | $128531.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-12-01      | 3.5000%  | 0.0000% | $1500.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-05-01      | 3.0000%  | 0.0000% | $580000.00         | $43420.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 2.5000%  | 0.0000% | $106000.00         | $7426.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 2.5000%  | 0.0000% | $70000.00          | $3543.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 3.5000%  | 0.0000% | $973135.00         | $144033.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.0000%  | 0.0000% | $3000.00           | $59.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $849000.00         | $15144.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 5.0000%  | 0.0000% | $452526.00         | $7926.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 5.5000%  | 0.0000% | $1120514.00        | $42539.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.0000%  | 0.0000% | $1049907.00        | $188715.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.5000%  | 0.0000% | $2474234.00        | $266959.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $1079500.00        | $117224.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 3.5000%  | 0.0000% | $458000.00         | $72459.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.0000%  | 0.0000% | $321199.00         | $30098.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.0000%  | 0.0000% | $48001.00          | $14501.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $854000.00         | $149237.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 4.0000%  | 0.0000% | $6020.00           | $1151.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | 0.0000% | $434000.00         | $118900.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-07-01      | 3.0000%  | 0.0000% | $7375790.00        | $1938848.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $688000.00         | $121366.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | 0.0000% | $1800.00           | $224.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $2953.00           | $1252.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $4132520.00        | $526537.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $50000.00          | $6575.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.0000%  | 0.0000% | $1540.00           | $354.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $1593000.00        | $272820.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $8032.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 4.0000%  | 0.0000% | $1049.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $406397.00         | $84745.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $805952.00         | $168958.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.5000%  | 0.0000% | $98000.00          | $19203.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-05-01      | 3.0000%  | 0.0000% | $98000.00          | $8387.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 3.5000%  | 0.0000% | $21000.00          | $2298.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-01-01      | 7.0000%  | 0.0000% | $9000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-09-01      | 6.5000%  | 0.0000% | $10001.00          | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 8.0000%  | 0.0000% | $1214.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-08-01      | 6.5000%  | 0.0000% | $10000.00          | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 7.0000%  | 0.0000% | $10000.00          | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-05-01      | 5.5000%  | 0.0000% | $130000.00         | $1305.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 5.5000%  | 0.0000% | $797484.00         | $10715.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-11-01      | 5.5000%  | 0.0000% | $10000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-10-01      | 4.0000%  | 0.0000% | $39000.00          | $758.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 3.5000%  | 0.0000% | $38000.00          | $6227.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 3.5000%  | 0.0000% | $78800.00          | $7789.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 4.0000%  | 0.0000% | $2000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.0000%  | 0.0000% | $3100.00           | $270.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 3.5000%  | 0.0000% | $799000.00         | $43556.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-12-01      | 3.5000%  | 0.0000% | $20819235.00       | $772188.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 3.0000%  | 0.0000% | $205000.00         | $12965.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 2.5000%  | 0.0000% | $319000.00         | $30795.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-09-01      | 2.5000%  | 0.0000% | $4400.00           | $428.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-09-01      | 2.5000%  | 0.0000% | $7500.00           | $676.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $2130.00           | $645.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $1060.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.0000%  | 0.0000% | $2000.00           | $637.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $68000.00          | $13509.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $7000.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-02-01      | 5.0000%  | 0.0000% | $3000.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 5.0000%  | 0.0000% | $50353.00          | $385.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 5.0000%  | 0.0000% | $7813710.00        | $65442.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-01-01      | 8.5000%  | 0.0000% | $100000.00         | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 7.0000%  | 0.0000% | $10004.00          | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 7.0000%  | 0.0000% | $30000.00          | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 7.0000%  | 0.0000% | $20000.00          | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 5.0000%  | 0.0000% | $3000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 5.0000%  | 0.0000% | $7860.00           | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 5.5000%  | 0.0000% | $6002.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 5.5000%  | 0.0000% | $1000.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.5000%  | 0.0000% | $1020.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 5.0000%  | 0.0000% | $43000.00          | $337.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 6.0000%  | 0.0000% | $989490.00         | $21956.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 4.5000%  | 0.0000% | $1500.00           | $80.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 6.0000%  | 0.0000% | $3000.00           | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 5.5000%  | 0.0000% | $30000000.00       | $255700.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 3.0000%  | 0.0000% | $406140.00         | $57955.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 4.0000%  | 0.0000% | $1384050.00        | $101385.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 3.0000%  | 0.0000% | $2020.00           | $228.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 4.0000%  | 0.0000% | $919060.00         | $93987.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 3.5000%  | 0.0000% | $9400.00           | $832.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.5000%  | 0.0000% | $10001980.00       | $1032060.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $13700.00          | $1352.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $2337658.00        | $401815.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.5000%  | 0.0000% | $20996565.00       | $1936226.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.0000%  | 0.0000% | $21337988.00       | $3059182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.5000%  | 0.0000% | $3800.00           | $320.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $135000.00         | $9432.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.0000%  | 0.0000% | $16000000.00       | $2925894.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-06-01      | 3.5000%  | 0.0000% | $7000.00           | $438.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-06-01      | 4.0000%  | 0.0000% | $1000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-07-01      | 4.0000%  | 0.0000% | $500000.00         | $2834.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-07-01      | 4.5000%  | 0.0000% | $1000008.00        | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-01-01      | 3.0000%  | 0.0000% | $1998000.00        | $13676.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-11-01      | 2.5000%  | 0.0000% | $2998000.00        | $449126.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.5000%  | 0.0000% | $1960.00           | $279.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 2.0000%  | 0.0000% | $660851.00         | $29513.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-07-01      | 3.0000%  | 0.0000% | $450000.00         | $18669.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-10-01      | 3.0000%  | 0.0000% | $154000.00         | $7263.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 2.5000%  | 0.0000% | $3417600.00        | $505997.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-10-01      | 2.5000%  | 0.0000% | $94866.00          | $11174.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 2.5000%  | 0.0000% | $2148000.00        | $220096.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $1700.00           | $146.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $1382.00           | $242.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.0000%  | 0.0000% | $3200.00           | $503.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.5000%  | 0.0000% | $2112.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.5000%  | 0.0000% | $1438250.00        | $255399.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.0000%  | 0.0000% | $31383.00          | $4406.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 3.5000%  | 0.0000% | $39670.00          | $6895.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $12010.00          | $2429.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | 0.0000% | $12000.00          | $3250.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.5000%  | 0.0000% | $31000.00          | $5365.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $471010.00         | $71929.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $916.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | 0.0000% | $458764.00         | $93966.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $4318008.00        | $891540.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $240000.00         | $56705.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.5000%  | 0.0000% | $1901070.00        | $424547.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 6.5000%  | 0.0000% | $4211700.00        | $10802.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 6.5000%  | 0.0000% | $2272000.00        | $18693.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 6.0000%  | 0.0000% | $1027.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 6.0000%  | 0.0000% | $3874.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 5.5000%  | 0.0000% | $226000.00         | $572.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $2800.00           | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 5.0000%  | 0.0000% | $1007.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-08-01      | 5.0000%  | 0.0000% | $1200.00           | $55.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $895000.00         | $108578.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | 0.0000% | $976000.00         | $252457.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.0000%  | 0.0000% | $2000.00           | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 4.0000%  | 0.0000% | $165810.00         | $34576.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $239.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 2.5000%  | 0.0000% | $85000.00          | $5699.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 3.0000%  | 0.0000% | $1000.00           | $628.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 2.0000%  | 0.0000% | $2733000.00        | $1590218.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-01-01      | 2.5000%  | 0.0000% | $3000.00           | $402.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.0000%  | 0.0000% | $46000.00          | $26773.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-06-01      | 3.5000%  | 0.0000% | $1060.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 2.5000%  | 0.0000% | $75430.00          | $19166.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 2.5000%  | 0.0000% | $9040.00           | $2362.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 3.0000%  | 0.0000% | $634000.00         | $167329.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 4.0000%  | 0.0000% | $150745.00         | $36979.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 4.0000%  | 0.0000% | $3000.00           | $665.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 3.0000%  | 0.0000% | $931000.00         | $260554.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 2.0000%  | 0.0000% | $29648084.00       | $12579795.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 2.5000%  | 0.0000% | $10530.00          | $4131.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $910467.00         | $371141.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 3.0000%  | 0.0000% | $1993480.00        | $880192.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.5000%  | 0.0000% | $1000.00           | $473.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | 0.0000% | $23588523.00       | $13070555.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 3.0000%  | 0.0000% | $1582412.00        | $755494.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.5000%  | 0.0000% | $4533.00           | $2487.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | 0.0000% | $40000.00          | $22327.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 2.5000%  | 0.0000% | $265564.00         | $237574.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 2.0000%  | 0.0000% | $1980.00           | $1780.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.0000%  | 0.0000% | $1020.00           | $915.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 1.5000%  | 0.0000% | $216303.00         | $145472.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 1.5000%  | 0.0000% | $3282351.00        | $2196919.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 5.5000%  | 0.0000% | $1240.00           | $843.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 6.0000%  | 0.0000% | $33820.00          | $21274.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 1.5000%  | 0.0000% | $2088.00           | $1499.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 1.5000%  | 0.0000% | $4396000.00        | $3370216.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 2.5000%  | 0.0000% | $1364.00           | $1068.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 1.5000%  | 0.0000% | $966766.00         | $779794.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.5000%  | 0.0000% | $3094134.00        | $2652596.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | 0.0000% | $2024.00           | $1741.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-07-01      | 3.0000%  | 0.0000% | $10046.00          | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 3.0000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 2.5000%  | 0.0000% | $1994800.00        | $346870.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 3.5000%  | 0.0000% | $1167884.00        | $238043.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $1446000.00        | $457014.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-09-01      | 2.0000%  | 0.0000% | $12322000.00       | $4133904.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 2.5000%  | 0.0000% | $3149000.00        | $930649.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 2.5000%  | 0.0000% | $52000.00          | $15700.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $6696900.00        | $3272680.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 2.0000%  | 0.0000% | $27402662.00       | $12832864.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $21026831.00       | $10121539.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 2.0000%  | 0.0000% | $717980.00         | $361188.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 1.5000%  | 0.0000% | $2890.00           | $1485.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 1.5000%  | 0.0000% | $285160.00         | $150552.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 1.0000%  | 0.0000% | $22702.00          | $12455.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 1.5000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 4.0000%  | 0.0000% | $182300.00         | $99812.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $537.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1629.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.0000%  | 0.0000% | $64000.00          | $35035.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 6.0000%  | 0.0000% | $5000.00           | $2589.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 5.5000%  | 0.0000% | $7180.00           | $3553.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-02-01      | 6.0000%  | 0.0000% | $10000.00          | $4482.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3454.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1475.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 4.0000%  | 0.0000% | $5000.00           | $4142.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 4.5000%  | 0.0000% | $3984939.00        | $3114480.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 3.5000%  | 0.0000% | $13067354.00       | $11205356.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 3.5000%  | 0.0000% | $1163101.00        | $926109.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 2.0000%  | 0.0000% | $9999000.00        | $5019877.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 2.5000%  | 0.0000% | $2715000.00        | $922794.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.5000%  | 0.0000% | $10120.00          | $3601.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 2.0000%  | 0.0000% | $7624240.00        | $6616900.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 3.5000%  | 0.0000% | $6000.00           | $1696.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 6.0000%  | 0.0000% | $3000.00           | $338.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 4.5000%  | 0.0000% | $7000.00           | $4521.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 3.5000%  | 0.0000% | $1330.00           | $1070.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.5000%  | 0.0000% | $17000.00          | $3270.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $1870.00           | $1096.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $235444.00         | $109080.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | 0.0000% | $1005.00           | $563.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 1.5000%  | 0.0000% | $1398285.00        | $816736.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $3666991.00        | $2343575.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1275.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.5000%  | 0.0000% | $3010.00           | $1451.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $3897990.00        | $2882536.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $49377845.00       | $36257616.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $1540.00           | $1072.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $4168990.00        | $2726042.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $497000.00         | $311115.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $669170.00         | $467466.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $2120.00           | $1519.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $4999000.00        | $3578275.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $14387359.00       | $9898329.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $112000.00         | $75478.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | 0.0000% | $3011320.00        | $2041194.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $712910.00         | $492943.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $6943000.00        | $4807520.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.5000%  | 0.0000% | $653940.00         | $439928.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $3760.00           | $2748.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $43390000.00       | $28317262.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1294900.00        | $1004089.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1240000.00        | $948017.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $3978.00           | $2710.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $741.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $196000.00         | $125350.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $1610090.00        | $1137175.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.0000%  | 0.0000% | $994000.00         | $806327.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 5.0000%  | 0.0000% | $99000.00          | $71124.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $383000.00         | $282475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $196000.00         | $117934.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $4897000.00        | $3087057.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $35800.00          | $23897.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $14997000.00       | $12341150.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.0000%  | 0.0000% | $816000.00         | $617408.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $497000.00         | $391926.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.0000%  | 0.0000% | $11890054.00       | $9005634.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $55000.00          | $38975.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $4132530.00        | $3658567.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1010.00           | $766.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $7093.00           | $5633.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1403.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $73940.00          | $60828.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $2424480.00        | $1804496.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $33993000.00       | $25895055.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $1002.00           | $764.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | 0.0000% | $65848.00          | $43768.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $136000.00         | $102367.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $83860.00          | $70305.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $2007.00           | $1471.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $12900.00          | $9910.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 1.5000%  | 0.0000% | $396000.00         | $267581.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $2203043.00        | $1755179.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $6000000.00        | $4824993.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $2020.00           | $1565.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $89999000.00       | $57887570.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $1010.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | 0.0000% | $2010.00           | $1467.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $61756.00          | $46817.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $4414110.00        | $2941425.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $2490374.00        | $2127641.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $1010.00           | $589.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $2306000.00        | $1935728.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 3.5000%  | 0.0000% | $75000.00          | $57368.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | 0.0000% | $123980.00         | $86857.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $2070.00           | $1465.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 5.0000%  | 0.0000% | $2030.00           | $1619.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $6392682.00        | $5045196.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $4307000.00        | $2654570.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $798024.00         | $589222.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $1432000.00        | $1145189.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $441339.00         | $379728.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1346.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $119150.00         | $101622.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $4500.00           | $3541.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 2.0000%  | 0.0000% | $186312.00         | $135265.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 4.0000%  | 0.0000% | $3010.00           | $2739.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $529111.00         | $406624.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $2046.00           | $1828.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $58691250.00       | $52547362.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $1427040.00        | $1199455.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 4.5000%  | 0.0000% | $7023333.00        | $6166921.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $3599000.00        | $3241910.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $42345071.00       | $34490970.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1787.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1160990.00        | $1077952.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $895960.00         | $756223.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $182590.00         | $147653.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $55700.00          | $4829.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $36700.00          | $3543.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 4.0000%  | 0.0000% | $5932.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 2.5000%  | 0.0000% | $998000.00         | $197969.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 2.5000%  | 0.0000% | $55000.00          | $12750.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $5507.00           | $521.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 2.5000%  | 0.0000% | $97980.00          | $23187.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 4.0000%  | 0.0000% | $5725.00           | $943.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 4.0000%  | 0.0000% | $8550.00           | $1815.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.5000%  | 0.0000% | $647999.00         | $210620.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $481.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 2.0000%  | 0.0000% | $213640.00         | $87204.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.0000%  | 0.0000% | $7015100.00        | $2844333.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 4.0000%  | 0.0000% | $6000.00           | $1200.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $11710.00          | $4029.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | 0.0000% | $8591750.00        | $4004459.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.0000%  | 0.0000% | $675000.00         | $289986.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $6396560.00        | $3175773.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $4990.00           | $4482.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $309000.00         | $286924.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $958503.00         | $323845.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $9010.00           | $2293.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $385615.00         | $73115.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 4.0000%  | 0.0000% | $32610.00          | $8495.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $92210.00          | $26330.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $24272971.00       | $8703113.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $3447830.00        | $2113088.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $21725000.00       | $12123241.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $687000.00         | $433947.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $162175.00         | $119155.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $53400000.00       | $40882134.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $180560.00         | $96956.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 1.5000%  | 0.0000% | $4391374.00        | $2347495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $1310.00           | $549.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $2022.00           | $1059.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 1.5000%  | 0.0000% | $163007.00         | $91689.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | 0.0000% | $79216.00          | $42747.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 1.5000%  | 0.0000% | $66330.00          | $37585.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $2704900.00        | $1534670.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $2070.00           | $1098.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $2184597.00        | $1362112.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.5000%  | 0.0000% | $56000.00          | $32060.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $3010.00           | $1920.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $1003.00           | $592.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $422.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 1.5000%  | 0.0000% | $349079.00         | $211231.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $2410.00           | $1488.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $3083536.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1429750.00        | $1036087.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $4030.00           | $2590.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.0000%  | 0.0000% | $204651417.00      | $133201365.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $1062990.00        | $718210.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1500980.00        | $1046636.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $278990.00         | $193498.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | 0.0000% | $59490.00          | $39648.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $1029280.00        | $773139.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1007069.00        | $750695.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $283420.00         | $201884.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $208117.00         | $146049.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $7592790.00        | $5679067.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.0000%  | 0.0000% | $2850.00           | $2227.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.5000%  | 0.0000% | $913520.00         | $729840.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $340950.00         | $246349.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 2.5000%  | 0.0000% | $831590.00         | $597209.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $364420382.00      | $280520903.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $700000.00         | $538841.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1020.00           | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $3568000.00        | $2807446.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $398580.00         | $318387.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2567434.00        | $1935239.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.0000%  | 0.0000% | $2006.00           | $1597.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | 0.0000% | $419760.00         | $346037.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | 0.0000% | $20000.00          | $16125.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $3748000.00        | $2163253.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 4.5000%  | 0.0000% | $2218607.00        | $1817505.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $61840.00          | $53174.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | 0.0000% | $2794183.00        | $2331616.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 4.5000%  | 0.0000% | $1094390.00        | $924343.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 4.0000%  | 0.0000% | $4041.00           | $3399.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $116470.00         | $99865.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.5000%  | 0.0000% | $83377.00          | $26016.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $97965.00          | $80044.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.5000%  | 0.0000% | $21653683.00       | $8977674.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $98904.00          | $64736.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $40856943.00       | $31221811.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $997000.00         | $763146.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $124964920.00      | $95653465.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 7.5000%  | 0.0000% | $3000.00           | $1232.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.0000%  | 0.0000% | $8960030.00        | $7872046.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 4.5000%  | 0.0000% | $5092610.00        | $4590273.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | 0.0000% | $501593.00         | $281187.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | 0.0000% | $1069800.00        | $954494.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $2713000.00        | $2407926.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $2420.00           | $2016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 7.5000%  | 0.0000% | $2650966.00        | $1902215.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 4.0000%  | 0.0000% | $27796620.00       | $24809726.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $268472.00         | $192546.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $10000.00          | $9099.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2395490.00        | $2024657.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.5000%  | 0.0000% | $2207.00           | $1455.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.0000%  | 0.0000% | $9893157.00        | $9033922.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $26001.00          | $22234.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.5000%  | 0.0000% | $22826650.00       | $12673196.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $239000.00         | $169734.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1390990.00        | $938290.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $496000.00         | $375142.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.0000%  | 0.0000% | $660000.00         | $501722.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $5096000.00        | $4033431.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $25001.00          | $18698.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $298000.00         | $200900.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 3.5000%  | 0.0000% | $3596759.00        | $2708793.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-06-01      | 2.5000%  | 0.0000% | $2035.00           | $40.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-10-01      | 2.5000%  | 0.0000% | $1220354.00        | $78356.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.5000%  | 0.0000% | $1000.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 3.5000%  | 0.0000% | $48000.00          | $3896.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.0000%  | 0.0000% | $2100.00           | $150.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-06-01      | 2.0000%  | 0.0000% | $604663.00         | $5452.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-08-01      | 2.0000%  | 0.0000% | $2336.00           | $197.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.0000%  | 0.0000% | $180040.00         | $23297.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.0000%  | 0.0000% | $604000.00         | $88299.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.5000%  | 0.0000% | $60000.00          | $7644.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-08-01      | 2.5000%  | 0.0000% | $1500.00           | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.0000%  | 0.0000% | $37000.00          | $4068.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 3.5000%  | 0.0000% | $14600.00          | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 3.5000%  | 0.0000% | $54000.00          | $6149.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.5000%  | 0.0000% | $300902.00         | $52303.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 4.0000%  | 0.0000% | $998000.00         | $162090.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $98471.00          | $22271.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $11000.00          | $2798.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $20000.00          | $2403.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $270000.00         | $63041.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.0000%  | 0.0000% | $2910.00           | $623.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-07-01      | 3.0000%  | 0.0000% | $1040.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.5000%  | 0.0000% | $2694000.00        | $310830.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 3.5000%  | 0.0000% | $3000.00           | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $92000.00          | $14484.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.0000%  | 0.0000% | $15000.00          | $2362.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | 0.0000% | $7050.00           | $1826.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $6410.00           | $1458.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-07-01      | 8.5000%  | 0.0000% | $27000.00          | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-04-01      | 6.5000%  | 0.0000% | $13000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $307.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $5000.00           | $1137.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $2000.00           | $532.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 4.5000%  | 0.0000% | $194466.00         | $36801.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $421.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $4210.00           | $1702.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.5000%  | 0.0000% | $1030.00           | $495.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.5000%  | 0.0000% | $6820.00           | $3218.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $1040.00           | $617.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $5610.00           | $2782.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $1010.00           | $591.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.0000%  | 0.0000% | $127930.00         | $78815.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $23020.00          | $13928.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $897.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $3100.00           | $1394.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $1010.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 1.5000%  | 0.0000% | $1010.00           | $579.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 1.5000%  | 0.0000% | $35013.00          | $20468.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 1.5000%  | 0.0000% | $677232.00         | $399187.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $4887730.00        | $2473316.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $7544113.00        | $4996008.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $7997000.00        | $4804076.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $1061000.00        | $610764.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | 0.0000% | $21242360.00       | $12500447.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $900190.00         | $573536.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $1010.00           | $673.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $18837590.00       | $12035844.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $4621470.00        | $2838068.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | 0.0000% | $96060.00          | $79889.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $6493117.00        | $4610095.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $193940.00         | $118716.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1010.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $3990.00           | $2683.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $97000.00          | $68521.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.5000%  | 0.0000% | $182000.00         | $122488.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $97000.00          | $56006.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $264970.00         | $178971.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $164023.00         | $107912.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $950639.00         | $635006.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.0000%  | 0.0000% | $927544.00         | $572664.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.5000%  | 0.0000% | $206580.00         | $127672.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $246311.00         | $168843.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $121472.00         | $83287.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $62502.00          | $38986.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $392506.00         | $296946.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $25132.00          | $10490.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $756017.00         | $553680.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $29140.00          | $24321.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $875000.00         | $662899.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $717576.00         | $572250.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $66951.00          | $47774.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $606070.00         | $498370.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.0000%  | 0.0000% | $2127166.00        | $1829707.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $2486360.00        | $1824694.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1198000.00        | $842727.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $203930.00         | $189449.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.0000%  | 0.0000% | $1018.00           | $879.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $198000.00         | $143498.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $109000.00         | $74126.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $2004.00           | $1693.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $142000.00         | $104087.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $1006.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $2868020.00        | $1973552.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.0000%  | 0.0000% | $702000.00         | $630721.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $4703000.00        | $3348469.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $238000.00         | $212638.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $732981.00         | $425013.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $7060.00           | $5293.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 4.0000%  | 0.0000% | $1070480.00        | $967978.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 4.0000%  | 0.0000% | $1128204.00        | $1025432.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.5000%  | 0.0000% | $1104800.00        | $409480.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.5000%  | 0.0000% | $1435521.00        | $1100144.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $85119.00          | $86199.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1505.00           | $1130.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $9177332.00        | $6365135.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $2760294.00        | $2461816.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $173560.00         | $150023.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $3570939.00        | $3173081.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $11257300.00       | $9031409.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 4.0000%  | 0.0000% | $1917670.00        | $1752431.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $4201060.00        | $3833981.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.0000%  | 0.0000% | $526920.00         | $361568.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.0000%  | 0.0000% | $2087030.00        | $1855784.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 4.0000%  | 0.0000% | $1056.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 6.0000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 5.5000%  | 0.0000% | $2003.00           | $2007.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.5000%  | 0.0000% | $1804410.00        | $1653743.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 3.0000%  | 0.0000% | $2937908.00        | $419778.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-02-01      | 2.5000%  | 0.0000% | $1950.00           | $642.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 2.0000%  | 0.0000% | $1347000.00        | $617247.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 2.0000%  | 0.0000% | $814366.00         | $313673.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 1.5000%  | 0.0000% | $95000.00          | $44649.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $400000.00         | $166165.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $4990.00           | $2661.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $1064000.00        | $585231.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 2.0000%  | 0.0000% | $3494000.00        | $2145174.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 1.5000%  | 0.0000% | $39826.00          | $26353.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 1.5000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 1.5000%  | 0.0000% | $761257.00         | $433074.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 1.5000%  | 0.0000% | $1020.00           | $600.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 2.0000%  | 0.0000% | $230011.00         | $36318.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-11-01      | 2.0000%  | 0.0000% | $1284277.00        | $436202.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 5.5000%  | 0.0000% | $1005.00           | $963.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 6.0000%  | 0.0000% | $1068.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1197856.00        | $1208994.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $7748000.00        | $776490.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1316320.00        | $333263.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $732577.00         | $188511.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.5000%  | 0.0000% | $2717.00           | $1321.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $1931.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | 0.0000% | $1010.00           | $549.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 1.5000%  | 0.0000% | $910708.00         | $480630.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 1.5000%  | 0.0000% | $1507153.00        | $737260.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $85567.00          | $48150.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 4.0000%  | 0.0000% | $62000.00          | $29990.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | 0.0000% | $319798.00         | $206962.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $1520.00           | $902.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $997000.00         | $583710.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $11660.00          | $6900.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $1452788.00        | $839908.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $965392.00         | $660860.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | 0.0000% | $499000.00         | $341814.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $60000.00          | $40242.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $687964.00         | $468539.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $839797.00         | $557792.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | 0.0000% | $370940.00         | $241262.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $9002820.00        | $5251699.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $4610.00           | $2833.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $106094.00         | $74577.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $577020.00         | $398424.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $396010.00         | $257050.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $299058.00         | $198759.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $3994000.00        | $2925625.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $67995.00          | $49769.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $3185430.00        | $2298922.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $191000.00         | $144963.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $1848000.00        | $1397941.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $293978.00         | $224291.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $94170.00          | $74503.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $283410.00         | $203046.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $2754.00           | $1905.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | 0.0000% | $3040000.00        | $2114897.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $1899000.00        | $1488483.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $1306520.00        | $1053424.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1995200.00        | $1630948.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.5000%  | 0.0000% | $102532.00         | $88680.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-06-01      | 5.0000%  | 0.0000% | $5340.00           | $4553.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1777.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 6.0000%  | 0.0000% | $1077.00           | $901.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 6.5000%  | 0.0000% | $355368.00         | $361943.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2859.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.0000%  | 0.0000% | $14300.00          | $13901.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.0000%  | 0.0000% | $99999000.00       | $97210237.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 5.0000%  | 0.0000% | $827666.00         | $814644.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 3.5000%  | 0.0000% | $2020.00           | $320.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-10-01      | 2.0000%  | 0.0000% | $57627289.00       | $27401266.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 2.0000%  | 0.0000% | $55918609.00       | $35364842.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2622.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2681.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 2.0000%  | 0.0000% | $1060.00           | $564.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $8391625.00        | $3974986.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $9243000.00        | $4496773.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $477.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $675910.00         | $371382.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 2.0000%  | 0.0000% | $2010.00           | $946.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.5000%  | 0.0000% | $96405.00          | $47829.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.0000%  | 0.0000% | $263464.00         | $147336.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 5.0000%  | 0.0000% | $188422.00         | $182234.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $2766933.00        | $2783644.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 6.0000%  | 0.0000% | $14720.00          | $14056.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 4.5000%  | 0.0000% | $4978.00           | $2362.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 5.5000%  | 0.0000% | $25000.00          | $8319.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 5.5000%  | 0.0000% | $918050.00         | $477666.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 6.0000%  | 0.0000% | $3001.00           | $1155.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 5.5000%  | 0.0000% | $1247562.00        | $902508.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 4.5000%  | 0.0000% | $2062.00           | $1779.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 5.5000%  | 0.0000% | $148329.00         | $119502.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 5.5000%  | 0.0000% | $1041.00           | $858.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 1.5000%  | 0.0000% | $1000.00           | $519.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 2.5000%  | 0.0000% | $3103323.00        | $443469.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.5000%  | 0.0000% | $141390.00         | $99590.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.5000%  | 0.0000% | $7296060.00        | $5194618.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $57354.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 4.0000%  | 0.0000% | $438352.00         | $395279.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $492980.00         | $256430.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1007.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $649134.00         | $389238.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $19355633.00       | $17611606.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 4.0000%  | 0.0000% | $1743954.00        | $1544847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1021984.00        | $980826.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $1004.00           | $639.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1007.00           | $692.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $110141.00         | $85809.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $14037.00          | $8124.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $5111.00           | $3459.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 4.5000%  | 0.0000% | $2660.00           | $1626.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 4.0000%  | 0.0000% | $145242.00         | $100032.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-08-01      | 6.0000%  | 0.0000% | $1009.00           | $412.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | 0.0000% | $1040110.00        | $885141.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $217590.00         | $153357.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 4.0000%  | 0.0000% | $457064.00         | $398793.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.0000%  | 0.0000% | $1609463.00        | $1561098.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 6.0000%  | 0.0000% | $1108525.00        | $1012898.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | 0.0000% | $575761.00         | $483772.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | 0.0000% | $6830.00           | $6625.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 6.0000%  | 0.0000% | $2002.00           | $1827.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1741.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 3.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 6.0000%  | 0.0000% | $1010.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 5.5000%  | 0.0000% | $2078091.00        | $2113097.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $445414.00         | $441354.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $1406615.00        | $1396362.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $1487000.00        | $1482750.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $1324464.00        | $1320353.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $1093600.00        | $1091313.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $1959300.00        | $1957309.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 5.5000%  | 0.0000% | $1255134.00        | $1295329.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 5.0000%  | 0.0000% | $1556133.00        | $1582030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 5.5000%  | 0.0000% | $2411870.00        | $2473714.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 5.0000%  | 0.0000% | $1884040.00        | $1907351.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $24070.00          | $4616.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 6.0000%  | 0.0000% | $20000.00          | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.5000%  | 0.0000% | $13993000.00       | $85101.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 6.0000%  | 0.0000% | $79000.00          | $429.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-07-01      | 7.5000%  | 0.0000% | $10000.00          | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 7.0000%  | 0.0000% | $20000.00          | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 7.5000%  | 0.0000% | $50000.00          | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-01-01      | 6.5000%  | 0.0000% | $107988.00         | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 7.5000%  | 0.0000% | $380317.00         | $148.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 7.0000%  | 0.0000% | $144000.00         | $391.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 7.5000%  | 0.0000% | $108995.00         | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 7.5000%  | 0.0000% | $18000.00          | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 7.5000%  | 0.0000% | $190000.00         | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 7.5000%  | 0.0000% | $10000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-07-01      | 8.0000%  | 0.0000% | $60001.00          | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 6.0000%  | 0.0000% | $3000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 5.5000%  | 0.0000% | $216000.00         | $999.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 6.0000%  | 0.0000% | $19000.00          | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 6.0000%  | 0.0000% | $17015.00          | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-03-01      | 6.5000%  | 0.0000% | $41000.00          | $59.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 6.0000%  | 0.0000% | $6000.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 5.5000%  | 0.0000% | $556000.00         | $1273.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 6.0000%  | 0.0000% | $85000.00          | $154.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 5.5000%  | 0.0000% | $7000.00           | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 5.0000%  | 0.0000% | $32667.00          | $222.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 5.5000%  | 0.0000% | $33000.00          | $224.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 6.5000%  | 0.0000% | $35000.00          | $348.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 6.5000%  | 0.0000% | $14000.00          | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 6.0000%  | 0.0000% | $43000.00          | $235.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 5.5000%  | 0.0000% | $30000.00          | $270.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-12-01      | 5.5000%  | 0.0000% | $9968018.00        | $4819.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 5.5000%  | 0.0000% | $69000.00          | $163.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 6.0000%  | 0.0000% | $10000.00          | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 5.5000%  | 0.0000% | $74031.00          | $619.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $12730.00          | $73.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 5.5000%  | 0.0000% | $27000.00          | $201.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-01      | 7.5000%  | 0.0000% | $367403.00         | $4595.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 5.5000%  | 0.0000% | $6992.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.0000%  | 0.0000% | $11000.00          | $75.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 5.5000%  | 0.0000% | $4000.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 7.0000%  | 0.0000% | $225000.00         | $752.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 5.5000%  | 0.0000% | $6227995.00        | $17989.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 5.0000%  | 0.0000% | $30000.00          | $113.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 6.5000%  | 0.0000% | $3505.00           | $42.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 5.5000%  | 0.0000% | $8000.00           | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 5.5000%  | 0.0000% | $5000.00           | $444.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $57978390.00       | $37868757.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-12-01      | 8.0000%  | 0.0000% | $80601.00          | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-10-01      | 6.0000%  | 0.0000% | $70978.00          | $31.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-09-01      | 7.0000%  | 0.0000% | $10450000.00       | $2793.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 7.5000%  | 0.0000% | $9999.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | 0.0000% | $14000.00          | $70.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 6.0000%  | 0.0000% | $20339.00          | $326.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 6.0000%  | 0.0000% | $5000.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-04-01      | 7.0000%  | 0.0000% | $20004.00          | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-04-01      | 6.0000%  | 0.0000% | $45000.00          | $121.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 7.0000%  | 0.0000% | $10000.00          | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-02-01      | 6.0000%  | 0.0000% | $4999.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 6.5000%  | 0.0000% | $10000.00          | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 6.5000%  | 0.0000% | $600836.00         | $3549.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-11-01      | 7.0000%  | 0.0000% | $30000.00          | $40.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-07-01      | 6.5000%  | 0.0000% | $50000.00          | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 7.0000%  | 0.0000% | $105000.00         | $438.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-01      | 9.0000%  | 0.0000% | $9999.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-10-01      | 8.0000%  | 0.0000% | $520000.00         | $202.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-10-01      | 8.0000%  | 0.0000% | $90004.00          | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 7.5000%  | 0.0000% | $500000.00         | $127.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 7.0000%  | 0.0000% | $20000.00          | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-01      | 8.0000%  | 0.0000% | $671324.00         | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 8.0000%  | 0.0000% | $19999.00          | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 6.5000%  | 0.0000% | $50000.00          | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 6.0000%  | 0.0000% | $20000.00          | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-01      | 8.0000%  | 0.0000% | $690000.00         | $327.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 8.0000%  | 0.0000% | $10000.00          | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 7.5000%  | 0.0000% | $30000.00          | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 6.5000%  | 0.0000% | $56000.00          | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 6.5000%  | 0.0000% | $14000.00          | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 6.5000%  | 0.0000% | $54000.00          | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 5.5000%  | 0.0000% | $83000.00          | $314.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 7.5000%  | 0.0000% | $3179.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 5.0000%  | 0.0000% | $416000.00         | $2502.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.5000%  | 0.0000% | $2433444.00        | $9514.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 5.5000%  | 0.0000% | $1031000.00        | $4500.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 5.5000%  | 0.0000% | $387000.00         | $1421.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 5.5000%  | 0.0000% | $74000.00          | $290.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 5.5000%  | 0.0000% | $31500.00          | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 6.5000%  | 0.0000% | $30000.00          | $25.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 8.0000%  | 0.0000% | $1596852.00        | $2394.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 7.0000%  | 0.0000% | $7000.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 6.5000%  | 0.0000% | $7510.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-09-01      | 7.0000%  | 0.0000% | $135000.00         | $680.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 6.5000%  | 0.0000% | $20000.00          | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 7.0000%  | 0.0000% | $13001.00          | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 6.5000%  | 0.0000% | $9261.00           | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 6.5000%  | 0.0000% | $1166.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $1700.00           | $22.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.0000%  | 0.0000% | $30000.00          | $1402.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.0000%  | 0.0000% | $10015.00          | $190.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 5.0000%  | 0.0000% | $1949000.00        | $122193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $4000.00           | $215.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $3072.00           | $113.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $10444.00          | $646.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.0000%  | 0.0000% | $4000.00           | $200.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $186000.00         | $10666.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-04-01      | 4.0000%  | 0.0000% | $15000.00          | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-05-01      | 4.0000%  | 0.0000% | $2030000.00        | $1092.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $10444.00          | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $404467.00         | $23711.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-05-01      | 4.0000%  | 0.0000% | $240000.00         | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $956300.00         | $34729.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 5.0000%  | 0.0000% | $10000.00          | $682.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $2000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-08-01      | 4.0000%  | 0.0000% | $20413383.00       | $44855.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 4.5000%  | 0.0000% | $10000.00          | $282.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 4.5000%  | 0.0000% | $2020.00           | $267.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-09-01      | 4.5000%  | 0.0000% | $11515.00          | $412.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $2000.00           | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 4.0000%  | 0.0000% | $14000.00          | $524.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-10-01      | 3.5000%  | 0.0000% | $2020.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-10-01      | 3.5000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $224135.00         | $22486.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-11-01      | 3.0000%  | 0.0000% | $2080135.00        | $5700.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $2172.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-03-01      | 3.5000%  | 0.0000% | $2000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 6.5000%  | 0.0000% | $6475.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $6500.00           | $237.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $4000.00           | $211.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.0000%  | 0.0000% | $3000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 5.0000%  | 0.0000% | $4000.00           | $203.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-04-01      | 4.0000%  | 0.0000% | $1663.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-07-01      | 4.5000%  | 0.0000% | $105000.00         | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 5.5000%  | 0.0000% | $5000.00           | $142.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.5000%  | 0.0000% | $25000.00          | $705.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-01-01      | 4.0000%  | 0.0000% | $773000.00         | $2287.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-12-01      | 3.5000%  | 0.0000% | $1186.00           | $0.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 3.5000%  | 0.0000% | $3090.00           | $291.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 6.0000%  | 0.0000% | $1063200.00        | $52940.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.5000%  | 0.0000% | $3000.00           | $226.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $57.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 2.5000%  | 0.0000% | $2090.00           | $210.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-09-01      | 4.0000%  | 0.0000% | $996000.00         | $5219.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.0000%  | 0.0000% | $7000.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-11-01      | 4.0000%  | 0.0000% | $19999.00          | $17.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 2.0000%  | 0.0000% | $1400.00           | $86.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 4.5000%  | 0.0000% | $43000.00          | $1649.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-06-01      | 3.5000%  | 0.0000% | $574830.00         | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-10-01      | 4.0000%  | 0.0000% | $509000.00         | $14161.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-10-01      | 4.0000%  | 0.0000% | $966500.00         | $10418.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.5000%  | 0.0000% | $10028.00          | $381.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-11-01      | 4.0000%  | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | 0.0000% | $67000.00          | $3444.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-01-01      | 4.0000%  | 0.0000% | $16409000.00       | $550163.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 4.0000%  | 0.0000% | $60993.00          | $2763.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-01-01      | 4.5000%  | 0.0000% | $19000.00          | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-02-01      | 4.0000%  | 0.0000% | $92994.00          | $183.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.5000%  | 0.0000% | $2000.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.0000%  | 0.0000% | $6000.00           | $790.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.5000%  | 0.0000% | $2000.00           | $132.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 5.5000%  | 0.0000% | $2000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-03-01      | 4.0000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 4.0000%  | 0.0000% | $49000.00          | $8470.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-07-01      | 4.0000%  | 0.0000% | $1900.00           | $84.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 5.0000%  | 0.0000% | $32130.00          | $4264.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-02-01      | 4.0000%  | 0.0000% | $5000.00           | $5.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.5000%  | 0.0000% | $2000.00           | $184.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | 0.0000% | $17300.00          | $1541.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $84.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-07-01      | 3.5000%  | 0.0000% | $984393.00         | $3429.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 4.5000%  | 0.0000% | $10000.00          | $1194.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 4.0000%  | 0.0000% | $44000.00          | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 2.5000%  | 0.0000% | $8000.00           | $719.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 3.0000%  | 0.0000% | $122060.00         | $18293.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 3.5000%  | 0.0000% | $139000.00         | $10217.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 4.0000%  | 0.0000% | $70000.00          | $1075.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $482.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $31970.00          | $4560.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $516000.00         | $152031.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.5000%  | 0.0000% | $3900.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 2.5000%  | 0.0000% | $10111.00          | $1407.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-01-01      | 4.5000%  | 0.0000% | $1350000.00        | $356.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.0000%  | 0.0000% | $6999000.00        | $1293839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $12420.00          | $2197.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 3.5000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 5.0000%  | 0.0000% | $447991.00         | $64857.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.5000%  | 0.0000% | $16000.00          | $2737.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 4.0000%  | 0.0000% | $23000.00          | $3477.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $59000.00          | $8680.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-09-01      | 5.0000%  | 0.0000% | $33000.00          | $3735.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $2001.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $6189000.00        | $482535.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 4.0000%  | 0.0000% | $2498000.00        | $123283.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-06-01      | 2.5000%  | 0.0000% | $2996000.00        | $30365.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $35000.00          | $3823.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-09-01      | 3.0000%  | 0.0000% | $129315.00         | $2351.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.0000%  | 0.0000% | $55000.00          | $11663.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $20430.00          | $3136.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $1999000.00        | $184818.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-11-01      | 3.0000%  | 0.0000% | $169723.00         | $4081.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-11-01      | 2.5000%  | 0.0000% | $3600.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-11-01      | 3.0000%  | 0.0000% | $123119.00         | $1723.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $50134.00          | $6996.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1010.00           | $843.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.0000%  | 0.0000% | $1024.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $198000.00         | $35066.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $300000.00         | $43545.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 5.0000%  | 0.0000% | $1501.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 2.5000%  | 0.0000% | $82800.00          | $4759.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-07-01      | 3.5000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 2.5000%  | 0.0000% | $30000.00          | $1118.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $652910.00         | $134523.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $675950.00         | $121833.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 2.0000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 2.0000%  | 0.0000% | $1800.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 5.0000%  | 0.0000% | $685406.00         | $25954.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-11-01      | 3.5000%  | 0.0000% | $8000.00           | $233.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.5000%  | 0.0000% | $5752.00           | $186.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 2.0000%  | 0.0000% | $1738536.00        | $120297.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.0000%  | 0.0000% | $11671.00          | $666.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 2.5000%  | 0.0000% | $2000.00           | $133.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.0000%  | 0.0000% | $1487299.00        | $130801.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.0000%  | 0.0000% | $1248999.00        | $127307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 4.0000%  | 0.0000% | $1020.00           | $206.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 4.0000%  | 0.0000% | $1736.00           | $230.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 2.5000%  | 0.0000% | $4000.00           | $439.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-07-01      | 2.5000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | 0.0000% | $2322000.00        | $404470.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 2.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 2.5000%  | 0.0000% | $528999.00         | $33518.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $7800.00           | $666.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1918.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 2.5000%  | 0.0000% | $286000.00         | $32007.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 2.5000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 2.5000%  | 0.0000% | $2000.00           | $188.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | 0.0000% | $1998000.00        | $170758.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $3114007.00        | $208378.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $248000.00         | $39791.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.5000%  | 0.0000% | $12000.00          | $1133.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.5000%  | 0.0000% | $3000.00           | $272.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 4.0000%  | 0.0000% | $2000.00           | $205.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 2.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.0000%  | 0.0000% | $1741900.00        | $120225.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 3.0000%  | 0.0000% | $101000.00         | $13176.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | 0.0000% | $131241.00         | $18210.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.0000%  | 0.0000% | $6080.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 2.5000%  | 0.0000% | $350210.00         | $43160.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-09-01      | 2.5000%  | 0.0000% | $401840.00         | $42877.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $75845.00          | $11326.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | 0.0000% | $2036960.00        | $215931.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | 0.0000% | $31000.00          | $3626.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | 0.0000% | $628990.00         | $87691.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.5000%  | 0.0000% | $361750.00         | $50402.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.5000%  | 0.0000% | $216870.00         | $26828.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $356550.00         | $59866.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $317830.00         | $51489.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-11-01      | 2.5000%  | 0.0000% | $10000.00          | $111.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $4103.00           | $591.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2858280.00        | $855150.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 3.5000%  | 0.0000% | $103000.00         | $14667.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.5000%  | 0.0000% | $5328.00           | $455.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-03-01      | 2.5000%  | 0.0000% | $144000.00         | $24529.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.5000%  | 0.0000% | $1015800.00        | $122537.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1105.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $3000.00           | $355.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $112200.00         | $13498.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $399000.00         | $62442.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 2.5000%  | 0.0000% | $30000.00          | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 2.5000%  | 0.0000% | $1000.00           | $33.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 2.5000%  | 0.0000% | $1500000.00        | $492188.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.0000%  | 0.0000% | $45000.00          | $2502.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $3648822.00        | $639586.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-09-01      | 2.5000%  | 0.0000% | $1075160.00        | $109307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $45000.00          | $2606.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $115000.00         | $18336.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | 0.0000% | $80195.00          | $10215.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 3.5000%  | 0.0000% | $233951.00         | $5480.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $5138.00           | $602.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $3000.00           | $227.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $7829.00           | $2024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $48885.00          | $16116.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-07-01      | 2.5000%  | 0.0000% | $1400.00           | $131.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 6.5000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 6.5000%  | 0.0000% | $730000.00         | $3341.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 6.0000%  | 0.0000% | $60000.00          | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 7.0000%  | 0.0000% | $662000.00         | $5522.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 6.5000%  | 0.0000% | $16000.00          | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $21000.00          | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 5.5000%  | 0.0000% | $5434.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 5.5000%  | 0.0000% | $310000.00         | $1072.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 5.5000%  | 0.0000% | $373000.00         | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 5.5000%  | 0.0000% | $8002.00           | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 6.5000%  | 0.0000% | $89999.00          | $53.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 5.5000%  | 0.0000% | $450536.00         | $1151.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $251000.00         | $1627.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 5.5000%  | 0.0000% | $899000.00         | $4475.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 6.0000%  | 0.0000% | $80000.00          | $68.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $707000.00         | $841.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $480000.00         | $1318.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $37000.00          | $730.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 5.5000%  | 0.0000% | $67000.00          | $110.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $3717000.00        | $2857.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-02-01      | 5.5000%  | 0.0000% | $137000.00         | $637.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 5.5000%  | 0.0000% | $40000.00          | $92.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-02-01      | 5.5000%  | 0.0000% | $82000.00          | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 6.5000%  | 0.0000% | $14000.00          | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 7.0000%  | 0.0000% | $78000.00          | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-02-01      | 5.5000%  | 0.0000% | $937000.00         | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 5.5000%  | 0.0000% | $335000.00         | $1823.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 5.5000%  | 0.0000% | $171000.00         | $426.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 5.5000%  | 0.0000% | $338834.00         | $1110.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 5.5000%  | 0.0000% | $695000.00         | $1991.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 5.5000%  | 0.0000% | $2009.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 6.0000%  | 0.0000% | $16000.00          | $105.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 5.5000%  | 0.0000% | $12000.00          | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.0000%  | 0.0000% | $40000.00          | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.5000%  | 0.0000% | $12000.00          | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 5.0000%  | 0.0000% | $14405636.00       | $113749.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.0000%  | 0.0000% | $273043.00         | $2238.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 6.0000%  | 0.0000% | $40000.00          | $265.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 5.5000%  | 0.0000% | $46000.00          | $380.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 4.5000%  | 0.0000% | $47200.00          | $524.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 5.5000%  | 0.0000% | $65000.00          | $443.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 5.0000%  | 0.0000% | $7505.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 5.5000%  | 0.0000% | $13000.00          | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 5.5000%  | 0.0000% | $200000.00         | $1435.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 5.5000%  | 0.0000% | $21000.00          | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 5.0000%  | 0.0000% | $33000.00          | $239.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 6.0000%  | 0.0000% | $23095.00          | $189.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 5.0000%  | 0.0000% | $155043.00         | $1350.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.0000%  | 0.0000% | $47460.00          | $428.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 5.0000%  | 0.0000% | $76708299.00       | $377751.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 5.5000%  | 0.0000% | $27000.00          | $243.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 5.0000%  | 0.0000% | $23999000.00       | $69815.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 5.0000%  | 0.0000% | $15000.00          | $136.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 5.0000%  | 0.0000% | $821488.00         | $21926.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.5000%  | 0.0000% | $190000.00         | $1326.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 5.0000%  | 0.0000% | $3429000.00        | $30295.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 5.0000%  | 0.0000% | $9000.00           | $74.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 5.0000%  | 0.0000% | $60000.00          | $604.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 6.5000%  | 0.0000% | $4096000.00        | $24247.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $5013.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.5000%  | 0.0000% | $37247.00          | $161.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 5.5000%  | 0.0000% | $60000.00          | $490.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | 0.0000% | $295000.00         | $691.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 5.5000%  | 0.0000% | $46000.00          | $519.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.0000%  | 0.0000% | $26571050.00       | $973188.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 5.5000%  | 0.0000% | $440000.00         | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 5.0000%  | 0.0000% | $5000.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-04-01      | 8.5000%  | 0.0000% | $100000.00         | $288.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 5.5000%  | 0.0000% | $18000.00          | $577.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 5.0000%  | 0.0000% | $10000.00          | $44.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 5.5000%  | 0.0000% | $13000.00          | $82.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | 0.0000% | $109000.00         | $354.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 6.0000%  | 0.0000% | $4227.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 5.0000%  | 0.0000% | $67000.00          | $276.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 8.0000%  | 0.0000% | $48001.00          | $326.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 5.5000%  | 0.0000% | $46000.00          | $336.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 5.5000%  | 0.0000% | $7000.00           | $46.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 5.0000%  | 0.0000% | $10000.00          | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 4.5000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.5000%  | 0.0000% | $35000.00          | $432.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.0000%  | 0.0000% | $54000.00          | $536.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $38971.00          | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.5000%  | 0.0000% | $3024.00           | $14.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 5.5000%  | 0.0000% | $148000.00         | $3665.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 6.0000%  | 0.0000% | $9000.00           | $81.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 5.0000%  | 0.0000% | $15376.00          | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 5.5000%  | 0.0000% | $1500.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 5.0000%  | 0.0000% | $479952.00         | $1223.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 5.0000%  | 0.0000% | $6000.00           | $68.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 7.0000%  | 0.0000% | $50000.00          | $581.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 5.0000%  | 0.0000% | $60000.00          | $153.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 5.5000%  | 0.0000% | $85000.00          | $559.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 6.5000%  | 0.0000% | $1066.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 5.5000%  | 0.0000% | $3000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 6.0000%  | 0.0000% | $26000.00          | $251.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 5.0000%  | 0.0000% | $300000.00         | $3095.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $12870.00          | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $2970.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $804463.00         | $610895.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1218103.00        | $1246064.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $2493960.00        | $1652209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.5000%  | 0.0000% | $663430.00         | $323814.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $15352.00          | $11428.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $18610.00          | $8164.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $221165.00         | $188539.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $531000.00         | $323042.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | 0.0000% | $1980.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | 0.0000% | $2410780.00        | $2324380.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $48571.00          | $43634.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $15910.00          | $10565.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $50440.00          | $44725.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | 0.0000% | $907472.00         | $801386.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $5097036.00        | $3097333.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $3006790.00        | $2052562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $427107.00         | $354049.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2733.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $1119725.00        | $1038607.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.0000%  | 0.0000% | $1420.00           | $1302.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $2490.00           | $1509.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1573570.00        | $959125.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $588000.00         | $604419.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $894935.00         | $701484.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $5001684.00        | $3097049.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.5000%  | 0.0000% | $1067130.00        | $912391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.0000%  | 0.0000% | $6605520.00        | $6105101.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $126750.00         | $115283.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1014.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1003.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1020.00           | $737.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1031815.00        | $857290.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1001910.00        | $968043.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $10838289.00       | $8701832.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $638070.00         | $494646.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $4990.00           | $4294.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1002.00           | $260.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $114650.00         | $114316.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.0000%  | 0.0000% | $2667320.00        | $2384612.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $14580.00          | $9822.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $64000.00          | $33129.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $11870.00          | $9077.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 7.5000%  | 0.0000% | $463510.00         | $415024.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.0000%  | 0.0000% | $1481981.00        | $856763.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1192435.00        | $1195442.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $1760.00           | $1629.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $4825592.00        | $3554412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.0000%  | 0.0000% | $1204970.00        | $1118617.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $4438220.00        | $3080547.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1010.00           | $864.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 4.5000%  | 0.0000% | $1090671.00        | $1044992.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $4459718.00        | $3548266.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $5761570.00        | $4765589.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $2523137.00        | $2508394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.0000%  | 0.0000% | $1237996.00        | $1152265.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1342170.00        | $1113046.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1990.00           | $1673.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1256943.00        | $1282339.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $6017320.00        | $4613450.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $4969000.00        | $4413451.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $626590.00         | $502490.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.5000%  | 0.0000% | $4590675.00        | $3621547.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.0000%  | 0.0000% | $2767900.00        | $1861005.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.5000%  | 0.0000% | $2425898.00        | $2348766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1016.00           | $847.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1015167.00        | $976127.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.0000%  | 0.0000% | $1218850.00        | $1106688.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $515655.00         | $416230.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $8701520.00        | $8661659.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.0000%  | 0.0000% | $1663120.00        | $1552541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $2020.00           | $1910.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1711545.00        | $1705834.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1016.00           | $855.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1646602.00        | $1700875.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1248643.00        | $1317781.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $2389060.00        | $2243914.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1039602.00        | $653820.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.0000%  | 0.0000% | $1215832.00        | $1137791.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1855742.00        | $1922157.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1386460.00        | $1371319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $2620.00           | $2524.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1010.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1255360.00        | $1248689.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 6.5000%  | 0.0000% | $1380544.00        | $1244363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1010.00           | $996.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $3168580.00        | $3217279.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.5000%  | 0.0000% | $1010.00           | $982.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 5.0000%  | 0.0000% | $2796571.00        | $2765383.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.0000%  | 0.0000% | $2271660.00        | $2135678.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1190220.00        | $1243315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1177279.00        | $1214755.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2404815.00        | $2446694.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.5000%  | 0.0000% | $1399.00           | $1493.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.5000%  | 0.0000% | $3164092.00        | $3346730.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.5000%  | 0.0000% | $1076578.00        | $1144672.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1880751.00        | $1914394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1990.00           | $1965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1016.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 6.0000%  | 0.0000% | $1010.00           | $894.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1123356.00        | $882941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2266970.00        | $1522926.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.0000%  | 0.0000% | $8010.00           | $7531.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2190.00           | $2046.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $51645.00          | $53074.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.5000%  | 0.0000% | $1402313.00        | $1316510.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $4090.00           | $3998.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $336904.00         | $305685.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2703563.00        | $2666491.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 6.0000%  | 0.0000% | $36643.00          | $33651.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $3259010.00        | $2936363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1279000.00        | $1264022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2610.00           | $2275.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1279000.00        | $582116.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2013.00           | $2071.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1083614.00        | $1088814.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 6.5000%  | 0.0000% | $12316.00          | $12224.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $21857.00          | $22621.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $5099060.00        | $4879140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1041637.00        | $1072655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1066682.00        | $1116815.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1056937.00        | $1064969.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2010.00           | $1899.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $3516170.00        | $3469026.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 6.0000%  | 0.0000% | $1000230.00        | $1000404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.5000%  | 0.0000% | $371920.00         | $363541.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $5993.00           | $6215.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2010.00           | $1887.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3807034.00        | $3938739.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2844570.00        | $2821846.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $4980.00           | $4846.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.5000%  | 0.0000% | $6720.00           | $6481.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1040483.00        | $1060056.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $20550.00          | $20309.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.0000%  | 0.0000% | $2912.00           | $2890.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1454090.00        | $1220359.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.5000%  | 0.0000% | $1789450.00        | $1723430.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1042.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $7258410.00        | $7211334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $4969.00           | $5036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $3388773.00        | $3354333.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $2023.00           | $2085.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2203010.00        | $2304015.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 7.0000%  | 0.0000% | $1197162.00        | $1266326.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1353014.00        | $1397643.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $4159002.00        | $4204868.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1009.00           | $975.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1563301.00        | $1613490.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $9469.00           | $9567.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1248337.00        | $1288847.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1043809.00        | $1075961.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $1057626.00        | $1113262.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1450.00           | $1432.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $5810715.00        | $5712603.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1017246.00        | $698096.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $15000.00          | $14465.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $3276491.00        | $1996911.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1186838.00        | $1195089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 5.0000%  | 0.0000% | $1258726.00        | $1243810.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $8000.00           | $7860.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1354210.00        | $1304857.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $6724.00           | $6647.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1123753.00        | $1161549.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $2020580.00        | $1777002.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $5188.00           | $5262.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.0000%  | 0.0000% | $3040.00           | $2861.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $1003184.00        | $1056146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.0000%  | 0.0000% | $1411171.00        | $1328581.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 4.5000%  | 0.0000% | $1050803.00        | $1023735.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 5.0000%  | 0.0000% | $1027685.00        | $1023819.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $3576013.00        | $3541674.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $18000.00          | $3991.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1070.00           | $183.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 3.5000%  | 0.0000% | $169500.00         | $6444.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $2995970.00        | $415078.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-09-01      | 2.5000%  | 0.0000% | $1366461.00        | $151929.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $749000.00         | $204979.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | 0.0000% | $1760893.00        | $172157.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $127000.00         | $33168.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $1447000.00        | $367369.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $6267000.00        | $753127.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $915150.00         | $212649.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | 0.0000% | $283000.00         | $50951.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $1532000.00        | $443035.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | 0.0000% | $254000.00         | $76832.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $4610000.00        | $1435520.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $161000.00         | $50681.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.5000%  | 0.0000% | $121128.00         | $37479.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $799000.00         | $222681.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | 0.0000% | $1990.00           | $384.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 4.0000%  | 0.0000% | $17878377.00       | $4444192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.5000%  | 0.0000% | $171870.00         | $39705.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 5.5000%  | 0.0000% | $40000.00          | $15633.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 4.5000%  | 0.0000% | $4398000.00        | $1161087.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-04-01      | 4.0000%  | 0.0000% | $687000.00         | $246976.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-03-01      | 3.5000%  | 0.0000% | $3898000.00        | $1685304.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-07-01      | 2.5000%  | 0.0000% | $10785283.00       | $5697449.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-03-01      | 2.5000%  | 0.0000% | $163068.00         | $101418.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $275.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $111000.00         | $16170.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $214.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $1575610.00        | $244912.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.0000%  | 0.0000% | $105283.00         | $9770.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $795188.00         | $151209.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $4000.00           | $548.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $133630.00         | $73827.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 4.0000%  | 0.0000% | $424000.00         | $61735.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $153050.00         | $33126.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $8000.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 2.5000%  | 0.0000% | $3000.00           | $481.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 4.0000%  | 0.0000% | $13390.00          | $1687.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $1010.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1680560.00        | $201038.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-01-01      | 4.5000%  | 0.0000% | $152038.00         | $34237.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | 0.0000% | $2090000.00        | $605157.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $288234.00         | $41485.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.5000%  | 0.0000% | $356200.00         | $33058.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 5.0000%  | 0.0000% | $8029.00           | $1339.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $739000.00         | $184616.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.0000%  | 0.0000% | $1940.00           | $538.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-01-01      | 4.0000%  | 0.0000% | $9136504.00        | $437.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $23000.00          | $3132.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 5.5000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1024.00           | $322.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $2266.00           | $609.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 4.0000%  | 0.0000% | $25000.00          | $115.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | 0.0000% | $95712.00          | $20193.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.0000%  | 0.0000% | $195480.00         | $49778.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $1130.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $65000.00          | $25402.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $2100.00           | $1078.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $909000.00         | $293273.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1808000.00        | $399722.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 2.5000%  | 0.0000% | $1731.00           | $487.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | 0.0000% | $20659000.00       | $10522505.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $1940.00           | $354.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $12000.00          | $4933.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $705862.00         | $335122.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $6000.00           | $1775.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $6999000.00        | $4035367.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1055970.00        | $541808.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $8487370.00        | $5326467.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $94090.00          | $41862.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $529218.00         | $288818.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $11270000.00       | $6282224.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $2510.00           | $1386.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $498000.00         | $283553.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1770.00           | $924.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $600312.00         | $323750.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $294310.00         | $172335.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $34173.00          | $24843.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.0000%  | 0.0000% | $475334.00         | $303944.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $690.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $253361.00         | $160089.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $590020.00         | $268927.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $8078741.00        | $7090808.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $3020.00           | $2784.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $294990.00         | $177699.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 4.0000%  | 0.0000% | $1504000.00        | $907839.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 7.5000%  | 0.0000% | $1001.00           | $374.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.0000%  | 0.0000% | $265988.00         | $195358.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $2993297.00        | $1319281.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $3228920.00        | $2989826.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $597590.00         | $365339.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $386660.00         | $240748.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $178030.00         | $130639.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $2450151.00        | $1709413.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $218275.00         | $186543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $1001.00           | $787.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 4.0000%  | 0.0000% | $1834260.00        | $1705067.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $2475864.00        | $2452902.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 1.5000%  | 0.0000% | $2282018.00        | $802532.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1681502.00        | $1141866.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $2691937.00        | $1814415.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 1.5000%  | 0.0000% | $939958.00         | $481774.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $233295.00         | $163846.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $424880.00         | $332918.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $2648000.00        | $1617142.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $2792740.00        | $1825355.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $38259639.00       | $23513683.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $263520.00         | $161225.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $2510170.00        | $2497810.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.0000%  | 0.0000% | $3853636.00        | $3414096.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2601527.00        | $2698281.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.5000%  | 0.0000% | $1030270.00        | $1032221.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.5000%  | 0.0000% | $947534.00         | $935570.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $2701750.00        | $1849587.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $3639570.00        | $3151081.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.0000%  | 0.0000% | $2843240.00        | $2658854.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2664360.00        | $2207656.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 5.5000%  | 0.0000% | $288293.00         | $227993.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $3145300.00        | $3010727.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 5.0000%  | 0.0000% | $1049.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.5000%  | 0.0000% | $45504.00          | $45901.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 5.5000%  | 0.0000% | $3030.00           | $2957.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $2591367.00        | $2714646.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $2601943.00        | $2697475.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $4156803.00        | $3045300.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1062691.00        | $693887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $50054.00          | $34614.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $626138.00         | $427137.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $122464.00         | $80683.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $335883.00         | $211926.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 5.0000%  | 0.0000% | $6720.00           | $6401.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 1.5000%  | 0.0000% | $1201182.00        | $826338.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $2226210.00        | $1575202.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $11000.00          | $8280.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 1.5000%  | 0.0000% | $2173833.00        | $1406593.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1358632.00        | $981457.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $197000.00         | $140926.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1003.00           | $702.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $998000.00         | $619778.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $248355.00         | $144457.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $78119.00          | $55708.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.0000%  | 0.0000% | $6497000.00        | $5075788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2690111.00        | $2735989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 5.5000%  | 0.0000% | $1265888.00        | $1309965.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $1445419.00        | $1441288.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 5.0000%  | 0.0000% | $1062044.00        | $1075185.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 5.5000%  | 0.0000% | $1262420.00        | $1298705.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $1409783.00        | $1404231.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $83524.00          | $67359.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $3260777.00        | $2729050.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $526244.00         | $386980.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $430849.00         | $350855.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $14179443.00       | $10159467.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $14171603.00       | $9573214.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $70900.00          | $55389.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $8618130.00        | $6573159.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1006.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1024.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1350296.00        | $987669.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1736916.00        | $1469947.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 6.0000%  | 0.0000% | $3060.00           | $1726.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $625548.00         | $469901.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $773000.00         | $560606.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 7.5000%  | 0.0000% | $1351539.00        | $730800.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $6730.00           | $4331.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.0000%  | 0.0000% | $822464.00         | $526537.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.0000%  | 0.0000% | $296086.00         | $254770.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | 0.0000% | $31614.00          | $28220.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $1080753.00        | $955713.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $1016500.00        | $998468.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $318222.00         | $252734.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $1000000.00        | $591006.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 7.0000%  | 0.0000% | $1007.00           | $628.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $889000.00         | $541084.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $3605621.00        | $1449003.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $6380.00           | $6165.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $297934.00         | $280163.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $10830.00          | $9530.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $2799.00           | $1670.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $295000.00         | $103766.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | 0.0000% | $113190.00         | $41719.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $2030.00           | $1517.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $264156.00         | $205875.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $209454.00         | $133093.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $7030.00           | $3420.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $2010.00           | $1658.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $2004.00           | $1818.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $438820.00         | $234734.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2742.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $32000.00          | $8521.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $3000.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $16322000.00       | $1223663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $2900.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $49000.00          | $8298.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $3030.00           | $667.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 3.0000%  | 0.0000% | $7546.00           | $1181.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 4.5000%  | 0.0000% | $3320.00           | $802.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.0000%  | 0.0000% | $14780.00          | $4167.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 2.5000%  | 0.0000% | $1020.00           | $327.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.0000%  | 0.0000% | $129610.00         | $30046.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $3059000.00        | $451317.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $1020.00           | $282.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $6270.00           | $2941.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 2.5000%  | 0.0000% | $5480.00           | $1622.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.5000%  | 0.0000% | $29520.00          | $8019.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | 0.0000% | $822531.00         | $225037.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $1010.00           | $412.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1826000.00        | $767162.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.5000%  | 0.0000% | $3706756.00        | $1251780.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | 0.0000% | $7180.00           | $3223.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $6060.00           | $2574.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $834190.00         | $242429.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $237581824.00      | $84856240.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $3783000.00        | $2172153.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $1446000.00        | $429552.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1102.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $28120.00          | $16649.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $36000.00          | $19405.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1613610.00        | $841531.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 3.0000%  | 0.0000% | $56546998.00       | $28559389.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 2.5000%  | 0.0000% | $1090.00           | $498.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 3.0000%  | 0.0000% | $126975.00         | $50424.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $335000.00         | $157187.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $31232040.00       | $16757050.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.5000%  | 0.0000% | $37400.00          | $19438.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 2.5000%  | 0.0000% | $1128240.00        | $508221.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | 0.0000% | $9995000.00        | $4950181.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $2850.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1972000.00        | $1112032.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 1.5000%  | 0.0000% | $1671.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1780.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $7930000.00        | $4518313.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $4170.00           | $2390.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $5410030.00        | $3133946.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 1.5000%  | 0.0000% | $3900.00           | $2213.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $5994500.00        | $3600513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1661330.00        | $970324.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $7025000.00        | $4167953.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $1843000.00        | $1093103.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1500.00           | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $110490.00         | $68303.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $188350.00         | $111852.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 4.0000%  | 0.0000% | $77423.00          | $46912.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $878420.00         | $536868.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1249991.00        | $784193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 1.5000%  | 0.0000% | $113430.00         | $62701.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $1203220.00        | $717841.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $4394000.00        | $2805518.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $955750.00         | $599656.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $2205.00           | $1511.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $999000.00         | $631544.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.5000%  | 0.0000% | $130251.00         | $71578.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1990.00           | $1291.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $33360.00          | $19885.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $3268000.00        | $2389487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $496000.00         | $322805.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1080000.00        | $686849.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.5000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $168000.00         | $110201.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $2127363.00        | $1660379.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $323000.00         | $216180.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $490418.00         | $371835.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $127000.00         | $96850.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $2313078.00        | $1702562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $15091475.00       | $11498665.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $9964500.00        | $7511055.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1943805.00        | $1392689.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $25997000.00       | $21103420.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 4.5000%  | 0.0000% | $922040.00         | $569200.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 4.5000%  | 0.0000% | $8480.00           | $4595.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $111584.00         | $79042.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $573960.00         | $426423.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $77540.00          | $58280.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.5000%  | 0.0000% | $1020.00           | $347.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.0000%  | 0.0000% | $1024.00           | $834.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 4.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.0000%  | 0.0000% | $3191208.00        | $2353089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 5.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.0000%  | 0.0000% | $299000.00         | $252999.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1980.00           | $1572.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $28050.00          | $22300.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5494.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.0000%  | 0.0000% | $72000.00          | $59187.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $32784880.00       | $19912937.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $52221739.00       | $39984559.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.5000%  | 0.0000% | $7729482.00        | $7176973.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $93000.00          | $72006.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $2960.00           | $1587.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 4.5000%  | 0.0000% | $96250.00          | $83596.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1010.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $787488.00         | $635017.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $82000.00          | $72489.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $14430512.00       | $13212025.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1990.00           | $1802.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $118840.00         | $109749.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1622.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.5000%  | 0.0000% | $16390.00          | $9536.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | 0.0000% | $27740.00          | $25836.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1475730.00        | $1472117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1076773.00        | $1065541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 5.5000%  | 0.0000% | $2273297.00        | $2300202.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $3690448.00        | $3655102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $11530640.00       | $11633575.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1311096.00        | $1380421.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.0000%  | 0.0000% | $119440.00         | $112562.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1203993.00        | $1277650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1014.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1074889.00        | $1115566.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | 0.0000% | $1001.00           | $1040.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1486692.00        | $1521826.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1116724.00        | $1079509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1199730.00        | $1246601.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $1085370.00        | $1076123.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | 0.0000% | $1474329.00        | $1388641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.5000%  | 0.0000% | $4341856.00        | $4507774.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $5202344.00        | $5141306.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.5000%  | 0.0000% | $45094.00          | $47709.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1500726.00        | $1560830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $1114496.00        | $1113655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $7943.00           | $8272.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2158157.00        | $2132142.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1222368.00        | $1208437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $52462951.00       | $51833273.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $3398247.00        | $3448704.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $2998363.00        | $3123059.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $1463741.00        | $1459672.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $2020990.00        | $1962373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $5292036.00        | $5234962.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1271250.00        | $1261784.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1001214.00        | $990867.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 5.0000%  | 0.0000% | $1231859.00        | $1255557.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1182990.00        | $1174658.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1145270.00        | $1187635.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1022041.00        | $1041844.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1010750.00        | $1033672.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1551789.00        | $1543053.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | 0.0000% | $1245800.00        | $1281579.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 5.0000%  | 0.0000% | $992854.00         | $1005139.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $4553650.00        | $4587094.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1762236.00        | $1752749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 5.0000%  | 0.0000% | $1149903.00        | $1165814.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | 0.0000% | $4458804.00        | $4645151.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1668.00           | $1735.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $2311900.00        | $2444114.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $24501498.00       | $24915238.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1964855.00        | $2058653.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $6061456.00        | $6155938.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $6143750.00        | $6069488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $6946180.00        | $6997751.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $109657030.00      | $85100117.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $3359086.00        | $3119054.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 2.0000%  | 0.0000% | $43997000.00       | $34300705.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 3.5000%  | 0.0000% | $29000.00          | $24595.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $214000.00         | $192462.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $8583420.00        | $7161720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $79738709.00       | $66470049.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | 0.0000% | $1010.00           | $884.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | 0.0000% | $33998000.00       | $27772277.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $51703668.00       | $50379456.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $43000000.00       | $36885838.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $18046175.00       | $15340197.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | 0.0000% | $13512821.00       | $11195494.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $899000.00         | $744187.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.5000%  | 0.0000% | $1950.00           | $1667.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 7.0000%  | 0.0000% | $848433.00         | $741872.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $12156592.00       | $11611471.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 1.5000%  | 0.0000% | $1016.00           | $761.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1889.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | 0.0000% | $23000.00          | $21720.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $6350313.00        | $5422060.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $1034.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1008.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $205109.00         | $202479.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $418000.00         | $411300.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | 0.0000% | $508512.00         | $451375.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $9319030.00        | $8898300.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $37189960.00       | $36853771.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $10475448.00       | $10821431.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1496930.00        | $1380675.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.0000%  | 0.0000% | $4400631.00        | $4110409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.0000%  | 0.0000% | $6110.00           | $5480.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.0000%  | 0.0000% | $14973400.00       | $13474989.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.0000%  | 0.0000% | $8979830.00        | $8091524.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $16569576.00       | $15053680.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 2.5000%  | 0.0000% | $76382.00          | $64450.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1024.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $8341941.00        | $6985878.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 5.0000%  | 0.0000% | $6729119.00        | $6828614.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | 0.0000% | $3515387.00        | $3638179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $14445398.00       | $12425315.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $933410.00         | $926081.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1141.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6802600.00        | $6991386.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $3071.00           | $3150.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $3072.00           | $2523.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $9279350.00        | $8177344.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 2.5000%  | 0.0000% | $5257349.00        | $4551878.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $819600.00         | $243420.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | 0.0000% | $4299000.00        | $767956.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 2.5000%  | 0.0000% | $6000.00           | $1085.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $1980.00           | $257.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $2483422.00        | $403101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | 0.0000% | $83600.00          | $22396.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $3699000.00        | $653346.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 3.0000%  | 0.0000% | $2281790.00        | $377700.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 4.5000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $2162000.00        | $464672.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $1010.00           | $240.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.5000%  | 0.0000% | $10000.00          | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $249.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 3.5000%  | 0.0000% | $3000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $284.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 5.0000%  | 0.0000% | $5847.00           | $1987.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $2999000.00        | $708573.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.0000%  | 0.0000% | $262940.00         | $66694.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $6402580.00        | $3563860.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $8969.00           | $5374.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.5000%  | 0.0000% | $4022000.00        | $1415956.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1085629.00        | $624302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $7000.00           | $1551.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $5252231.00        | $2825509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $123403.00         | $21194.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | 0.0000% | $321802.00         | $177411.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 3.0000%  | 0.0000% | $6653803.00        | $2047753.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $667734.00         | $363146.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 1.5000%  | 0.0000% | $10370.00          | $5090.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $7495000.00        | $3912362.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $148460.00         | $96613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1137090.00        | $699575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 2.0000%  | 0.0000% | $35000.00          | $14397.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 1.5000%  | 0.0000% | $9880950.00        | $4832239.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $285.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $50000.00          | $21228.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.5000%  | 0.0000% | $1264.00           | $512.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 4.0000%  | 0.0000% | $4000.00           | $1262.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $8445570.00        | $3065136.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $30862.00          | $18808.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $1670.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $1999000.00        | $796153.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $2340.00           | $993.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 2.0000%  | 0.0000% | $70000.00          | $24906.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $2020.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1067.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.0000%  | 0.0000% | $795070.00         | $348526.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $567000.00         | $331941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1698000.00        | $701010.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $98000.00          | $52042.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 1.5000%  | 0.0000% | $1010.00           | $591.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $787000.00         | $477343.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $169160.00         | $94868.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $185200.00         | $110809.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1991970.00        | $1228262.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 1.5000%  | 0.0000% | $168209.00         | $98539.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $427580.00         | $225378.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $84591.00          | $48423.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $1198084.00        | $750540.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $6006000.00        | $3626055.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $3831820.00        | $2668749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $182175.00         | $130577.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $5094080.00        | $3031683.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 5.0000%  | 0.0000% | $5652001.00        | $3050228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1082283.00        | $684543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $138000.00         | $88610.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $2200.00           | $1366.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $163000.00         | $99093.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.0000%  | 0.0000% | $1100230.00        | $640351.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $152980.00         | $107054.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $2030.00           | $1254.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $498000.00         | $326459.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 3.5000%  | 0.0000% | $2988648.00        | $1892452.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | 0.0000% | $1348000.00        | $913804.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | 0.0000% | $197222.00         | $116071.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $451000.00         | $310009.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 3.5000%  | 0.0000% | $420343.00         | $248192.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 2.0000%  | 0.0000% | $14000.00          | $8246.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1679935.00        | $1254660.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $85734.00          | $63037.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $1400000.00        | $839732.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $954000.00         | $718882.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1391000.00        | $935934.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $85000.00          | $55659.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $2133900.00        | $1586417.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $958659.00         | $613585.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $243000.00         | $189118.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $174370.00         | $120372.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1005.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $7429804.00        | $4372409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $6323020.00        | $4440078.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 1.5000%  | 0.0000% | $15589116.00       | $9935219.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 2.0000%  | 0.0000% | $49237920.00       | $33184243.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $37187366.00       | $29126853.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 2.5000%  | 0.0000% | $354460.00         | $247669.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $50000.00          | $39120.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $8656580.00        | $6327086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $374050.00         | $274986.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.5000%  | 0.0000% | $1047000.00        | $641794.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 1.5000%  | 0.0000% | $2652152.00        | $1838773.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $4316381.00        | $2889170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $183000.00         | $145408.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $41448.00          | $33861.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.0000%  | 0.0000% | $5036563.00        | $3573748.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 1.5000%  | 0.0000% | $2191920.00        | $1482087.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | 0.0000% | $1340.00           | $1076.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $252000.00         | $186040.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $234100.00         | $179608.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $244000.00         | $191267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $8879990.00        | $7007282.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $14333601.00       | $9075454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 3.0000%  | 0.0000% | $47470.00          | $35387.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 4.0000%  | 0.0000% | $9436530.00        | $7857324.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1482670.00        | $1168767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | 0.0000% | $64816209.00       | $52847234.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-05-01      | 6.0000%  | 0.0000% | $675791.00         | $440088.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $1070000.00        | $743416.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $13207000.00       | $10971703.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $457000.00         | $352625.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $6590.00           | $2948.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $87440.00          | $58286.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | 0.0000% | $156761.00         | $128154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 2.5000%  | 0.0000% | $88650.00          | $65063.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $24997000.00       | $20935854.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.0000%  | 0.0000% | $4376050.00        | $3845980.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $9646975.00        | $7831147.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 3.5000%  | 0.0000% | $2405000.00        | $1931611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $11596000.00       | $10137213.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1028.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $4065000.00        | $3373216.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $5800.00           | $4460.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $589600.00         | $462493.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $11898000.00       | $8633242.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 3.5000%  | 0.0000% | $50000.00          | $41813.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $2507708.00        | $2274392.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $870960.00         | $633409.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 4.0000%  | 0.0000% | $17215651.00       | $15132982.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $260880.00         | $250230.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $473728.00         | $479987.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $22948940.00       | $21976752.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 5.5000%  | 0.0000% | $2829104.00        | $2756544.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $999000.00         | $1003914.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $119150.00         | $115619.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.5000%  | 0.0000% | $3490170.00        | $3406631.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $1116201.00        | $724877.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $8470243.00        | $5562841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $11000.00          | $83.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 6.5000%  | 0.0000% | $3563000.00        | $27185.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 5.0000%  | 0.0000% | $411863.00         | $6133.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 4.0000%  | 0.0000% | $1400.00           | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 3.0000%  | 0.0000% | $25100.00          | $1891.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 3.5000%  | 0.0000% | $29989900.00       | $510585.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $18429615.00       | $53606.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $3248000.00        | $15884.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.0000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.5000%  | 0.0000% | $23000.00          | $92.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 6.0000%  | 0.0000% | $7000.00           | $61.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.5000%  | 0.0000% | $1747000.00        | $14356.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 6.5000%  | 0.0000% | $29000.00          | $70.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 5.5000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 7.0000%  | 0.0000% | $1000.00           | $3.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 5.5000%  | 0.0000% | $41000.00          | $224.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.0000%  | 0.0000% | $6000.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.0000%  | 0.0000% | $93000.00          | $412.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 5.5000%  | 0.0000% | $9125.00           | $41.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.0000%  | 0.0000% | $300000.00         | $1363.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 5.5000%  | 0.0000% | $10444.00          | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.0000%  | 0.0000% | $50000.00          | $335.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 5.5000%  | 0.0000% | $13000.00          | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-01      | 5.0000%  | 0.0000% | $105755.00         | $529.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.0000%  | 0.0000% | $6000.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.0000%  | 0.0000% | $16100.00          | $189.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-01      | 5.5000%  | 0.0000% | $1491435.00        | $24050.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 5.5000%  | 0.0000% | $3300.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.0000%  | 0.0000% | $1714200.00        | $21696.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $49.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $2000.00           | $19.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1005.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $2540.00           | $592.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 2.5000%  | 0.0000% | $142890.00         | $17763.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $522941.00         | $64989.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $199000.00         | $37915.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $25000.00          | $5097.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 5.0000%  | 0.0000% | $2668000.00        | $197204.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 5.0000%  | 0.0000% | $3600.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-11-01      | 4.5000%  | 0.0000% | $9200.00           | $234.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 4.5000%  | 0.0000% | $25000.00          | $569.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 4.5000%  | 0.0000% | $1100.00           | $50.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 4.5000%  | 0.0000% | $2000.00           | $16.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 4.0000%  | 0.0000% | $120000.00         | $2539.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 4.5000%  | 0.0000% | $4175.00           | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $537801.00         | $7441.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $3487500.00        | $59110.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 4.5000%  | 0.0000% | $199000.00         | $12091.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $989500.00         | $43738.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $996800.00         | $47060.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-10-01      | 2.5000%  | 0.0000% | $3097950.00        | $48980.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 3.0000%  | 0.0000% | $4100.00           | $344.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 2.5000%  | 0.0000% | $605000.00         | $9854.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.0000%  | 0.0000% | $1899000.00        | $158396.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 3.0000%  | 0.0000% | $216104.00         | $8954.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-11-01      | 2.5000%  | 0.0000% | $6839488.00        | $172319.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | 0.0000% | $29937000.00       | $3080107.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $929030.00         | $30246.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | 0.0000% | $8600.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $7224520.00        | $557524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.0000%  | 0.0000% | $128300.00         | $9639.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 3.0000%  | 0.0000% | $491300.00         | $48671.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 4.0000%  | 0.0000% | $1364899.00        | $170864.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $2598000.00        | $527254.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $426379.00         | $57509.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $40494600.00       | $3815380.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 3.0000%  | 0.0000% | $66000.00          | $8284.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1023.00           | $136.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $252.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $6140.00           | $714.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $20902588.00       | $2981953.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $7570600.00        | $672663.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $223.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $2998000.00        | $205263.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $12015526.00       | $5979650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.5000%  | 0.0000% | $24758288.00       | $12056082.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $894300.00         | $513010.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 1.5000%  | 0.0000% | $2988270.00        | $1621346.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 1.5000%  | 0.0000% | $726785.00         | $408691.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 1.5000%  | 0.0000% | $53988570.00       | $30585206.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.0000%  | 0.0000% | $242415.00         | $132719.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1100.00           | $95.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | 0.0000% | $4000.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $248.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 3.5000%  | 0.0000% | $4850.00           | $596.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $1100.00           | $107.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 2.5000%  | 0.0000% | $998000.00         | $187229.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-09-01      | 4.0000%  | 0.0000% | $747000.00         | $18882.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $395.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $2930.00           | $357.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | 0.0000% | $89648.00          | $12791.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 2.5000%  | 0.0000% | $8000.00           | $1741.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $12820.00          | $1710.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 2.5000%  | 0.0000% | $498000.00         | $104879.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 3.0000%  | 0.0000% | $18840.00          | $3800.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 2.5000%  | 0.0000% | $12784560.00       | $2088264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 3.5000%  | 0.0000% | $26949.00          | $3467.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.0000%  | 0.0000% | $3788000.00        | $1581192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1298000.00        | $442403.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $1894100.00        | $485547.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 2.5000%  | 0.0000% | $190110.00         | $50398.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $3000.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $147000.00         | $32083.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $557010.00         | $170578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $15655680.00       | $6972862.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1005.00           | $448.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $1872450.00        | $793078.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $5960902.00        | $3163990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | 0.0000% | $629770.00         | $342324.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 2.0000%  | 0.0000% | $76961439.00       | $40460573.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $12160.00          | $6686.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | 0.0000% | $745970.00         | $333739.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.5000%  | 0.0000% | $523710.00         | $226030.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 1.5000%  | 0.0000% | $391450.00         | $200097.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $85279.00          | $72767.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.5000%  | 0.0000% | $4010.00           | $1758.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $3247000.00        | $2109752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $728733.00         | $379811.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.0000%  | 0.0000% | $1040.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $135000.00         | $79832.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 1.5000%  | 0.0000% | $17548480.00       | $10246565.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 1.5000%  | 0.0000% | $113643.00         | $72410.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $225310.00         | $144588.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1352890.00        | $891699.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 1.5000%  | 0.0000% | $5090495.00        | $3021924.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $9821524.00        | $7040396.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $15030510.00       | $10386156.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $11395460.00       | $8157880.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $3398990.00        | $2483634.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $13076969.00       | $9520282.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $178890.00         | $122342.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 1.5000%  | 0.0000% | $4486740.00        | $2690669.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.0000%  | 0.0000% | $264114.00         | $158589.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.5000%  | 0.0000% | $367000.00         | $215392.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 4.0000%  | 0.0000% | $1530.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 4.0000%  | 0.0000% | $10000.00          | $5255.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 2.0000%  | 0.0000% | $1920.00           | $1212.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 3.5000%  | 0.0000% | $264000.00         | $203209.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.5000%  | 0.0000% | $118735.00         | $65823.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 4.5000%  | 0.0000% | $49209.00          | $25371.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 5.0000%  | 0.0000% | $565130.00         | $278039.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 4.5000%  | 0.0000% | $506360.00         | $211832.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 5.0000%  | 0.0000% | $307533.00         | $168302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $2970.00           | $2041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-02-01      | 4.5000%  | 0.0000% | $43000.00          | $18224.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $2802000.00        | $2203536.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 5.0000%  | 0.0000% | $1003.00           | $550.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $20000.00          | $10360.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $264340.00         | $211293.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $63310.00          | $50637.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $15156710.00       | $9826817.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $5000.00           | $4137.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $5000000.00        | $2771772.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $1560.00           | $1206.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | 0.0000% | $9954220.00        | $2824418.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 4.0000%  | 0.0000% | $2990.00           | $2549.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-02-01      | 5.5000%  | 0.0000% | $15000.00          | $7399.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.0000%  | 0.0000% | $11469320.00       | $10227424.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1005.00           | $789.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.5000%  | 0.0000% | $19091330.00       | $8406644.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 4.5000%  | 0.0000% | $65097.00          | $40681.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $3188000.00        | $2654892.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $5970.00           | $5274.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $740.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 4.5000%  | 0.0000% | $27950.00          | $22242.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | 0.0000% | $173616.00         | $74394.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.0000%  | 0.0000% | $1016.00           | $907.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $2002.00           | $1227.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 4.5000%  | 0.0000% | $40552.00          | $32480.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.5000%  | 0.0000% | $21680912.00       | $11187008.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 4.0000%  | 0.0000% | $870207.00         | $784118.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $10010.00          | $9244.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $611720.00         | $514561.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 4.5000%  | 0.0000% | $43000.00          | $34105.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 3.5000%  | 0.0000% | $346746.00         | $313859.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $4151000.00        | $3678404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 5.5000%  | 0.0000% | $64500.00          | $37354.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 5.0000%  | 0.0000% | $4040.00           | $3603.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $304837.00         | $258745.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | 0.0000% | $7625400.00        | $6333679.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.5000%  | 0.0000% | $12744680.00       | $11755952.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 3.5000%  | 0.0000% | $1996234.00        | $1795443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 3.5000%  | 0.0000% | $119830.00         | $110605.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $262780710.00      | $255253041.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 4.0000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 5.5000%  | 0.0000% | $431053.00         | $401704.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | 0.0000% | $8161570.00        | $7632846.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 3.5000%  | 0.0000% | $833190.00         | $795511.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $4588580.00        | $4641363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 3.5000%  | 0.0000% | $30232314.00       | $28120357.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 6.5000%  | 0.0000% | $142294.00         | $145575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 3.5000%  | 0.0000% | $5474980.00        | $5243443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $67173416.00       | $65408577.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 5.5000%  | 0.0000% | $851051.00         | $851567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 5.0000%  | 0.0000% | $3129860.00        | $3111088.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.0000%  | 0.0000% | $6456010.00        | $6093888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | 0.0000% | $1345650.00        | $1299965.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 4.5000%  | 0.0000% | $631946.00         | $620400.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 4.5000%  | 0.0000% | $897500.00         | $899982.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | 0.0000% | $6751.00           | $378.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 4.5000%  | 0.0000% | $122400.00         | $7138.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | 0.0000% | $1191.00           | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | 0.0000% | $237031.00         | $18370.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | 0.0000% | $36413558.00       | $32680666.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 7.5000%  | 0.0000% | $2511570.00        | $134642.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | 0.0000% | $3664900.00        | $3382523.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1930.00           | $1678.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.0000%  | 0.0000% | $2906589.00        | $2568099.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $8447000.00        | $7604231.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 7.5000%  | 0.0000% | $11331326.00       | $7045858.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.0000%  | 0.0000% | $1629997.00        | $1513123.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1031.00           | $795.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 4.0000%  | 0.0000% | $1830957.00        | $1703858.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $962710.00         | $828612.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 4.0000%  | 0.0000% | $1696443.00        | $1579590.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $7932408.00        | $7155859.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $767.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1242799.00        | $1315618.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $1893692.00        | $1996197.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $21843961.00       | $19199483.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $1383198.00        | $1327176.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $576000.00         | $497760.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2547269.00        | $2307653.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1181868.00        | $1247959.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.0000%  | 0.0000% | $4344063.00        | $4631101.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 7.5000%  | 0.0000% | $1992050.00        | $923540.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $1576114.00        | $1362161.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1220096.00        | $1225875.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $1044112.00        | $1090198.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $4307434.00        | $4458168.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $81230.00          | $80543.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1008912.00        | $931659.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $6801420.00        | $7050877.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $1113327.00        | $1182030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1020564.00        | $1054883.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.5000%  | 0.0000% | $96210.00          | $95594.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.5000%  | 0.0000% | $1061160.00        | $1137603.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.5000%  | 0.0000% | $1749027.00        | $1874389.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $6589200.00        | $5006545.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $2209000.00        | $2190847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $5397728.00        | $4908847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.0000%  | 0.0000% | $2838760.00        | $3004380.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $9045050.00        | $7888182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $6257715.00        | $5131192.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1136786.00        | $814503.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $4923704.00        | $3906116.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $4417550.00        | $4284721.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $898058.00         | $926068.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $9993000.00        | $9009947.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $38576.00          | $40315.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1476793.00        | $1529049.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $5818179.00        | $6034395.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $2601055.00        | $2633193.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $9668550.00        | $8786712.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1069.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $4997377.00        | $5325182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $4519471.00        | $4718558.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $672117.00         | $700769.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1036109.00        | $1085357.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1717091.00        | $1749933.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1287197.00        | $1275119.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1121400.00        | $1173147.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $8844054.00        | $9144662.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1213576.00        | $1169227.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.0000%  | 0.0000% | $3851520.00        | $3610060.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1034920.00        | $1020789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1691.00           | $1768.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $10172402.00       | $10350917.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $5323532.00        | $5347863.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1010.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1016.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1605637.00        | $1449087.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $12253919.00       | $12561661.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $8540831.00        | $8829743.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $3011769.00        | $3153355.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1281350.00        | $1326073.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $2010.00           | $1888.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $9005980.00        | $9387642.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1009.00           | $1059.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $4808352.00        | $3680858.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1417323.00        | $1425466.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1999.00           | $2060.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1057.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $4655.00           | $4274.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1549040.00        | $1624274.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $16404000.00       | $16041533.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $4868152.00        | $4877814.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1812500.00        | $1796063.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1181576.00        | $1188410.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1087054.00        | $1120429.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $2010.00           | $1787.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $999.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $2591286.00        | $2447605.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $1923000.00        | $1592096.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $25464740.00       | $23710110.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1930.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $96160.00          | $84728.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $19206652.00       | $15580851.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $42282651.00       | $34643688.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $4856000.00        | $4470339.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $4696000.00        | $3601769.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $3601050.00        | $3001354.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | 0.0000% | $5977802.00        | $5277736.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $3064.00           | $2404.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $14997000.00       | $13098367.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.0000%  | 0.0000% | $2034.00           | $1786.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.0000%  | 0.0000% | $9795335.00        | $8602292.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.0000%  | 0.0000% | $202465.00         | $183158.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $37180040.00       | $36429063.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $10739546.00       | $10017464.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.0000%  | 0.0000% | $3978000.00        | $3518057.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1835.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $43255800.00       | $36043888.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $4020.00           | $3462.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $9910.00           | $9083.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 1.5000%  | 0.0000% | $309030.00         | $231687.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $56831.00          | $42793.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $3720.00           | $3098.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $7983.00           | $7783.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $15410961.00       | $13548444.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $14481650.00       | $13052371.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.0000%  | 0.0000% | $2048.00           | $1855.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 3.5000%  | 0.0000% | $492597.00         | $440954.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 4.5000%  | 0.0000% | $3020.00           | $2861.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $12601595.00       | $12438506.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1230.00           | $1219.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.0000%  | 0.0000% | $2838920.00        | $2679683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $11912680.00       | $10662325.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $559728.00         | $511248.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $2134062.00        | $1869537.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1001.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.0000%  | 0.0000% | $11949155.00       | $11532265.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 7.0000%  | 0.0000% | $1024.00           | $1054.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.0000%  | 0.0000% | $3632941.00        | $3554062.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $4063.00           | $4016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 2.5000%  | 0.0000% | $3282012.00        | $2755494.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | 0.0000% | $3157618.00        | $2912444.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | 0.0000% | $14164.00          | $13420.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | 0.0000% | $8348878.00        | $7454120.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $171288.00         | $174320.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 4.0000%  | 0.0000% | $621988.00         | $546275.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $638404.00         | $560632.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1010.00           | $652.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1950.00           | $1483.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $1025.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $1086.00           | $882.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1028.00           | $872.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $16770191.00       | $13926748.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $1020.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.0000%  | 0.0000% | $498000.00         | $439299.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $2043.00           | $1785.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $7630.00           | $6191.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $16644127.00       | $13176040.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $3199000.00        | $2588968.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $2885.00           | $2558.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | 0.0000% | $22431880.00       | $17692945.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.0000%  | 0.0000% | $81000.00          | $74231.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.0000%  | 0.0000% | $357979.00         | $310483.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1690.00           | $1308.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $31752500.00       | $23189891.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1855.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $1055.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $16077677.00       | $13699171.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $736000.00         | $494295.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $1670.00           | $1545.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $2100.00           | $2057.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $7543000.00        | $6577014.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $4826.00           | $4410.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1810.00           | $1713.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $3850.00           | $3627.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $2913250.00        | $2404742.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $58417296.00       | $52020597.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.0000%  | 0.0000% | $4049.00           | $3737.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $126425879.00      | $112224108.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $361996.00         | $346554.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $60012174.00       | $52335027.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.0000%  | 0.0000% | $7533730.00        | $7021498.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $50000.00          | $49858.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $14038247.00       | $13594405.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1605288.00        | $1590569.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $28651539.00       | $29504066.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $2256989.00        | $1939026.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $23929693.00       | $23071495.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $2050.00           | $1973.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $28429051.00       | $27505266.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1065.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.5000%  | 0.0000% | $1020.00           | $985.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.5000%  | 0.0000% | $2082.00           | $1991.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $59448.00          | $58853.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.0000%  | 0.0000% | $1024.00           | $967.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.5000%  | 0.0000% | $13149888.00       | $9068458.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.0000%  | 0.0000% | $1024.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 4.0000%  | 0.0000% | $7078442.00        | $6500256.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.0000%  | 0.0000% | $782647.00         | $710000.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $20000.00          | $18790.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.0000%  | 0.0000% | $14193040.00       | $13193620.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $9483250.00        | $8318557.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.5000%  | 0.0000% | $2377411.00        | $1871337.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $7660346.00        | $7135385.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $273221.00         | $215422.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.5000%  | 0.0000% | $6384517.00        | $4483682.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.0000%  | 0.0000% | $14865434.00       | $13797074.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $2513.00           | $2361.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.5000%  | 0.0000% | $3370646.00        | $3239535.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $2005.00           | $1859.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.5000%  | 0.0000% | $2002.00           | $1774.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $2687975.00        | $2605792.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1969430.00        | $1958870.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 7.0000%  | 0.0000% | $1007.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.0000%  | 0.0000% | $1033.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 7.0000%  | 0.0000% | $6526926.00        | $6756774.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 4.0000%  | 0.0000% | $31088513.00       | $29344738.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $29719258.00       | $29937348.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 7.0000%  | 0.0000% | $1075266.00        | $1136248.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | 0.0000% | $719720.00         | $651682.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-10-01      | 3.5000%  | 0.0000% | $4465273.00        | $4057608.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-10-01      | 4.5000%  | 0.0000% | $54746310.00       | $50145922.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 4.5000%  | 0.0000% | $568027.00         | $470559.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 3.5000%  | 0.0000% | $3209880.00        | $2811927.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 3.5000%  | 0.0000% | $405813.00         | $360470.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 4.5000%  | 0.0000% | $1547377.00        | $1356156.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 4.5000%  | 0.0000% | $33319252.00       | $32458296.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 6.5000%  | 0.0000% | $206665.00         | $205863.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | 0.0000% | $86657460.00       | $82659150.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 3.5000%  | 0.0000% | $3970.00           | $3741.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 3.5000%  | 0.0000% | $927217.00         | $889142.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $45368322.00       | $44795187.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1020.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 3.5000%  | 0.0000% | $1770238.00        | $1705762.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $21667558.00       | $21555082.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 6.0000%  | 0.0000% | $29542609.00       | $30483983.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $2527793.00        | $2667334.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1154902.00        | $990389.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1011717.00        | $1048646.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1956864.00        | $2043410.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $2105144.00        | $2171369.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $4997030.00        | $4961355.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $5005287.00        | $5149367.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1254303.00        | $1242100.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1014.00           | $968.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1065750.00        | $1057635.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $5010705.00        | $5008866.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1091345.00        | $1082355.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1981.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1817.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $2000.00           | $2076.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1002.00           | $1057.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1024195.00        | $717375.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1201941.00        | $1223019.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1940.00           | $1932.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $5111321.00        | $4698642.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2268448.00        | $2259370.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2010.00           | $1996.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $718599.00         | $734442.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1010.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1027816.00        | $993081.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1293444.00        | $1248145.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.0000%  | 0.0000% | $1267201.00        | $1192941.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 7.0000%  | 0.0000% | $1218390.00        | $1292442.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $5209003.00        | $4984753.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $2066295.00        | $2128063.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1014400.00        | $1005345.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1470619.00        | $1513073.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1048690.00        | $1068182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1215540.00        | $1268041.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.0000%  | 0.0000% | $1008.00           | $950.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1864600.00        | $1906476.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $2622893.00        | $2723827.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3747050.00        | $3691431.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2626116.00        | $2603418.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1306124.00        | $1353833.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2728291.00        | $2778184.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2843155.00        | $2891058.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1522544.00        | $1606683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1316975.00        | $1368491.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $23233189.00       | $22998238.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1433650.00        | $1427120.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1513673.00        | $1501594.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1147706.00        | $1145541.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.0000%  | 0.0000% | $1010.00           | $950.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $2563789.00        | $2417797.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1308189.00        | $1361666.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1858373.00        | $1520039.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1698047.00        | $1753413.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $3833784.00        | $3808458.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.5000%  | 0.0000% | $1233524.00        | $1195180.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1431139.00        | $1463978.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $2800.00           | $2779.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1030935.00        | $1050706.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1233447.00        | $1218988.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1267434.00        | $1315899.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $235182.00         | $233394.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $2884590.00        | $2756577.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $2869663.00        | $2705251.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $226337.00         | $234611.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1011900.00        | $1005696.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $76938.00          | $76360.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1584650.00        | $1610436.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1894350.00        | $1949256.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1525180.00        | $1518886.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1263955.00        | $1259811.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.0000%  | 0.0000% | $1097257.00        | $1035540.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1096294.00        | $1145578.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1267376.00        | $1258290.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1219014.00        | $1267160.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.5000%  | 0.0000% | $1033349.00        | $1090088.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $3383048.00        | $3408026.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1117800.00        | $1110268.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $4780290.00        | $4740297.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2912.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.0000%  | 0.0000% | $1006.00           | $950.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1226400.00        | $1221883.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $7437.00           | $7398.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1224550.00        | $1224317.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1004.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $3946307.00        | $3931033.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1096850.00        | $1094507.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1287880.00        | $1283761.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $1003.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $6903380.00        | $6863877.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $3960150.00        | $3717018.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3857.00           | $3932.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $2559687.00        | $2656149.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $21400394.00       | $21089181.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $4017579.00        | $4018569.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $1661684.00        | $1568479.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $5250064.00        | $5210970.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.5000%  | 0.0000% | $1008.00           | $978.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $3403852.00        | $3385528.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1537787.00        | $1562932.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.0000%  | 0.0000% | $3707324.00        | $3499378.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $39616178.00       | $40316051.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $39833420.00       | $40454317.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $39614890.00       | $40222081.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $144684.00         | $142930.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $29506768.00       | $30058702.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1565029.00        | $1621220.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1078355.00        | $1071089.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.5000%  | 0.0000% | $1428785.00        | $1500594.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $1364077.00        | $1416756.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $2634126.00        | $2749240.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.5000%  | 0.0000% | $2341249.00        | $2463127.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $11317330.00       | $11731872.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1023782.00        | $1049190.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1492700.00        | $1553442.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.0000%  | 0.0000% | $1429213.00        | $1355643.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 7.0000%  | 0.0000% | $1080906.00        | $1143452.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $16553762.00       | $17102072.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.5000%  | 0.0000% | $1713124.00        | $1786084.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1315000.00        | $1325540.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $2164847.00        | $2146527.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.5000%  | 0.0000% | $1292566.00        | $1363322.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1413200.00        | $1446638.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $30737827.00       | $30509896.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $11983697.00       | $11935782.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $7370592.00        | $7550363.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $30482246.00       | $30980671.00       | Agency Mortgage-Backed Securities |

### Security 343: FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10629F, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10629F779156MIZ
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 5.5000%  | 0.0000% | $24228.00          | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.5000%  | 0.0000% | $26141223.00       | $1103060.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.5000%  | 0.0000% | $7860000.00        | $594959.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $1500000.00        | $97166.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 6.5000%  | 0.0000% | $28166.00          | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 5.0000%  | 0.0000% | $2498106.00        | $43753.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.5000%  | 0.0000% | $8611205.00        | $715746.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 4.0000%  | 0.0000% | $258943.00         | $20746.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $138541.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $867624.00         | $156586.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-06-01      | 4.0000%  | 0.0000% | $3720000.00        | $312471.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.0000%  | 0.0000% | $2274527.00        | $292994.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.0000%  | 0.0000% | $1500000.00        | $142882.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.0000%  | 0.0000% | $1800000.00        | $129786.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $101852.00         | $18654.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $179183.00         | $27861.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.0000%  | 0.0000% | $92226.00          | $18828.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $1041510.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.0000%  | 0.0000% | $500000.00         | $100132.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.0000%  | 0.0000% | $2828071.00        | $382435.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.0000%  | 0.0000% | $1059416.00        | $283326.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $6101661.00        | $1118913.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $1878545.00        | $327376.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $5796219.00        | $1378469.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.5000%  | 0.0000% | $20609819.00       | $4339729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $700000.00         | $197662.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $7786500.00        | $2239068.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $300000.00         | $105254.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $211.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $9092719.00        | $1979973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $500000.00         | $69577.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $2525000.00        | $579228.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $13155.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $135000.00         | $21593.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $45000.00          | $7503.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $45000.00          | $5813.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1685000.00        | $347607.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $2880949.00        | $560469.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.0000%  | 0.0000% | $12998674.00       | $2208631.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 5.0000%  | 0.0000% | $1942607.00        | $211681.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $384000.00         | $71341.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.0000%  | 0.0000% | $90000.00          | $10543.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $6376382.00        | $561744.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $1400000.00        | $261518.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $742873.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $3681196.00        | $214916.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1411552.00        | $113138.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 6.0000%  | 0.0000% | $4305721.00        | $1615.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $9999.00           | $428.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $108316.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $51746.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $91455.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.5000%  | 0.0000% | $5871545.00        | $201656.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 4.5000%  | 0.0000% | $3487977.00        | $75723.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.0000%  | 0.0000% | $4096412.00        | $457726.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.5000%  | 0.0000% | $2768762.00        | $291273.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 3.5000%  | 0.0000% | $4600000.00        | $903607.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.5000%  | 0.0000% | $1055000.00        | $108608.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $6540060.00        | $1021592.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $32950202.00       | $5135422.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $3988426.00        | $340110.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $30828000.00       | $3377150.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%  | 0.0000% | $2438416.00        | $150766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $2218814.00        | $193944.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 5.5000%  | 0.0000% | $18244249.00       | $377845.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 3.5000%  | 0.0000% | $6200000.00        | $618116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 4.0000%  | 0.0000% | $9999000.00        | $670267.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.5000%  | 0.0000% | $6400000.00        | $411614.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 4.0000%  | 0.0000% | $1329960.00        | $97423.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 4.0000%  | 0.0000% | $3380627.00        | $313416.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $4350000.00        | $425491.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $200000.00         | $34378.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $23000.00          | $4137.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $171145.00         | $20848.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $34435000.00       | $3664671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $89291602.00       | $11089093.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $235833.00         | $19865.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $710000.00         | $144317.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $500000.00         | $108589.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $1005.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $1561000.00        | $342594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%  | 0.0000% | $10335460.00       | $1522210.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 4.5000%  | 0.0000% | $1915674.00        | $199605.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 4.0000%  | 0.0000% | $787000.00         | $150618.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $400000.00         | $101296.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.5000%  | 0.0000% | $4500543.00        | $255634.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.0000%  | 0.0000% | $23818339.00       | $6336183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $29000.00          | $6485.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 4.0000%  | 0.0000% | $1100000.00        | $206693.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 6.5000%  | 0.0000% | $4107012.00        | $10534.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.0000%  | 0.0000% | $21600000.00       | $35291.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $20855863.00       | $3086940.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $9535000.00        | $2269349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 3.0000%  | 0.0000% | $1354000.00        | $355378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.0000%  | 0.0000% | $702000.00         | $129627.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.0000%  | 0.0000% | $5305072.00        | $490059.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $23500000.00       | $6202242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.5000%  | 0.0000% | $21000.00          | $12376.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 5.0000%  | 0.0000% | $23000.00          | $21853.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 2.0000%  | 0.0000% | $398821.00         | $347390.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 2.5000%  | 0.0000% | $13000.00          | $3925.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $457699.00         | $243024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $1849798.00        | $997765.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 1.5000%  | 0.0000% | $65903.00          | $40505.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 2.0000%  | 0.0000% | $1998528.00        | $1242875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.0000%  | 0.0000% | $1398368.00        | $770390.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.0000%  | 0.0000% | $7542575.00        | $4268524.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 1.5000%  | 0.0000% | $3053416.00        | $1793805.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 5.0000%  | 0.0000% | $68856.00          | $50487.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $400000.00         | $245020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.5000%  | 0.0000% | $93702.00          | $50549.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $5119000.00        | $3010643.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 4.5000%  | 0.0000% | $3708105.00        | $713312.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $18658563.00       | $5086756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1827689.00        | $1261892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $575982.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 4.5000%  | 0.0000% | $1486488.00        | $469370.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%  | 0.0000% | $2267000.00        | $933679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $2448000.00        | $1454655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $496000.00         | $349862.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1200000.00        | $763020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $320000.00         | $196019.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $800000.00         | $492482.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $290000.00         | $206051.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $5258000.00        | $3529272.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $160944.00         | $109014.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $3525645.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $125845.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $500000.00         | $345992.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $2687626.00        | $1906023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $7668000.00        | $5481742.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1250000.00        | $796890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $575000.00         | $418495.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $650460.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $380052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1650000.00        | $1164603.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $64651000.00       | $43258245.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1900000.00        | $1432656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $2508000.00        | $2153963.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.5000%  | 0.0000% | $1975000.00        | $1366417.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $8875000.00        | $6725743.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $695448.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1500000.00        | $1223050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $137002.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%  | 0.0000% | $1100000.00        | $868855.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $909140.00         | $705880.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $35309519.00       | $25660156.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.0000%  | 0.0000% | $5645000.00        | $4489635.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1878000.00        | $1386419.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $2417214.00        | $2045070.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.0000%  | 0.0000% | $4275652.00        | $3293649.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $254272.00         | $188302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $600000.00         | $403744.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $200000.00         | $144335.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $38000000.00       | $31366927.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $240097.00         | $177511.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $355000.00         | $310942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $750000.00         | $619534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $625000.00         | $506933.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 4.5000%  | 0.0000% | $1511652.00        | $195344.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1399.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $711392.00         | $558553.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $2112000.00        | $736278.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $17154000.00       | $6150594.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $5181000.00        | $3102680.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1500000.00        | $750081.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $4105000.00        | $2592945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1450495.00        | $1024021.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $437000.00         | $338788.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 4.0000%  | 0.0000% | $1055022.00        | $221174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1105368.00        | $703766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $1054000.00        | $753654.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1090897.00        | $696942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $5515000.00        | $3576586.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $1504000.00        | $1055862.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $16661.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $11000.00          | $8386.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1594858.00        | $1107622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.5000%  | 0.0000% | $4252273.00        | $3483505.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $5166000.00        | $3850411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $2303104.00        | $1429322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1500000.00        | $1182629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $17360000.00       | $10962866.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $5390969.00        | $2728423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1134.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $809654.00         | $421147.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $954395.00         | $620715.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $100000.00         | $52208.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $219610.00         | $145456.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1642343.00        | $915771.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $193088.00         | $154727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $26292400.00       | $18187643.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1194.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1028.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $509634.00         | $459919.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $747535.00         | $517928.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2454.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $5851612.00        | $4196726.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $338488.00         | $210931.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1104280.00        | $849319.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $250000.00         | $179058.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $700000.00         | $387983.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1202510.00        | $914445.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $750000.00         | $572378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1119718.00        | $801124.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $1816000.00        | $1433968.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 4.1670%  | 0.0000% | $9500000.00        | $9508802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 4.8500%  | 0.0000% | $8049000.00        | $8209897.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 4.4000%  | 0.0000% | $5024000.00        | $4938922.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.0000%  | 0.0000% | $20771814.00       | $6681144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $4775000.00        | $1667482.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 4.0000%  | 0.0000% | $4181008.00        | $1456130.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $1600000.00        | $789651.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1742000.00        | $857943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $1480000.00        | $699025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $611939.00         | $330651.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $859000.00         | $341797.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $7807523.00        | $3500742.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $4359999.00        | $1960981.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $212145.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $429230.00         | $264332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 3.0000%  | 0.0000% | $1443000.00        | $1166873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.0000%  | 0.0000% | $2038.00           | $1345.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $611905.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $580254.00         | $361406.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $594980.00         | $427459.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $350000.00         | $208649.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $1565000.00        | $968730.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $133685.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1759610.00        | $1109186.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $8434198.00        | $5283778.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $100383.00         | $64266.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 2.0000%  | 0.0000% | $234000.00         | $143972.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $492430.00         | $314288.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $908696.00         | $567938.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $600000.00         | $423840.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1056265.00        | $678780.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $1034451.00        | $677320.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $395000.00         | $244572.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1040085.00        | $771347.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1803000.00        | $1182677.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $150000.00         | $96569.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $455000.00         | $286711.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $3179000.00        | $1894184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3670000.00        | $2279941.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $2409060.00        | $1801321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1800000.00        | $1198443.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $230000.00         | $159048.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $715365.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1132000.00        | $682593.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1631692.00        | $1010607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $1900000.00        | $1378675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $500000.00         | $389351.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $107311.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $40397632.00       | $28445239.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1525387.00        | $1518839.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $1605000.00        | $849815.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3387.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $1167400.00        | $764059.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $1463755.00        | $1048220.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $449049.00         | $294392.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.5000%  | 0.0000% | $1098333.00        | $795769.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1419287.00        | $1151635.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $400000.00         | $346221.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.5000%  | 0.0000% | $1210705.00        | $764179.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1350000.00        | $1210601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 2.0000%  | 0.0000% | $6807646.00        | $2992810.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $1288910.00        | $729619.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 4.0000%  | 0.0000% | $900300.00         | $362311.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.5000%  | 0.0000% | $2979326.00        | $2601088.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.5000%  | 0.0000% | $1615869.00        | $667863.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $230581.00         | $164477.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $748500.00         | $139499.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $15961000.00       | $4152512.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $29565000.00       | $5793471.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.5000%  | 0.0000% | $2364810.00        | $1072999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.0000%  | 0.0000% | $17081614.00       | $4076103.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $435000.00         | $196232.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 2.5000%  | 0.0000% | $2000000.00        | $808354.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $665000.00         | $302571.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $526003.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $3722000.00        | $1910652.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $376166.00         | $223735.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 2.0000%  | 0.0000% | $205000.00         | $121054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $3160254.00        | $1783045.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $577951.00         | $362525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1009.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $837154.00         | $455332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $375000.00         | $222230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1055000.00        | $724106.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $870000.00         | $585949.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $698659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $287049.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1104000.00        | $718048.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $111266.00         | $68192.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $814000.00         | $500219.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $700000.00         | $522912.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $4000000.00        | $2826640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $227000.00         | $167634.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $507000.00         | $348249.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $575000.00         | $436924.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $45143259.00       | $29690392.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1198000.00        | $942675.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1650000.00        | $1317752.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $805000.00         | $468596.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 6.0000%  | 0.0000% | $2789674.00        | $2848467.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 5.5000%  | 0.0000% | $5716256.00        | $5627511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 5.5000%  | 0.0000% | $1684579.00        | $1691218.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 5.0000%  | 0.0000% | $18075832.00       | $17791431.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.5000%  | 0.0000% | $30626604.00       | $30067607.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 5.0000%  | 0.0000% | $32302183.00       | $32280756.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 1.5000%  | 0.0000% | $582031.00         | $315242.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 2.0000%  | 0.0000% | $1037824.00        | $597830.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $389782.00         | $206746.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 4.5000%  | 0.0000% | $1114084.00        | $960318.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 5.5000%  | 0.0000% | $2122387.00        | $1945836.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $874296.00         | $497044.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1153742.00        | $472233.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $2333914.00        | $1616931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $926506.00         | $657201.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $2908854.00        | $2146786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 2.0000%  | 0.0000% | $485776.00         | $285323.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.5000%  | 0.0000% | $134823.00         | $109306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 4.0000%  | 0.0000% | $313964.00         | $237784.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 4.0000%  | 0.0000% | $447262.00         | $373344.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $34094.00          | $33073.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 5.5000%  | 0.0000% | $1338250.00        | $1351457.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 5.5000%  | 0.0000% | $1429315.00        | $1408515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 5.0000%  | 0.0000% | $2885345.00        | $2885390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 5.0000%  | 0.0000% | $2939939.00        | $2892560.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $538853.00         | $520898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 5.5000%  | 0.0000% | $1087000.00        | $1108949.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.0000%  | 0.0000% | $1138800.00        | $1155521.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $1064835.00        | $1019427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $1160473.00        | $1155176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.0000%  | 0.0000% | $1111189.00        | $1125539.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1033856.00        | $1050966.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1360529.00        | $1378117.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1017998.00        | $996178.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1450820.00        | $1470266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1100750.00        | $1112759.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1096970.00        | $1111673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.0000%  | 0.0000% | $1055113.00        | $1074766.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1148188.00        | $1164494.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1472378.00        | $1498527.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $2188023.00        | $2210355.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $1549476.00        | $1586895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 5.0000%  | 0.0000% | $1304875.00        | $1318632.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1300685.00        | $1348630.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.0000%  | 0.0000% | $1980.00           | $2017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1264354.00        | $1310227.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1511182.00        | $1542330.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $1145050.00        | $1174396.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $1093051.00        | $1121474.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1283483.00        | $1334068.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1022181.00        | $1061925.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $1007276.00        | $1005386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $2225140.00        | $2264658.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1029010.00        | $1047850.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.0000%  | 0.0000% | $1465000.00        | $1489740.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.0000%  | 0.0000% | $1447854.00        | $1471507.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $1098457.00        | $1129115.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $1095370.00        | $1123853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 4.0000%  | 0.0000% | $2629482.00        | $1048091.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 4.4630%  | 0.0000% | $30666108.00       | $28917134.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 1.4500%  | 0.0000% | $3730814.00        | $3290031.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 4.1100%  | 0.0000% | $15627000.00       | $15229012.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 5.0600%  | 0.0000% | $6122000.00        | $6284543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.4940%  | 0.0000% | $9375000.00        | $9384012.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.1600%  | 0.0000% | $9750000.00        | $10020797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 4.8800%  | 0.0000% | $836682.00         | $852693.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 6.3200%  | 0.0000% | $1566000.00        | $1653470.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.3300%  | 0.0000% | $6500000.00        | $6723117.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 5.3500%  | 0.0000% | $11795669.00       | $12118598.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.0600%  | 0.0000% | $7027234.00        | $7178086.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.4250%  | 0.0000% | $6648000.00        | $6860077.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.2800%  | 0.0000% | $7980000.00        | $8214764.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 5.7200%  | 0.0000% | $1800000.00        | $1884337.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 5.1800%  | 0.0000% | $10729000.00       | $11188219.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 5.0100%  | 0.0000% | $4662000.00        | $4800256.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.8800%  | 0.0000% | $8710260.00        | $8923327.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 4.7700%  | 0.0000% | $16563000.00       | $16669649.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 4.8100%  | 0.0000% | $2503000.00        | $2538844.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 4.9800%  | 0.0000% | $6001000.00        | $6119554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 4.7000%  | 0.0000% | $9000000.00        | $9177630.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 5.0000%  | 0.0000% | $1074.00           | $1106.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 4.3550%  | 0.0000% | $3000000.00        | $2990659.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 3.8050%  | 0.0000% | $3763000.00        | $3700684.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.8500%  | 0.0000% | $31341000.00       | $30843911.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $3533248.00        | $3592947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1328.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $166147.00         | $113620.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1595319.00        | $1641875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1038947.00        | $856588.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $459201.00         | $288657.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $3185830.00        | $2847244.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $45255.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1181526.00        | $1040589.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $5324170.00        | $4653537.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1198713.00        | $1215953.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $252481.00         | $187740.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1049954.00        | $939013.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1066533.00        | $1021009.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $365163.00         | $298826.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $106315.00         | $103852.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1742500.00        | $971029.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $3170171.00        | $2710321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1077290.00        | $1126912.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1205500.00        | $995050.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1147765.00        | $962809.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $957181.00         | $915585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $4189472.00        | $2196837.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1177115.00        | $1214542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $4216289.00        | $3781296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1196900.00        | $1236587.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $366846.00         | $371376.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $32901.00          | $33351.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $914687.00         | $746602.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $550000.00         | $529443.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $32916.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1059374.00        | $852764.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $101577.00         | $103103.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $82327.00          | $83556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $474201.00         | $342981.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $994337.00         | $1014598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $2352776.00        | $2211223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $13470200.00       | $13161957.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1023200.00        | $1039858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $2088658.00        | $1935491.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1033431.00        | $1060028.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $384820.00         | $324028.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1861141.00        | $1417453.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1026143.00        | $697912.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $693105.00         | $705532.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $900843.00         | $916565.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $270353.00         | $273371.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $549455.00         | $524942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $10253.00          | $9339.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1453122.00        | $1481767.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $3727185.00        | $3474241.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $255760.00         | $263666.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1081123.00        | $891320.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $6009419.00        | $5377508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1632250.00        | $1497588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $224568.00         | $202415.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $334444.00         | $340670.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $626886.00         | $578970.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $2331474.00        | $2332142.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1006584.00        | $1062479.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1266948.00        | $1304841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1212481.00        | $1187611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024768.00        | $1046013.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2745738.00        | $2674053.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $444733.00         | $457135.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $10544073.00       | $10109154.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2360901.00        | $1946544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $4306795.00        | $4427849.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $6812447.00        | $6558844.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2612585.00        | $2682162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2008.00           | $1974.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1163569.00        | $1141352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2493078.00        | $2535733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1352878.00        | $1380898.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1299286.00        | $1322956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3877871.00        | $3436800.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2532924.00        | $2542229.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1291275.00        | $1294443.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $3053209.00        | $2974354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1162500.00        | $1239793.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $5592869.00        | $4722678.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1320712.00        | $1373488.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1134444.00        | $1175223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1352554.00        | $1428164.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1351493.00        | $1038581.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $15105901.00       | $14589080.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1252256.00        | $1253887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1056538.00        | $1078899.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $2343902.00        | $2412476.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2139105.00        | $1926652.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1337849.00        | $1382336.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $3515723.00        | $3325354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1233047.00        | $1231395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1216529.00        | $1242282.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1571470.00        | $1635292.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1419594.00        | $1468545.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1103813.00        | $1068008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $2425776.00        | $2492842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1299742.00        | $1372711.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1395169.00        | $1404867.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1011684.00        | $1064114.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $3354702.00        | $3217714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $31072.00          | $31439.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1585929.00        | $1529270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $3071901.00        | $2965709.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1257536.00        | $1326861.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1056064.00        | $1100307.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $2077063.00        | $1997131.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1174800.00        | $1132206.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1350066.00        | $1329583.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1733500.00        | $1766872.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $2510000.00        | $2559964.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $20139796.00       | $19574663.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $2538236.00        | $2612408.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $641000.00         | $590375.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $68149706.00       | $66781180.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1100000.00        | $891007.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 3.5000%  | 0.0000% | $942797.00         | $781829.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1000000.00        | $844326.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $940000.00         | $865346.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $7200000.00        | $6142867.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $3596646.00        | $3024782.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $2271.00           | $1860.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 3.5000%  | 0.0000% | $2008.00           | $1762.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $7956430.00        | $7197064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $13817984.00       | $11152429.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $15320200.00       | $12332206.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $110029.00         | $99256.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $1024.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $7320812.00        | $6454688.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 5.5000%  | 0.0000% | $3986625.00        | $3801523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2064460.00        | $2046880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $1008.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $3805060.00        | $3141574.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 7.0000%  | 0.0000% | $329000.00         | $267857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $660282.00         | $636216.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $16312068.00       | $15984515.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $19990825.00       | $20340617.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $9498356.00        | $7964888.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $13483750.00       | $14021683.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $14157284.00       | $13766747.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $23054335.00       | $21395081.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $65839584.00       | $67407060.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $2638208.00        | $2692579.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $34819274.00       | $35326365.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $34566400.00       | $35541616.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $30163619.00       | $30730585.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $94594.00          | $97425.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $25631598.00       | $25779614.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $26421077.00       | $26693431.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $31517491.00       | $31774700.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $25542189.00       | $22453128.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $31218062.00       | $30921306.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $36138374.00       | $35763501.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $18439809.00       | $18610387.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $11303996.00       | $11447297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $17302691.00       | $14203212.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $11168572.00       | $9546169.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $10406687.00       | $11111921.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $27593036.00       | $27536106.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $53116705.00       | $52964984.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $34878910.00       | $34611042.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $19008729.00       | $18837433.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $27361370.00       | $27075891.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $64424.00          | $65546.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $37309406.00       | $37705445.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $51433047.00       | $51718686.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $36265243.00       | $36532507.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $30147944.00       | $30586319.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2048.00           | $2079.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $287397.00         | $283523.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $28170546.00       | $28373872.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $18455941.00       | $18941126.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $4674037.00        | $4655349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $25000.00          | $21463.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $10000000.00       | $5904432.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $200000.00         | $162675.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $3360758.00        | $2949479.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $2162333.00        | $1726434.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $13490000.00       | $11741120.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $4500000.00        | $3667024.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $2550000.00        | $2188649.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $4510556.00        | $2076534.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $4984050.00        | $3112924.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $585000.00         | $456854.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $4930000.00        | $4291285.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $500000.00         | $416770.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3533055.00        | $2804906.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $14597.00          | $12222.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $2282436.00        | $2399611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $100000.00         | $103977.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $294285.00         | $242998.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $280000.00         | $263065.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $204354.00         | $165564.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1739111.00        | $1635958.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $149929.00         | $131515.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3845000.00        | $3476367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2437184.00        | $2048672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $4000000.00        | $3700094.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $34399803.00       | $33061719.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $9462630.00        | $9261350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4000.00           | $3878.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $356813.00         | $341996.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $507315.00         | $493922.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $326085.00         | $320313.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $96307266.00       | $94849199.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $15355508.00       | $14834189.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $13022697.00       | $12864389.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.0000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 6.0000%  | 0.0000% | $659361.00         | $443580.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 6.5000%  | 0.0000% | $911327.00         | $624051.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $18863.00          | $15357.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $19645417.00       | $19137788.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.0000%  | 0.0000% | $3150316.00        | $3095595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.5000%  | 0.0000% | $10857672.00       | $10900071.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 5.0000%  | 0.0000% | $462936.00         | $415795.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 5.5000%  | 0.0000% | $1660.00           | $1456.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 6.0000%  | 0.0000% | $2384372.00        | $2068412.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 5.5000%  | 0.0000% | $85093.00          | $80700.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $210234.00         | $199596.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 6.0000%  | 0.0000% | $200643.00         | $191224.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $57126.00          | $54668.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.5000%  | 0.0000% | $201223.00         | $192612.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 5.0000%  | 0.0000% | $3686160.00        | $3571183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 5.5000%  | 0.0000% | $30112069.00       | $29456619.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.0000%  | 0.0000% | $65914637.00       | $64179442.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $4776966.00        | $4770045.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $4000.00           | $4071.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.0000%  | 0.0000% | $4147.00           | $4057.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.5000%  | 0.0000% | $17686514.00       | $17594703.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.0000%  | 0.0000% | $68870369.00       | $69575372.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $62839697.00       | $64312869.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1609624.00        | $1660915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 3.0000%  | 0.0000% | $1605074.00        | $1526833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 6.0000%  | 0.0000% | $14897481.00       | $15446602.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1220549.00        | $1179065.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $1347563.00        | $1308164.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2005205.00        | $2034972.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1755574.00        | $1840783.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1154798.00        | $1114706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1045060.00        | $1065909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1014609.00        | $1036771.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4571528.00        | $4549948.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1228899.00        | $1260987.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1097443.00        | $938650.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1060863.00        | $511853.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2855709.00        | $2890760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1879519.00        | $1907289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $10244776.00       | $10547831.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $5130455.00        | $5211357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2891396.00        | $2869372.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4895863.00        | $4972216.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1202110.00        | $1243508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $4968289.00        | $4964484.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $8211331.00        | $8166828.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2978580.00        | $2992261.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1318092.00        | $1242139.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1092678.00        | $1136640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1037299.00        | $1003544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $24957663.00       | $25289922.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $2071568.00        | $2116155.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1086241.00        | $1111723.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1590390.00        | $1671160.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2045876.00        | $2065226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $5035517.00        | $5071834.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $2236919.00        | $2359440.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $2884653.00        | $2990989.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1002094.00        | $1012399.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1436991.00        | $1450305.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1125484.00        | $1158661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1284496.00        | $1294176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1227807.00        | $1279206.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1004500.00        | $1035481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $2021.00           | $2015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $2865572.00        | $3005444.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $11013002.00       | $10616822.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $1130074.00        | $1097389.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1038875.00        | $1011005.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $5059435.00        | $4894278.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1609266.00        | $1638536.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $8002.00           | $7921.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $3288351.00        | $3276470.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2274316.00        | $2219721.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $12138480.00       | $12325786.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $26618335.00       | $26274437.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $3250877.00        | $3386642.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $1340202.00        | $1409179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2326562.00        | $2358398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $2293682.00        | $2287308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $2024.00           | $2063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1098031.00        | $1133539.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1586190.00        | $1642056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1178633.00        | $1151884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $3039700.00        | $3182200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $8672884.00        | $8557934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $27716319.00       | $27348082.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $26331770.00       | $25982327.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $26997139.00       | $26850790.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $3633015.00        | $3621986.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $4000.00           | $4134.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1292000.00        | $1334955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1227200.00        | $1216640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5287320.00        | $5227960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1321545.00        | $1365407.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1723372.00        | $1763291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1079089.00        | $1109368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1838732.00        | $1772003.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1210386.00        | $1199199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $8919282.00        | $8993664.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $2199576.00        | $2197061.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1168833.00        | $1240304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $2840907.00        | $2973444.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $2829838.00        | $2930174.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1591643.00        | $1680887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1817691.00        | $1895915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1764106.00        | $1796887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2734137.00        | $2810855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1018842.00        | $1017183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5574951.00        | $5538071.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5177865.00        | $5149991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5406937.00        | $5369508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $6650640.00        | $6629170.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1321020.00        | $1355662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $2245716.00        | $2266384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1686374.00        | $1685731.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $3812065.00        | $3805862.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1060958.00        | $1088780.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1496868.00        | $1560723.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1679510.00        | $1745852.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $4013812.00        | $4005795.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1465924.00        | $1470217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $2067758.00        | $2110609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $2581885.00        | $2632233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $3793424.00        | $3796943.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1020503.00        | $1009878.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1116750.00        | $1154832.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $3051446.00        | $3150673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $1217245.00        | $1181339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1180177.00        | $1180872.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1063139.00        | $1115838.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $14805536.00       | $15296828.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $13709338.00       | $13593325.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1609067.00        | $1555784.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $10942037.00       | $11355394.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1223571.00        | $1254764.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $3820705.00        | $3892876.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $2044776.00        | $2097900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1113101.00        | $1080818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1564701.00        | $1608604.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1449375.00        | $1505267.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1014350.00        | $1048561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2522719.00        | $2521757.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $5770959.00        | $5863204.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1451083.00        | $1407204.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1475078.00        | $1436853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2475466.00        | $2466368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1366437.00        | $1391412.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1422189.00        | $1482861.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1405105.00        | $1454535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1493362.00        | $1524398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1239715.00        | $1260649.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $4310401.00        | $4173662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1421448.00        | $1422285.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1356500.00        | $1358426.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1047485.00        | $1073964.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1291000.00        | $1316489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1044460.00        | $1033596.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1708089.00        | $1761979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2902531.00        | $2884938.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $22800324.00       | $22524820.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $8991385.00        | $9057547.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $2223100.00        | $2260571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1709085.00        | $1703935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $2077556.00        | $2147435.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $1711428.00        | $1792503.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $3402699.00        | $3519313.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 5.0000%  | 0.0000% | $2870828.00        | $94464.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.0000%  | 0.0000% | $1501806.00        | $56191.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 2.5000%  | 0.0000% | $305819.00         | $53203.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.5000%  | 0.0000% | $65556.00          | $1373.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.0000%  | 0.0000% | $1277071.00        | $277582.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.0000%  | 0.0000% | $214352.00         | $30412.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 4.0000%  | 0.0000% | $1178994.00        | $138636.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.0000%  | 0.0000% | $174000.00         | $18132.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 4.0000%  | 0.0000% | $899000.00         | $68975.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4125.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-20      | 4.0000%  | 0.0000% | $1030000.00        | $52123.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.0000%  | 0.0000% | $3395.00           | $261.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 5.0000%  | 0.0000% | $4184.00           | $200.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.0000%  | 0.0000% | $1314000.00        | $130271.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 2.5000%  | 0.0000% | $77566.00          | $9698.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.0000%  | 0.0000% | $866949.00         | $89050.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 3.0000%  | 0.0000% | $3143149.00        | $319831.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-03-20      | 3.0000%  | 0.0000% | $1750000.00        | $197588.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $5000.00           | $432.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 3.5000%  | 0.0000% | $2827500.00        | $272796.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 3.0000%  | 0.0000% | $290000.00         | $30403.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 3.0000%  | 0.0000% | $470526.00         | $51706.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 4.0000%  | 0.0000% | $5001.00           | $417.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $27316.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-20      | 3.0000%  | 0.0000% | $500000.00         | $41186.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15398.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 3.5000%  | 0.0000% | $7000000.00        | $502711.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $196630.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 5.5000%  | 0.0000% | $90000.00          | $5837.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 3.0000%  | 0.0000% | $25000.00          | $2486.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.0000%  | 0.0000% | $100000.00         | $6221.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 4.0000%  | 0.0000% | $206400.00         | $12882.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 5.0000%  | 0.0000% | $5001.00           | $216.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.5000%  | 0.0000% | $1104.00           | $76.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.0000%  | 0.0000% | $42764000.00       | $4175825.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $3765000.00        | $382129.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.0000%  | 0.0000% | $305451347.00      | $26085204.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $52378.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.5000%  | 0.0000% | $5194000.00        | $395731.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 4.0000%  | 0.0000% | $1224000.00        | $101519.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 6.5000%  | 0.0000% | $1000000.00        | $89717.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $2000.00           | $209.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $245536.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 3.0000%  | 0.0000% | $11278734.00       | $1370837.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 4.0000%  | 0.0000% | $1625000.00        | $108501.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $3937.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 3.0000%  | 0.0000% | $1661447.00        | $192420.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $980000.00         | $66608.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 3.0000%  | 0.0000% | $12852166.00       | $1337106.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.5000%  | 0.0000% | $3350000.00        | $319273.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.5000%  | 0.0000% | $16831000.00       | $1673159.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 5.0000%  | 0.0000% | $9999000.00        | $933124.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 6.0000%  | 0.0000% | $9985049.00        | $985307.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $1599000.00        | $187197.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 4.0000%  | 0.0000% | $267179.00         | $21747.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.0000%  | 0.0000% | $825000.00         | $119608.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $35008.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 6.0000%  | 0.0000% | $34000.00          | $3854.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.5000%  | 0.0000% | $998543.00         | $65072.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.5000%  | 0.0000% | $1528000.00        | $154711.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $848971.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 2.5000%  | 0.0000% | $1281476.00        | $233057.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $460109651.00      | $50688179.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.5000%  | 0.0000% | $975000.00         | $101752.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 2.5000%  | 0.0000% | $1802502.00        | $349832.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $720559765.00      | $82153741.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $375000.00         | $39235.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.0000%  | 0.0000% | $445000.00         | $40108.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.0000%  | 0.0000% | $4892183.00        | $574172.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 4.0000%  | 0.0000% | $9100000.00        | $860520.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $4973131.00        | $602721.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $3875334.00        | $464923.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 2.5000%  | 0.0000% | $1325000.00        | $210536.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $11997996.00       | $1533174.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.5000%  | 0.0000% | $1096000.00        | $131227.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 2.5000%  | 0.0000% | $893945.00         | $145941.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $4605148.00        | $607718.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.0000%  | 0.0000% | $5833240.00        | $782563.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.5000%  | 0.0000% | $192000.00         | $23996.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.5000%  | 0.0000% | $27000.00          | $2579.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 5.5000%  | 0.0000% | $1674784.00        | $170427.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.5000%  | 0.0000% | $1195000.00        | $140904.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $3749000.00        | $323088.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 5.0000%  | 0.0000% | $6672000.00        | $437866.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 3.5000%  | 0.0000% | $9809000.00        | $1082760.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 4.0000%  | 0.0000% | $1300000.00        | $116891.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 4.5000%  | 0.0000% | $2038203.00        | $155698.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.0000%  | 0.0000% | $7193000.00        | $948414.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $239000.00         | $27286.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.5000%  | 0.0000% | $1321808.00        | $111115.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 5.0000%  | 0.0000% | $1820141.00        | $166524.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.0000%  | 0.0000% | $1780887.00        | $223702.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $45772.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.5000%  | 0.0000% | $3395622.00        | $283213.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.0000%  | 0.0000% | $4474000.00        | $574507.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $280000.00         | $31869.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.0000%  | 0.0000% | $3413432.00        | $436009.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 5.0000%  | 0.0000% | $165000.00         | $17097.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.0000%  | 0.0000% | $5439464.00        | $727024.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $3700.00           | $442.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.0000%  | 0.0000% | $350000.00         | $46770.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $48001.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 3.0000%  | 0.0000% | $1223773.00        | $185258.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.5000%  | 0.0000% | $2317480.00        | $165531.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.0000%  | 0.0000% | $1656627.00        | $118863.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 3.5000%  | 0.0000% | $950000.00         | $108779.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $1800000.00        | $153528.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.5000%  | 0.0000% | $4560.00           | $317.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 5.0000%  | 0.0000% | $2893793.00        | $209310.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $224141.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.5000%  | 0.0000% | $6002.00           | $677.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $5196000.00        | $822793.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $500000.00         | $63967.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $94342.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $71832.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $708997.00         | $52193.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 5.5000%  | 0.0000% | $5049.00           | $476.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.0000%  | 0.0000% | $5000.00           | $439.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 5.0000%  | 0.0000% | $15687029.00       | $1012978.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 3.0000%  | 0.0000% | $306845.00         | $58527.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 5.0000%  | 0.0000% | $8893841.00        | $513781.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 5.5000%  | 0.0000% | $521943.00         | $45108.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 4.0000%  | 0.0000% | $1785228.00        | $156982.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 4.5000%  | 0.0000% | $4436443.00        | $286505.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.5000%  | 0.0000% | $4798329.00        | $340997.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.5000%  | 0.0000% | $2061159.00        | $152825.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 4.0000%  | 0.0000% | $1770000.00        | $135281.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 4.5000%  | 0.0000% | $18760392.00       | $1171015.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $4300000.00        | $242266.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.5000%  | 0.0000% | $5998000.00        | $417988.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 5.0000%  | 0.0000% | $143217.00         | $8923.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 6.5000%  | 0.0000% | $999000.00         | $164741.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.5000%  | 0.0000% | $2300000.00        | $176801.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 6.5000%  | 0.0000% | $1000000.00        | $115817.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 4.5000%  | 0.0000% | $2747077.00        | $224599.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 5.0000%  | 0.0000% | $35427447.00       | $2572019.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 5.5000%  | 0.0000% | $5799000.00        | $491274.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 6.5000%  | 0.0000% | $1000000.00        | $127646.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 5.5000%  | 0.0000% | $4300000.00        | $361354.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $4055.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $2562584.00        | $210767.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.0000%  | 0.0000% | $1684557.00        | $128682.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.5000%  | 0.0000% | $37000.00          | $3842.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.0000%  | 0.0000% | $21309.00          | $1830.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.0000%  | 0.0000% | $3500000.00        | $454553.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.0000%  | 0.0000% | $7300000.00        | $871593.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $1024.00           | $488.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $5684791.00        | $936278.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.5000%  | 0.0000% | $5050.00           | $633.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $2001.00           | $341.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 5.0000%  | 0.0000% | $4800000.00        | $653365.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 2.5000%  | 0.0000% | $1600000.00        | $312137.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $277771472.00      | $42211582.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.0000%  | 0.0000% | $770000.00         | $106856.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.5000%  | 0.0000% | $5001.00           | $651.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $1386744.00        | $322626.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $4500000.00        | $837828.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $33053140.00       | $7956297.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $1400000.00        | $307856.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $23632.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.5000%  | 0.0000% | $36131.00          | $7990.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 5.0000%  | 0.0000% | $131000.00         | $24868.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $74499.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $2000.00           | $610.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $3001.00           | $676.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $602000.00         | $276635.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.0000%  | 0.0000% | $2280252.00        | $1387765.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $598999.00         | $404261.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $4498352.00        | $2928062.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $515000.00         | $361235.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $90154.00          | $55527.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $3457000.00        | $2246386.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $25000.00          | $17001.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $37002.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1999000.00        | $984702.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $297561645.00      | $150348988.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $2000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 6.5000%  | 0.0000% | $1070076.00        | $188978.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $2698640.00        | $1364730.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $706000.00         | $329548.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 5.0000%  | 0.0000% | $5103235.00        | $1909923.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 4.0000%  | 0.0000% | $8917.00           | $3763.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $9000.00           | $4927.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $4921478.00        | $2751459.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $25744.00          | $14645.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 5.5000%  | 0.0000% | $800000.00         | $294310.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $655000.00         | $368479.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 4.0000%  | 0.0000% | $641482.00         | $356008.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $13400.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $135000.00         | $79078.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $300000.00         | $179402.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $25015130.00       | $15234374.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $668327.00         | $424740.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1297.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $3862.00           | $2361.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $83983.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 5.5000%  | 0.0000% | $1854618.00        | $699801.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $74000.00          | $48666.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $5157159.00        | $3628032.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $337105.00         | $200191.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1242.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.5000%  | 0.0000% | $1335796.00        | $908043.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $200000.00         | $142578.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $1380000.00        | $997544.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 3.5000%  | 0.0000% | $1582813.00        | $1130996.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.5000%  | 0.0000% | $12389112.00       | $9142010.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $79589.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1435780.00        | $1055839.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $1205000.00        | $800051.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.5000%  | 0.0000% | $2667388.00        | $1928807.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 3.5000%  | 0.0000% | $45618.00          | $32161.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $72128.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 4.0000%  | 0.0000% | $2144000.00        | $1580973.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $415000.00         | $277939.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $1539000.00        | $1161690.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $15277083.00       | $9092689.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $1941169.00        | $1469756.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $900000.00         | $640872.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.0000%  | 0.0000% | $2873171.00        | $2351089.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $340084.00         | $245592.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.0000%  | 0.0000% | $188999.00         | $162242.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $879000.00         | $655374.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 4.5000%  | 0.0000% | $2008.00           | $1389.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $1589841.00        | $1409656.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $300879.00         | $231335.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $2000.00           | $376.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $677248.00         | $584431.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $510000.00         | $419828.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $5925000.00        | $4215111.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $400462.00         | $107967.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $1668688.00        | $1303445.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $4860869.00        | $929765.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.5000%  | 0.0000% | $1011.00           | $132.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9065.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $157.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $32067.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2191.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4105.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18151.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $39897.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.0000%  | 0.0000% | $1000000.00        | $122395.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $212704.00         | $39717.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.0000%  | 0.0000% | $1264886.00        | $157832.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18094.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $1150394.00        | $191519.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2477.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $22650.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $24159.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $23590.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $318000.00         | $72663.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $1702920.00        | $355289.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $213248.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2122.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 3.0000%  | 0.0000% | $680966.00         | $175348.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $74795.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $153359.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3013.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60158.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-15      | 5.5000%  | 0.0000% | $4899128.00        | $170909.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 3.5000%  | 0.0000% | $1159573.00        | $408922.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $31024.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-15      | 4.5000%  | 0.0000% | $3326948.00        | $170836.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $58152.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $5973.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.5000%  | 0.0000% | $3985713.00        | $399717.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $46211.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $211750.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $2062982.00        | $1278985.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.5000%  | 0.0000% | $499000.00         | $258956.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $1200000.00        | $121494.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 3.0000%  | 0.0000% | $616097.00         | $121517.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 2.5000%  | 0.0000% | $1865000.00        | $162412.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 2.5000%  | 0.0000% | $2185000.00        | $359710.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 2.5000%  | 0.0000% | $2780000.00        | $291237.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $536861.00         | $235079.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $1375435.00        | $497136.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $2896450.00        | $511996.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $5000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 5.5000%  | 0.0000% | $3498000.00        | $1115136.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $108959.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-20      | 5.5000%  | 0.0000% | $3300000.00        | $1241413.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 2.5000%  | 0.0000% | $586800.00         | $332100.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $1000000.00        | $693054.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4194.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $8199.00           | $5968.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $2448690.00        | $1194640.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $4000.00           | $2020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $1877366.00        | $1065478.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $300000.00         | $200970.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $4052542.00        | $2564843.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $1156769.00        | $909679.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.0000%  | 0.0000% | $1953094.00        | $1478122.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $1452000.00        | $701695.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $1196624.00        | $621767.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $1874000.00        | $1020986.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $2331351.00        | $1696558.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.0000%  | 0.0000% | $419000.00         | $301307.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $740000.00         | $473077.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $1009885.00        | $532503.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $1010769.00        | $676609.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-15      | 3.5000%  | 0.0000% | $1100306.00        | $836653.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $430000.00         | $294023.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $836000.00         | $492591.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $7200000.00        | $4430371.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-15      | 3.5000%  | 0.0000% | $1469738.00        | $1100461.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $333947.00         | $270847.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $50287.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $85541.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $500000.00         | $286644.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 3.5000%  | 0.0000% | $371782.00         | $303290.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $277439.00         | $209801.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $49973.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $5631.00           | $5022.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $16747073.00       | $14867176.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $15865.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $1173471.00        | $166366.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.0000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.0000%  | 0.0000% | $85635.00          | $8100.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $25319.00          | $1294.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $60457.00          | $6332.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $402510.00         | $12770.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 4.0000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.0000%  | 0.0000% | $1023718.00        | $81980.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.0000%  | 0.0000% | $34191.00          | $6459.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 3.5000%  | 0.0000% | $4818193.00        | $329744.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 3.0000%  | 0.0000% | $1152963.00        | $330211.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 4.0000%  | 0.0000% | $15780497.00       | $1350504.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.0000%  | 0.0000% | $34996925.00       | $2722795.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.0000%  | 0.0000% | $5447191.00        | $947703.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.0000%  | 0.0000% | $14996966.00       | $1343884.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1140745.00        | $834206.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1033926.00        | $1063240.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1100182.00        | $881568.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1158.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $5530376.00        | $2194673.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $4327364.00        | $1496925.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1056961.00        | $428443.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 6.5000%  | 0.0000% | $1150860.00        | $531236.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $25000.00          | $1380.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $3974545.00        | $2382949.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1001.00           | $998.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $2560416.00        | $2532921.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $3287741.00        | $877834.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $2633956.00        | $2673880.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1009.00           | $990.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $2311957.00        | $2169169.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2001.00           | $2060.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1001.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $3265665.00        | $3347188.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $36660239.00       | $37161211.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1808353.00        | $1615494.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $368575.00         | $379537.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $424932.00         | $437804.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $460119.00         | $472695.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1137934.00        | $1165803.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2360984.00        | $2428887.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $623168.00         | $640669.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1583952.00        | $1629492.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $5702253.00        | $5793251.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $2058584.00        | $2089634.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $329814.00         | $340417.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $690146.00         | $711998.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $289038.00         | $299060.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1191606.00        | $1224880.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $8859523.00        | $8939922.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $551233.00         | $571027.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $473492.00         | $488191.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2452389.00        | $2581968.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $5233943.00        | $5502076.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $10282656.00       | $10804768.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $5000.00           | $5258.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $290716.00         | $270796.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $480612.00         | $495598.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2789877.00        | $2948120.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $4389507.00        | $4631965.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $316838.00         | $327386.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2167758.00        | $2254635.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2344669.00        | $2435942.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2001.00           | $2034.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $292935.00         | $301464.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1457520.00        | $1478605.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $348329.00         | $360451.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $395280.00         | $395506.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $29809562.00       | $30215756.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $377064.00         | $390482.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1069880.00        | $1128528.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1004252.00        | $1062559.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $348508.00         | $360392.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $311151.00         | $322744.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $428259.00         | $443775.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $365957.00         | $377872.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $293297.00         | $303490.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $324645.00         | $334481.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1117277.00        | $1173682.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3016820.00        | $3061070.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $3024.00           | $3129.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $6000.00           | $6200.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $5466799.00        | $5644139.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $3024.00           | $3091.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1602632.00        | $1633300.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1802773.00        | $1837704.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $6126343.00        | $5849355.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $406845.00         | $417970.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1253077.00        | $1292200.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $295695.00         | $307416.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $312698.00         | $324099.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $294444.00         | $305343.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $390312.00         | $403312.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1647376.00        | $1695659.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2001.00           | $2045.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $12017709.00       | $12228616.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $4791670.00        | $4875352.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $4000.00           | $4066.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $4000.00           | $4060.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $15075961.00       | $15319823.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $30082507.00       | $30610650.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3000.00           | $3067.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $126274.00         | $128761.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2511436.00        | $2578068.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $33925113.00       | $34517136.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $4415165.00        | $4487662.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $3017.00           | $3072.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1822154.00        | $1858038.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1239477.00        | $1275994.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $3557966.00        | $3619733.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2956107.00        | $3042722.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1212357.00        | $1236238.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1167709.00        | $1190532.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3002.00           | $3064.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2001.00           | $2045.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1185999.00        | $1225641.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $506436.00         | $520135.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2008.00           | $2048.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1151655.00        | $1177152.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3001.00           | $3056.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1929907.00        | $2009056.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1071427.00        | $1094494.00        | Agency Mortgage-Backed Securities  |
| GNII SF DQ4595 C                         | 2053-03-20      | 5.5000%  | 0.0000% | $1150792.00        | $1174225.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1551761.00        | $1607865.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 6.0000%  | 0.0000% | $1059373.00        | $1093156.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3244877.00        | $3308792.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2885524.00        | $2938137.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.5000%  | 0.0000% | $804856.00         | $777351.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $4094227.00        | $4105059.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $305000.00         | $277669.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $460000.00         | $359222.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $26848.00          | $13121.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.0000%  | 0.0000% | $375444.00         | $346998.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $60789.00          | $60257.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $638033.00         | $636515.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $533170.00         | $539676.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $467949.00         | $461394.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.0000%  | 0.0000% | $183658.00         | $190875.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 3.5000%  | 0.0000% | $5835.00           | $5351.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.0000%  | 0.0000% | $4001.00           | $3907.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $3331110.00        | $3359229.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $6048.00           | $5948.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $347818.00         | $327077.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $578037.00         | $597787.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1010851.00        | $1039381.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $233269.00         | $247976.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1768304.00        | $1872999.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1698845.00        | $1786122.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1017924.00        | $1051577.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $606398.00         | $625678.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1064033.00        | $1103711.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $338813.00         | $352981.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $7645743.00        | $7873730.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $473497.00         | $493062.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $539153.00         | $561941.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $3000.00           | $3126.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2002.00           | $2033.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2065.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2058.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $3001.00           | $3114.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1001.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2001.00           | $2077.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $3000.00           | $3103.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $2017.00           | $2078.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1763033.00        | $1797762.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1070623.00        | $1103472.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1071745.00        | $1095471.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1544820.00        | $1575250.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1377492.00        | $1439919.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1223112.00        | $1262138.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $3063964.00        | $3161720.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6957.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $5724.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $16758.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4777.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $20227.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $6984.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $7779.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.0000%  | 0.0000% | $2291591.00        | $173174.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5176.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2199.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3011.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3695.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $895.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $33020.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1600.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $106.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $171.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $275.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $498.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1762.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $207.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $5144.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $109.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $60.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $8.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $8.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-20      | 6.0000%  | 0.0000% | $900000.00         | $7373.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $490.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $494.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $325.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $433.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $154.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $896.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $2636.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 5.5000%  | 0.0000% | $17527922.00       | $72284.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $864.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-20      | 5.5000%  | 0.0000% | $8263882.00        | $35770.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $77.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $11786.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $63.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $294.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $219.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $206.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $228.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.0000%  | 0.0000% | $1000.00           | $37.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.5000%  | 0.0000% | $167000.00         | $5246.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-20      | 5.5000%  | 0.0000% | $77000.00          | $835.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1130.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-20      | 5.5000%  | 0.0000% | $49000.00          | $591.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $758.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1264.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 6.0000%  | 0.0000% | $1211875.00        | $11814.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-20      | 6.5000%  | 0.0000% | $1977202.00        | $20098.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $110.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-20      | 6.0000%  | 0.0000% | $795986.00         | $8671.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 6.0000%  | 0.0000% | $205353.00         | $4882.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 6.0000%  | 0.0000% | $366481.00         | $9749.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 4.5000%  | 0.0000% | $20000.00          | $676.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 5.0000%  | 0.0000% | $865000.00         | $25401.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $100000.00         | $3558.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 5.0000%  | 0.0000% | $2430000.00        | $79447.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-20      | 6.0000%  | 0.0000% | $419210.00         | $8953.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $79000.00          | $2843.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $2914.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 4.5000%  | 0.0000% | $4000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 5.0000%  | 0.0000% | $545000.00         | $17665.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $2000.00           | $68.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $3001.00           | $95.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 4.0000%  | 0.0000% | $18065.00          | $662.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 5.0000%  | 0.0000% | $1940000.00        | $72207.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.5000%  | 0.0000% | $74000.00          | $2887.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 5.0000%  | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 6.0000%  | 0.0000% | $2872500.00        | $51311.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 6.0000%  | 0.0000% | $377252.00         | $10240.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 6.0000%  | 0.0000% | $100000.00         | $1601.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $320000.00         | $12071.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 5.0000%  | 0.0000% | $972000.00         | $32370.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $2000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 5.0000%  | 0.0000% | $2000.00           | $68.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.0000%  | 0.0000% | $906515.00         | $41244.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $2000.00           | $82.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 5.0000%  | 0.0000% | $125000.00         | $4500.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4310.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1234.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $556.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.5000%  | 0.0000% | $7203994.00        | $56887.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 7.5000%  | 0.0000% | $5000.00           | $262.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $1119976.00        | $6378.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $158.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $1022.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $200000.00         | $14958.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $362.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $53.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $231.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2109.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $5164.00           | $376.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $626519.00         | $29991.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $103653.00         | $1754.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $574690.00         | $17237.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $750073.00         | $17234.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.0000%  | 0.0000% | $108616.00         | $9283.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11176.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $1536894.00        | $44636.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.0000%  | 0.0000% | $4008.00           | $167.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.0000%  | 0.0000% | $149636.00         | $8782.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $35000.00          | $35.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $65.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $280.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $50000.00          | $33.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3388.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2405.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $29973.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $18807.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $84.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $25986702.00       | $43303.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $201.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $1.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $3206.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $86.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $27.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $69.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $16478.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $547.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1318.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $2001.00           | $93.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $367258.00         | $45330.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $41449.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 3.5000%  | 0.0000% | $334815.00         | $32325.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $1000.00           | $316.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.0000%  | 0.0000% | $381219.00         | $77242.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $200000.00         | $32801.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $48896.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $3000.00           | $1545.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 5.0000%  | 0.0000% | $1000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $68812.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $57674.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $79149.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $97975.00          | $49931.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $1100.00           | $856.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $31027881.00       | $30895971.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.0000%  | 0.0000% | $40705.00          | $2435.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 4.0000%  | 0.0000% | $3001.00           | $185.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $399.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $13116.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 7.0000%  | 0.0000% | $35000.00          | $441.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $46292.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $2000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $58794.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $92853.00          | $2340.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $52246.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 6.0000%  | 0.0000% | $474174.00         | $11681.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $89670.00          | $2388.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $80077.00          | $2273.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 5.0000%  | 0.0000% | $300000.00         | $10417.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $895.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.5000%  | 0.0000% | $2099000.00        | $76850.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $13829.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $45580.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $1938.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.5000%  | 0.0000% | $848287.00         | $7211.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $382.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $444.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4167.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4054.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 6.5000%  | 0.0000% | $1036768.00        | $6232.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $14734.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $1684757.00        | $89902.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.5000%  | 0.0000% | $2212600.00        | $38068.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $742.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.5000%  | 0.0000% | $3011.00           | $27.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $302.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.5000%  | 0.0000% | $3002.00           | $87.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $12849.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 6.5000%  | 0.0000% | $800034.00         | $16997.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $112671.00         | $1606.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $2014.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8360.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $1868041.00        | $20216.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1411.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6679.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $2052552.00        | $2242.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $56962.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.5000%  | 0.0000% | $1391484.00        | $8651.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $2061142.00        | $41355.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $300.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $170548.00         | $5365.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $724776.00         | $68410.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $1343252.00        | $8518.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $499.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $2400000.00        | $10230.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $435.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3124.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $877.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.5000%  | 0.0000% | $2026606.00        | $13248.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 6.0000%  | 0.0000% | $727734.00         | $15631.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $6502819.00        | $11407.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.5000%  | 0.0000% | $493000.00         | $4365.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $124.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $678168.00         | $17003.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $11000000.00       | $28371.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $699.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1370.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1145.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $659.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $2215038.00        | $8001.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 5.0000%  | 0.0000% | $8002.00           | $329.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $1500000.00        | $72873.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.5000%  | 0.0000% | $70155.00          | $1696.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $128597.00         | $7909.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $3821200.00        | $3396378.00        | U.S. Treasuries (including strips) |

### Security 344: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062A4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1062A4779156SSB
- **C.18 - Value (incl. sponsor support):** $863000000.00
- **C.18.a - Value (excl. sponsor support):** $863000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $875818000.00      | $880260000.00      | U.S. Treasuries (including strips) |

### Security 345: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062A5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR1062A5779156STA
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 3.5000%  | 0.0000% | $2544.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $1509.00           | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1001.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1204.00           | $313.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.8500%  | 0.0000% | $1013.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $13003.00          | $2166.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $1839.00           | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $2049.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1014.00           | $278.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 3.5000%  | 0.0000% | $2721.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $99228810.00       | $18602067.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1086.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1079.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $2112.00           | $252.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.5000%  | 0.0000% | $1002.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $1200.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.0000%  | 0.0000% | $1000.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $13002.00          | $1811.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $378.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1096.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1045.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $2008.00           | $1242.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 5.5000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $7011.00           | $4728.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1206.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1004.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1020.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1645.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1037.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $3744874.00        | $3067230.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1740.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $12110.00          | $10206.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $2217.00           | $1886.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $4114.00           | $3355.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3566.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $1024.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1034.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1025.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $58848.00          | $51465.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $1987.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $1003.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $3016.00           | $434.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 2.5000%  | 0.0000% | $1905000.00        | $344077.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1044.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1013.00           | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1025.00           | $613.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1024.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1001.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1046.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $19893500.00       | $16189902.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1007.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2117.00           | $1747.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $2007.00           | $1078.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $3718048.00        | $2315478.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $8043.00           | $5169.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $42000.00          | $27991.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1706001.00        | $1281455.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $139072.00         | $104020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $2144007.00        | $1577647.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1093.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1025.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $2965.00           | $2235.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1002.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1735.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $6346.00           | $4086.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1001.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1309.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $3988592.00        | $3053038.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $8192.00           | $4277.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1039.00           | $613.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1155.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1046.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1024.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1041.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $3134.00           | $2526.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $1024.00           | $74.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $1004.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $1049.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 3.5000%  | 0.0000% | $1057.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%  | 0.0000% | $1031.00           | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $1009.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $336.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 4.0000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $206.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $2027.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.5000%  | 0.0000% | $1013.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $3072.00           | $432.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $1003.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 7.0000%  | 0.0000% | $1180.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 3.5000%  | 0.0000% | $543389.00         | $107223.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-20      | 5.8750%  | 0.0000% | $1004.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $1024.00           | $370.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $592.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1022.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1011.00           | $760.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $6627614.00        | $4881634.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1015.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1013.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $3211360.00        | $2373386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1049.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $3521.00           | $2123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1021.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.5000%  | 0.0000% | $1008.00           | $382.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1164.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $6209.00           | $3569.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $99000.00          | $62356.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1018.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $2960.00           | $2146.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1020.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1029.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $5200.00           | $3416.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1359.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $24925300.00       | $19928119.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1030.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 5.0000%  | 0.0000% | $1001.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $325.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $480.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $50.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1051.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $2289311.00        | $1611079.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1039.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1012.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 5.0000%  | 0.0000% | $25584.00          | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $2010.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $2161.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $1152.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 4.0000%  | 0.0000% | $1002.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 8.0000%  | 0.0000% | $3000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $3002.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $1143.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1120.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $2024.00           | $328.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $140.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $2234147.00        | $1861338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $1052.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1025.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $2089.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $1034.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1056.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1021.00           | $84.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1085.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.0000%  | 0.0000% | $1024.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1013.00           | $169.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1120.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $3083.00           | $599.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1120.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $19537329.00       | $2990153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $169.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $1057.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1089.00           | $84.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $1035.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1120.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $1054.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $8077900.00        | $1914487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $1024.00           | $300.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $3000.00           | $450.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $2002.00           | $341.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1023.00           | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $15657.00          | $2680.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $1001.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 3.5000%  | 0.0000% | $1024.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $140.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1408.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $3072.00           | $314.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $281.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $324.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $2280131.00        | $20552.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 8.5000%  | 0.0000% | $1308907.00        | $25762.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 6.0000%  | 0.0000% | $1038.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 6.0000%  | 0.0000% | $1001.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $1013.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1005.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $468.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $1222.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1007.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $84072.00          | $66689.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1545.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1003.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1604.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1022.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $2015.00           | $1683.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2427000.00        | $2410917.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1001.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1663.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3951.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $2001.00           | $2106.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1001.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1927.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1011.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2183                     | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2122.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $862627.00         | $834111.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $964723.00         | $976208.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $51669032.00       | $9433891.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1999.00           | $443.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $1034.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-07-01      | 4.0000%  | 0.0000% | $1040.00           | $332.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $1041.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-09-01      | 5.5000%  | 0.0000% | $1000.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-08-01      | 5.5000%  | 0.0000% | $1000.00           | $238.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 3.5000%  | 0.0000% | $1000.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 3.5000%  | 0.0000% | $1006.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $279.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $1048.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.5000%  | 0.0000% | $3000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $310.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $276.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $381.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $380.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 2.5000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-09-01      | 3.0000%  | 0.0000% | $1000.00           | $383.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-11-01      | 4.0000%  | 0.0000% | $1001.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-09-01      | 3.5000%  | 0.0000% | $1023.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $284.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.0000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1003.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $2176.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $3025.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1069.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $2000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.5000%  | 0.0000% | $3084.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $3092.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $262.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $3245.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $1037.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $4114.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.5000%  | 0.0000% | $1009.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1046.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $1002.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1008.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1338.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-01-01      | 3.0000%  | 0.0000% | $68527080.00       | $47700272.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $5281.00           | $1077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1028.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $2049.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $5824.00           | $1293.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $303.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $242.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1280.00           | $483.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $1020.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 1.5000%  | 0.0000% | $1020.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $435.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1027.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $586.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $480.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $6964919.00        | $3576708.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1011.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1004.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1002.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.5000%  | 0.0000% | $1003.00           | $479.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 7.5000%  | 0.0000% | $1001.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1001.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $628.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $75003.00          | $48921.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2938000.00        | $1770392.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 2.0000%  | 0.0000% | $282676.00         | $197835.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2212.00           | $1588.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $2018.00           | $1654.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1005.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1013.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1005.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1013.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1053.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 4.5000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1448.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $441.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1331.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1437.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $249837.00         | $216534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1008.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $2024.00           | $1604.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 2.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $2009.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1024.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $1011.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $1024.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $1201.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1008.00           | $264.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $198000.00         | $66622.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $1015.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1025.00           | $74.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.0000%  | 0.0000% | $1016.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $13422.00          | $1839.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.0000%  | 0.0000% | $4096.00           | $1308.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $2010.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $327.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $360.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.0000%  | 0.0000% | $2000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $1048.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $259000.00         | $58744.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $96000.00          | $26657.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1120.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $145330778.00      | $63416609.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $473.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $391.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $324.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 2.5000%  | 0.0000% | $1024.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $2150.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1565.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1512166.00        | $613596.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $3074.00           | $1556.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $22999342.00       | $11096528.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $5681627.00        | $2956726.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1023.00           | $569.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $225000.00         | $108965.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1007.00           | $488.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $3001.00           | $1539.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $6089854.00        | $2944564.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1036310.00        | $502954.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $392059.00         | $196378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1066.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1051.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $394.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $4210000.00        | $1795118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1013.00           | $415.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $333.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 2.5000%  | 0.0000% | $1000.00           | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $456.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1152.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1178.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $2004.00           | $1149.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.5000%  | 0.0000% | $2019.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1228.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1020.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $114153.00         | $79753.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $29950.00          | $20620.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $675700.00         | $478192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $2021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1889.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $610.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1016.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1032.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $9000.00           | $6812.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1011.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1008.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.5000%  | 0.0000% | $1029.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1497.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1035.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $47395472.00       | $33657153.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1090.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1069.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1028.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1205.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1034.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $14415739.00       | $11681355.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1034.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1046.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $74868857.00       | $48722800.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $4144.00           | $3192.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $97592704.00       | $63235934.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1032.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $8622836.00        | $6706544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1065.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 5.0000%  | 0.0000% | $1000.00           | $450.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1052.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1430.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1037.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1087.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $8000.00           | $6925.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1087.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $9812283.00        | $7407585.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1007.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1029.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1070.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1052.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1087.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $2048.00           | $1590.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1433325.00        | $1271304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.5000%  | 0.0000% | $1057.00           | $1103.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $196516772.00      | $185966712.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $6141833.00        | $5253264.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2246647.00        | $2206249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1023.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $250231044.00      | $183317564.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 5.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $2015.00           | $2072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $3503519.00        | $3135277.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $3505501.00        | $3058696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $808426.00         | $619741.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3129193.00        | $3059249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 2.5000%  | 0.0000% | $1024.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $3827852.00        | $3646466.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $26067699.00       | $25300619.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $3514185.00        | $3055038.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $183041717.00      | $183777529.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $3044376.00        | $3060000.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $9929292.00        | $10020665.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $408300.00         | $418693.00         | U.S. Treasuries (including strips) |

### Security 346: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062A7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR1062A77791564BO
- **C.18 - Value (incl. sponsor support):** $315700000.00
- **C.18.a - Value (excl. sponsor support):** $315700000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-04-06      | 3.6950%  | 0.0000% | $1000000.00        | $1008563.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $55790000.00       | $43835998.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-05-21      | 1.6250%  | 0.0000% | $29345000.00       | $23100239.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-03      | 3.6300%  | 0.0000% | $20000000.00       | $20231087.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-08-21      | 4.0700%  | 0.0000% | $723000.00         | $724666.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-02-26      | 3.6250%  | 0.0000% | $19443000.00       | $19163454.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-03-02      | 3.5700%  | 0.0000% | $16600000.00       | $16529049.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 2.5000%  | 0.0000% | $11386304.00       | $6021789.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 6.0000%  | 0.0000% | $9163056.00        | $4418322.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 6.0000%  | 0.0000% | $55000000.00       | $28946223.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-15      | 4.0000%  | 0.0000% | $448689.00         | $321401.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $1324210.00        | $1366463.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $71049472.00       | $55674187.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $27960320.00       | $25367356.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $1076158.00        | $1114542.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-15      | 4.5000%  | 0.0000% | $1484970.00        | $168351.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $81528960.00       | $75957811.00       | Agency Mortgage-Backed Securities   |

### Security 347: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062AA, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR1062AA7791566BN
- **C.18 - Value (incl. sponsor support):** $2670200000.00
- **C.18.a - Value (excl. sponsor support):** $2670200000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $4834.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%  | 0.0000% | $6923.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%  | 0.0000% | $6967.00           | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $986673.00         | $157022.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $360.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $14872.00          | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 3.5000%  | 0.0000% | $500000.00         | $59514.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 6.0000%  | 0.0000% | $2157.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 5.0000%  | 0.0000% | $32109.00          | $319.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 6.5000%  | 0.0000% | $161795.00         | $6004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.0000%  | 0.0000% | $5668.00           | $58.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 5.0000%  | 0.0000% | $61759.00          | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 6.5000%  | 0.0000% | $2280289.00        | $24369.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-08-01      | 5.0000%  | 0.0000% | $9226738.00        | $452148.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $2015.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-11-01      | 2.5000%  | 0.0000% | $6504688.00        | $750432.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $1006.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $3713.00           | $351.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.0000%  | 0.0000% | $809305.00         | $140221.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.0000%  | 0.0000% | $1489809.00        | $238428.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.0000%  | 0.0000% | $2547.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $117997.00         | $15972.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.0000%  | 0.0000% | $350906.00         | $59032.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $1770.00           | $302.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $40086.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.0000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%  | 0.0000% | $5310000.00        | $1133606.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $75000.00          | $14348.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%  | 0.0000% | $1008.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 5.0000%  | 0.0000% | $1282.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 5.0000%  | 0.0000% | $1797984.00        | $480591.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.0000%  | 0.0000% | $1720.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $1001.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.5000%  | 0.0000% | $2000.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-08-01      | 3.5000%  | 0.0000% | $1155353.00        | $6933.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $2000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $1153.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 5.5000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 6.5000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 5.5000%  | 0.0000% | $5960401.00        | $74612.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%  | 0.0000% | $1007.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 5.5000%  | 0.0000% | $11235.00          | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 7.0000%  | 0.0000% | $1099000.00        | $8988.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 7.0000%  | 0.0000% | $1000464.00        | $37187.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $1066.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%  | 0.0000% | $1025.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $235000.00         | $27292.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.0000%  | 0.0000% | $411570.00         | $82163.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%  | 0.0000% | $85000.00          | $11195.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 2.5000%  | 0.0000% | $3754.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-12-01      | 3.0000%  | 0.0000% | $2000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 3.0000%  | 0.0000% | $240962.00         | $13297.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $54000.00          | $9872.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 4.0000%  | 0.0000% | $869350.00         | $164586.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 5.0000%  | 0.0000% | $459892.00         | $40613.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $696247.00         | $53807.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 3.5000%  | 0.0000% | $697999.00         | $59703.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-03-01      | 3.0000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $2024.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.0000%  | 0.0000% | $143601.00         | $31981.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 2.5000%  | 0.0000% | $40000.00          | $11294.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 2.0000%  | 0.0000% | $141803.00         | $123516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 4.0000%  | 0.0000% | $23000.00          | $12593.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.0000%  | 0.0000% | $30000000.00       | $19171095.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%  | 0.0000% | $8760720.00        | $6398026.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $710000.00         | $420891.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 4.0000%  | 0.0000% | $2421188.00        | $848272.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $92659.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1006.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $998846.00         | $778302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $374040.00         | $268017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $341173.00         | $222250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $212000.00         | $129862.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $60000.00          | $42896.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $49056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $48164804.00       | $35467617.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1145578.00        | $771662.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $94593.00          | $63834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $7775918.00        | $6277182.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $18274.00          | $11780.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $30863264.00       | $23744568.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $14800000.00       | $11039106.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $2006.00           | $1492.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1316.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $58020.00          | $42139.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 2.5000%  | 0.0000% | $1004.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $737411.00         | $298990.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $66553999.00       | $21832765.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.0000%  | 0.0000% | $7785999.00        | $4345954.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $751834.00         | $343778.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 3.0000%  | 0.0000% | $16415360.00       | $7356300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $55000.00          | $29176.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $19702208.00       | $11045869.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $3530968.00        | $2201584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 1.5000%  | 0.0000% | $10000.00          | $5991.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $5875000.00        | $3775563.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 3.5000%  | 0.0000% | $899217.00         | $671870.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $116675.00         | $86054.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $143308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $309878.00         | $238480.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $12895365.00       | $9503693.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $11737693.00       | $8847450.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $12904032.00       | $8242932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $192000.00         | $79662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $245763.00         | $217122.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $33679366.00       | $23989457.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.0000%  | 0.0000% | $2004.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 3.0000%  | 0.0000% | $393000.00         | $160176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 2.5000%  | 0.0000% | $1040.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $1956.00           | $1088.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $9998000.00        | $6378511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $47000.00          | $30882.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $395376.00         | $271025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1010.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 7.0000%  | 0.0000% | $1678.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $5125990.00        | $3768024.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $12177790.00       | $11460242.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $3116.00           | $2323.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $1372538.00        | $802588.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $425000.00         | $214982.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $230000.00         | $75999.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1205766.00        | $713255.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $191508.00         | $124819.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $257319.00         | $172784.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $5380000.00        | $3832582.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1042996.00        | $799844.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $15947621.00       | $12368922.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $140000.00         | $87825.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 5.5000%  | 0.0000% | $11567164.00       | $11530099.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.5000%  | 0.0000% | $79000.00          | $51785.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $3326721.00        | $2619854.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $124372.00         | $120427.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $988899.00         | $482900.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1861385.00        | $1525881.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1963264.00        | $1738870.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $463936.00         | $449308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $5500000.00        | $4983716.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 5.0000%  | 0.0000% | $6862.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $17052202.00       | $712813.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 6.5000%  | 0.0000% | $1035.00           | $36.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $212974960.00      | $23013307.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 4.0000%  | 0.0000% | $627000.00         | $101054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 5.5000%  | 0.0000% | $35285124.00       | $1896065.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $127618.00         | $11391.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $680801.00         | $57224.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.0000%  | 0.0000% | $190000.00         | $34309.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $30000.00          | $7234.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $442744.00         | $83585.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $18430789.00       | $2381846.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.5000%  | 0.0000% | $4680260.00        | $618891.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $182258.00         | $48677.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $109516906.00      | $18166251.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $2009032.00        | $398904.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $602925.00         | $95217.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 3.5000%  | 0.0000% | $6800000.00        | $1145960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $579936.00         | $41619.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 6.0000%  | 0.0000% | $27380651.00       | $149073.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 6.0000%  | 0.0000% | $16464991.00       | $135271.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1029807.00        | $1072212.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $237458.00         | $193879.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $9763024.00        | $9743643.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.5000%  | 0.0000% | $35906.00          | $31272.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1006.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $805376.00         | $525291.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1895960.00        | $982691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $499000.00         | $503269.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $2961660.00        | $2537046.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1026.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $339358.00         | $252002.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $2800955.00        | $2863842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $2729350.00        | $2416620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $188040.00         | $167081.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $476715.00         | $504254.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1177650.00        | $871491.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $9622544.00        | $8432010.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $9317889.00        | $8509915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $927142.00         | $964124.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $5028900.00        | $5000473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $31868.00          | $24902.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $241366.00         | $250202.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $2540432.00        | $2066118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $2260080.00        | $2293115.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $317734.00         | $278430.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $26090.00          | $26808.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.5000%  | 0.0000% | $308678.00         | $331682.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $10004.00          | $10075.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2426300.00        | $2246247.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $5973332.00        | $6160172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $11168225.00       | $11506577.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $5000.00           | $5162.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1256225.00        | $1271316.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $5813780.00        | $6070059.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2015240.00        | $2048645.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $902122.00         | $893840.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $5271.00           | $5516.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 7.0000%  | 0.0000% | $3000.00           | $3197.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1214186.00        | $1218627.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $376479.00         | $394350.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $38276081.00       | $3952673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $5903530.00        | $1679409.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 5.0000%  | 0.0000% | $1355258.00        | $68415.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 5.0000%  | 0.0000% | $184310.00         | $22782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $3849000.00        | $860193.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $46826.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.0000%  | 0.0000% | $304098.00         | $78329.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $7432227.00        | $1696317.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $147681652.00      | $25721992.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $491327.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $19996000.00       | $8612309.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $208935.00         | $63586.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $4803561.00        | $2438580.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $7258000.00        | $4100035.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $3430236.00        | $2894154.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1983050.00        | $1894861.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $1351462.00        | $1131584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $595000.00         | $382550.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $766687.00         | $801004.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $300576.00         | $224706.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 7.0000%  | 0.0000% | $1117651.00        | $1177430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1791150.00        | $1236389.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 3.5000%  | 0.0000% | $438497.00         | $140755.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $204059285.00      | $34162373.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $200000.00         | $55378.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $610000.00         | $192797.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $2349000.00        | $1216345.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $774362.00         | $257630.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $3365440.00        | $1805673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $7997000.00        | $3960640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $9815220.00        | $4849916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1098328.00        | $582350.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $214868.00         | $136727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $47000.00          | $31108.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $16000.00          | $10898.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $357657.00         | $240207.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $340000.00         | $239088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $13003.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $735000.00         | $469332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1027946.00        | $939205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1243300.00        | $1000841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $21841114.00       | $16314855.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $43969360.00       | $33572792.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $16888900.00       | $11454207.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $37609581.00       | $24368326.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $51026799.00       | $32137498.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1031.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $35230.00          | $31363.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 2.5000%  | 0.0000% | $234884.00         | $182291.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $30070002.00       | $25208977.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $12968209.00       | $10674216.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $15666900.00       | $13314399.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $31000000.00       | $24935941.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $400000.00         | $342075.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $15418544.00       | $13480411.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $13203784.00       | $11306607.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $42811311.00       | $42657540.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $62178932.00       | $60404122.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $21551200.00       | $21348675.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1128000.00        | $975756.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $51018046.00       | $51346459.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $50278583.00       | $50375942.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $31371218.00       | $25667795.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $77570374.00       | $13856857.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.0000%  | 0.0000% | $1002.00           | $206.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $100000.00         | $15729.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $2998000.00        | $873313.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $168997.00         | $28663.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $725068.00         | $224912.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.0000%  | 0.0000% | $16382.00          | $5099.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $421000.00         | $238619.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $233002.00         | $73508.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $499000.00         | $299576.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.5000%  | 0.0000% | $538000.00         | $119614.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $41000.00          | $25905.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $34980160.00       | $21913335.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $420000.00         | $263280.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $37778.00          | $23659.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $45000.00          | $29772.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $139115.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $56605252.00       | $36466315.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $9000.00           | $6627.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $947000.00         | $614743.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $496000.00         | $331462.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $20977.00          | $15418.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $32573800.00       | $22177570.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 2.5000%  | 0.0000% | $8899367.00        | $6364973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1392775.00        | $915519.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 5.0000%  | 0.0000% | $23288.00          | $14815.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $3700000.00        | $2602956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $4023640.00        | $3196378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1881000.00        | $1367878.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $2457000.00        | $1675471.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $50000.00          | $30485.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $50000.00          | $42571.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $5109000.00        | $2830526.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $41469998.00       | $34239255.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $2503996.00        | $1969135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $35565520.00       | $28548785.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $179210.00         | $149644.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $12757151.00       | $12396543.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 6.5000%  | 0.0000% | $5803480.00        | $66756.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $14574288.00       | $53731.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $180304.00         | $5425.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $14555999.00       | $90518.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $8863290.00        | $112178.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.0000%  | 0.0000% | $68000.00          | $6523.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $2969620.00        | $248878.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 3.0000%  | 0.0000% | $199000.00         | $29691.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $4114.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $32000000.00       | $19148954.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1314937.00        | $784530.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $4519000.00        | $697271.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $54000.00          | $10182.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $60760320.00       | $21967123.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $10474480.00       | $3786915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $989955.00         | $503890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $38982952.00       | $17054140.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $5516000.00        | $3103959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $30077.00          | $25324.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1695000.00        | $1510166.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $19462625.00       | $13951458.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $553054.00         | $390988.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1817117.00        | $1374932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $22077374.00       | $12606315.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $9605521.00        | $6775533.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $29324897.00       | $13103643.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1106000.00        | $852424.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $64000.00          | $45978.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 6.0000%  | 0.0000% | $550000.00         | $325208.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1373349.00        | $1136318.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 5.5000%  | 0.0000% | $1991990.00        | $1274296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $34000.00          | $26282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $919000.00         | $549927.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $162998.00         | $143988.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $19000.00          | $16946.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $3159207.00        | $3046321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $24997500.00       | $24693622.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $7000000.00        | $266812.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $1482977.00        | $65066.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.5000%  | 0.0000% | $1002.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $2989284.00        | $2968683.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $2558820.00        | $2617308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1145188.00        | $1185861.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2026232.00        | $2020001.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $908159.00         | $949341.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $3092869.00        | $2811807.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2328588.00        | $2211191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $389468.00         | $297038.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $8826015.00        | $6484302.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2324564.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $6000.00           | $6152.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $128424.00         | $91668.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $970439.00         | $829390.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $191238.00         | $165404.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $2411244.00        | $1954473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1422504.00        | $1494095.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2806592.00        | $2826531.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $2982261.00        | $2822185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $4157681.00        | $4123186.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $285610.00         | $297923.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1123420.00        | $1114096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $787843.00         | $822830.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $2451976.00        | $2422500.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $6399328.00        | $6230403.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $6949231.00        | $7079274.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $293114.00         | $309177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $4799000.00        | $4291975.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $6328896.00        | $5717176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $31234592.00       | $29915333.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $22080854.00       | $20924362.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1992644.00        | $1945565.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $143896486.00      | $147462529.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $91180458.00       | $74555586.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $66636867.00       | $68185841.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $236122.00         | $220428.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $32890.00          | $33407.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $63351446.00       | $62581325.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 5.0000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 6.0000%  | 0.0000% | $302467.00         | $308200.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $472551.00         | $444255.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $96599.00          | $96992.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $13148377.00       | $13733153.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $5070005.00        | $5277558.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $5120807.00        | $5185437.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1818708.00        | $1887268.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $10998495.00       | $11057206.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1617683.00        | $1626440.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1673521.00        | $1735435.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $554092.00         | $558016.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1720998.00        | $1752452.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 5.5000%  | 0.0000% | $966396.00         | $77834.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.0000%  | 0.0000% | $2717480.00        | $143137.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $100000.00         | $10395.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 5.5000%  | 0.0000% | $209000.00         | $19294.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 6.0000%  | 0.0000% | $780000.00         | $55818.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $594999.00         | $71542.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 4.0000%  | 0.0000% | $13118530.00       | $1119841.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 5.0000%  | 0.0000% | $370451.00         | $33685.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $782700.00         | $86226.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 6.0000%  | 0.0000% | $199000.00         | $15971.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $17867622.00       | $2134066.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.5000%  | 0.0000% | $348803.00         | $25366.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 6.0000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 5.5000%  | 0.0000% | $147000.00         | $12243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 4.0000%  | 0.0000% | $3328.00           | $293.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 6.0000%  | 0.0000% | $1406668.00        | $167598.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 6.5000%  | 0.0000% | $165179.00         | $21084.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $3640542.00        | $357880.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.5000%  | 0.0000% | $3193820.00        | $274352.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 6.0000%  | 0.0000% | $228000.00         | $67776.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $79412.00          | $9851.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $98000.00          | $11886.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $114124656.00      | $26551086.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $37000.00          | $13543.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $74693888.00       | $47929943.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $4223265.00        | $2845537.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 5.5000%  | 0.0000% | $25000.00          | $6348.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $2183770.00        | $1066992.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 5.0000%  | 0.0000% | $40000.00          | $12800.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $5937088.00        | $3235889.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $12405846.00       | $7418766.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $1757335.00        | $1247648.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $12017035.00       | $8531684.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $1271000.00        | $906081.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.5000%  | 0.0000% | $8000.00           | $5855.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.0000%  | 0.0000% | $34990696.00       | $25564925.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $49998300.00       | $36062681.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $1309573.00        | $818652.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $2865409.00        | $2085793.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $12641504.00       | $8096612.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $1498.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $127555456.00      | $58210596.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.5000%  | 0.0000% | $18569472.00       | $13829517.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 4.5000%  | 0.0000% | $2051517.00        | $521280.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $1497021.00        | $897169.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $72732339.00       | $57166784.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $695410.00         | $414826.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $2960439.00        | $3127507.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $10065.00          | $9727.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $2461367.00        | $2597607.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1743719.00        | $1683138.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $2586767.00        | $2772078.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2866702.00        | $3027411.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $3329358.00        | $3516007.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $254182.00         | $268608.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $365247.00         | $385608.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1110154.00        | $1179757.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2546053.00        | $2690322.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $193796.00         | $204486.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $294960.00         | $315767.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $108214.00         | $114280.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $894226.00         | $946517.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2535440.00        | $2677576.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.0000%  | 0.0000% | $220701.00         | $231279.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $259868093.00      | $257156594.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $21749669.00       | $19733174.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $23734520.00       | $18534705.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $29749411.00       | $27055434.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $15421696.00       | $12648921.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $44510664.00       | $41843265.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $22347096.00       | $19334166.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $112421897.00      | $101996195.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1036.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $44675969.00       | $44153476.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $1351633.00        | $66633.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $205705.00         | $8789.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.5000%  | 0.0000% | $770755.00         | $52836.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $38594.00          | $113.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $2976400.00        | $2583359.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1265600.00        | $1310979.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $18181800.00       | $19807013.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $800.00            | $795.00            | U.S. Treasuries (including strips) |

### Security 348: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062AF, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR1062AF779156RBC
- **C.18 - Value (incl. sponsor support):** $1015000000.00
- **C.18.a - Value (excl. sponsor support):** $1015000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $2911.00           | $30.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 6.0000%  | 0.0000% | $19737.00          | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $11784.00          | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $3925.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.5000%  | 0.0000% | $1000.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1081.00           | $182.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1052.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $1712.00           | $221.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $611988.00         | $106150.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $2424000.00        | $1480259.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $634985.00         | $415693.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $6771976.00        | $4389914.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $378320.00         | $97980.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $5053371.00        | $2716453.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $38061537.00       | $23424947.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 5.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 3.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $443.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $4610.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $1003.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $4874000.00        | $4415665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $220440.00         | $100829.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $7789960.00        | $3696942.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1039.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $8078740.00        | $7311169.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.0000%  | 0.0000% | $1100.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $25880596.00       | $24483795.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $90016.00          | $89082.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1114.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1125344.00        | $1134968.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $1088.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $2004241.00        | $1681541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.5000%  | 0.0000% | $1024.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1008.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1070.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $1001.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 4.5000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $336.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.0000%  | 0.0000% | $41907394.00       | $10236873.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 2.5000%  | 0.0000% | $1000.00           | $322.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1008.00           | $402.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $245.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $316.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $429.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 4.0000%  | 0.0000% | $1000.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $415.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $518.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $1024.00           | $500.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $458.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $289141.00         | $163769.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $28224391.00       | $16650031.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1024.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $655.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1274.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1040.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 1.5000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1023.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1040.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $530098.00         | $391935.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 3.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $18090847.00       | $11653704.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $2048.00           | $1567.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1546.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1001.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $38358656.00       | $28954437.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $2032.00           | $1528.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $3414272.00        | $3366671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1116.00           | $1082.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1932.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $2024.00           | $2037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 4.5000%  | 0.0000% | $1000.00           | $58.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 4.0000%  | 0.0000% | $1002.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 6.2500%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 6.0000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 4.5000%  | 0.0000% | $2191.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.0000%  | 0.0000% | $1001.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 4.5000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $1024.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.0000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $43268161.00       | $7804705.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 2.5000%  | 0.0000% | $2458.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 3.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1232000.00        | $87787.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1041124.00        | $582479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $296706.00         | $125334.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.5000%  | 0.0000% | $1000.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $299511.00         | $166445.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1008.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1024.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 2.0000%  | 0.0000% | $1830.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $147241.00         | $82698.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1497.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $11262128.00       | $8588542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1120.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 6.0000%  | 0.0000% | $1000.00           | $492.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $442.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 5.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $1024.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 5.5000%  | 0.0000% | $1008.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.5000%  | 0.0000% | $1008.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1008.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 3.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1682.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $15830117.00       | $15040855.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $2016.00           | $2022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1863.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1152.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 4.5000%  | 0.0000% | $1024.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $13051873.00       | $12157160.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2024.00           | $1999.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1949.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1278367.00        | $1310428.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $33048639.00       | $32588129.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $32000.00          | $27660.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $34179968.00       | $29371405.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $43498304.00       | $42520892.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1008.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1008.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1120.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5560160.00        | $5504245.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 3.0000%  | 0.0000% | $1024.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $4020936.00        | $4007970.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $1008.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $14939888.00       | $11008239.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $9146736.00        | $6115067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $1008.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $36248960.00       | $31901921.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $32282816.00       | $23759930.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $25975720.00       | $17089105.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $186630.00         | $163068.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $2030.00           | $1790.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $2047.00           | $1461.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $33457728.00       | $23665209.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $19990000.00       | $17405596.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $160224768.00      | $144396569.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $22283480.00       | $20290646.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $390380.00         | $354015.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1476.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1818.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $2080.00           | $2032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1848.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $38313088.00       | $35697984.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $23632680.00       | $23742895.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $12856640.00       | $12788130.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $6128.00           | $5885.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $52881440.00       | $52000514.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $9764640.00        | $9373062.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1956.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $36002960.00       | $36406508.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $24513792.00       | $23606112.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1004.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2730309.00        | $2697289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1120.00           | $1106.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4744017.00        | $4783120.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2152896.00        | $2182270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $1457.00           | $82.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $1001.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 3.0000%  | 0.0000% | $7378.00           | $35.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 4.0000%  | 0.0000% | $2995976.00        | $230344.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $1070.00           | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $4236.00           | $408.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $1509.00           | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-20      | 2.5000%  | 0.0000% | $2831.00           | $31.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-20      | 2.5000%  | 0.0000% | $1001.00           | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $1583918.00        | $129394.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $1732.00           | $123.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 4.0000%  | 0.0000% | $1003.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.5000%  | 0.0000% | $1021.00           | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $19694771.00       | $2883632.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.5000%  | 0.0000% | $998000.00         | $69242.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $692502.00         | $64460.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $192328704.00      | $17902457.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $2028.00           | $211.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.0000%  | 0.0000% | $396000.00         | $50850.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 3.5000%  | 0.0000% | $937700.00         | $98325.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.5000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $1024.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $23592979.00       | $2012321.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $60498298.00       | $4450242.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.0000%  | 0.0000% | $1708870.00        | $150203.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.5000%  | 0.0000% | $27185152.00       | $1934372.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.0000%  | 0.0000% | $2749930.00        | $163258.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $2024.00           | $181.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $1911.00           | $188.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $2516.00           | $262.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $1492.00           | $527.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 4.0000%  | 0.0000% | $39133312.00       | $13450998.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.0000%  | 0.0000% | $1691000.00        | $227537.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 5.5000%  | 0.0000% | $98262.00          | $24730.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $2550868.00        | $1066431.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $2000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 5.5000%  | 0.0000% | $25000.00          | $7827.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $14941440.00       | $4958551.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $206345617.00      | $139261415.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $456.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $2686.00           | $2635.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $24470700.00       | $24341803.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $300.00            | $294.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $15085000.00       | $15118034.00       | U.S. Treasuries (including strips) |

### Security 349: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062B0, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR1062B07791564HS
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 3.0000%  | 0.0000% | $249000.00         | $34050.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-04      | 0.0000%  | 0.0000% | $6950000.00        | $6754052.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-05-25      | 4.0800%  | 0.0000% | $1975000.00        | $1944717.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-06-01      | 4.1500%  | 0.0000% | $2000000.00        | $1880413.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-11-09      | 4.2200%  | 0.0000% | $6000000.00        | $5652285.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-05-14      | 1.6000%  | 0.0000% | $10000000.00       | $8409792.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2045-09-25      | 2.0800%  | 0.0000% | $2000000.00        | $1240835.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-10-30      | 1.7000%  | 0.0000% | $2300000.00        | $1804896.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-05      | 1.8000%  | 0.0000% | $8445000.00        | $6603407.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-06-11      | 3.5000%  | 0.0000% | $11440000.00       | $11157609.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-05-26      | 5.0000%  | 0.0000% | $5150000.00        | $5178629.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-10      | 4.5000%  | 0.0000% | $3500000.00        | $3548279.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-18      | 5.4500%  | 0.0000% | $25000000.00       | $25344676.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-08-07      | 4.9000%  | 0.0000% | $25000000.00       | $25207150.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-06-25      | 4.0000%  | 0.0000% | $10000000.00       | $10002447.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 4.0000%  | 0.0000% | $1000000.00        | $32961.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.0000%  | 0.0000% | $1497000.00        | $75284.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.0000%  | 0.0000% | $702059.00         | $125669.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 4.5000%  | 0.0000% | $1831692.00        | $298459.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 4.5000%  | 0.0000% | $683222.00         | $83941.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.0000%  | 0.0000% | $470000.00         | $30821.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 2.5000%  | 0.0000% | $676000.00         | $70929.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $8700000.00        | $5084078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.5000%  | 0.0000% | $100013.00         | $53823.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $13297264.00       | $9790422.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $2250876.00        | $1595341.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $39000.00          | $28552.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.0000%  | 0.0000% | $22688.00          | $19299.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $96594.00          | $24580.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $3222112.00        | $2933419.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.0000%  | 0.0000% | $110000.00         | $65920.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $36953.00          | $23013.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $1000000.00        | $685269.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-04-21      | 5.2500%  | 0.0000% | $5960000.00        | $6259164.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $858870.00         | $670299.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $3907204.00        | $3056954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $1031276.00        | $684079.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.5000%  | 0.0000% | $2400150.00        | $1948020.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $4627112.00        | $4099658.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $4137088.00        | $3617008.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $5050776.00        | $4102924.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $1595116.00        | $1447509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-04-01      | 2.5000%  | 0.0000% | $300000.00         | $156173.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-04-06      | 3.4300%  | 0.0000% | $1842000.00        | $1458944.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%  | 0.0000% | $2982000.00        | $2743099.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-06-03      | 3.4900%  | 0.0000% | $3000000.00        | $2618392.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-07-18      | 2.9900%  | 0.0000% | $2000000.00        | $1815924.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $16854000.00       | $11703957.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-03-12      | 2.2300%  | 0.0000% | $3055000.00        | $2536178.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-07-30      | 1.9900%  | 0.0000% | $7250000.00        | $5073345.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2046-08-24      | 2.3500%  | 0.0000% | $3480000.00        | $2244009.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-09-16      | 2.4000%  | 0.0000% | $8686000.00        | $6267644.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-10-15      | 2.0000%  | 0.0000% | $1208000.00        | $848254.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-12-21      | 2.0700%  | 0.0000% | $1500000.00        | $1062596.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-10-14      | 2.3400%  | 0.0000% | $11136000.00       | $9150117.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.5800%  | 0.0000% | $25318000.00       | $21167882.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.4800%  | 0.0000% | $17694000.00       | $14665444.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-11-29      | 2.6900%  | 0.0000% | $5000000.00        | $3786021.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%  | 0.0000% | $4941000.00        | $4201825.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-16      | 2.9200%  | 0.0000% | $38840000.00       | $30231489.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-30      | 2.5900%  | 0.0000% | $18750000.00       | $13946475.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $3000000.00        | $2510911.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-01-24      | 2.8200%  | 0.0000% | $20337000.00       | $15512765.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-02      | 2.7500%  | 0.0000% | $2491000.00        | $2102416.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-02-24      | 3.3750%  | 0.0000% | $15083000.00       | $15000930.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-03-27      | 3.8750%  | 0.0000% | $5000000.00        | $4999053.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%  | 0.0000% | $46000.00          | $31087.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $15000.00          | $12306.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 3.5000%  | 0.0000% | $476755.00         | $211978.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%  | 0.0000% | $300000.00         | $166224.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $1885098.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $196063.00         | $149160.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-15      | 0.0000%  | 0.0000% | $740000.00         | $667909.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $70000.00          | $68765.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%  | 0.0000% | $1000000.00        | $817971.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $317000.00         | $311405.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-15      | 0.0000%  | 0.0000% | $162000.00         | $155992.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-15      | 0.0000%  | 0.0000% | $162000.00         | $152938.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 6.2500%  | 0.0000% | $348000.00         | $393033.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-15      | 0.0000%  | 0.0000% | $5253000.00        | $5193867.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-15      | 0.0000%  | 0.0000% | $2509000.00        | $2433251.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-15      | 0.0000%  | 0.0000% | $3517000.00        | $3276789.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2970646.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-15      | 0.0000%  | 0.0000% | $3500000.00        | $2885015.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2728222.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2591285.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%  | 0.0000% | $102763000.00      | $74049271.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $8450000.00        | $6043527.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-17      | 1.5400%  | 0.0000% | $10000000.00       | $7750232.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-06      | 0.0000%  | 0.0000% | $2382000.00        | $1585281.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-06      | 0.0000%  | 0.0000% | $2435000.00        | $1581506.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $100000.00         | $84642.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $2601000.00        | $1524631.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-15      | 0.0000%  | 0.0000% | $69000.00          | $68669.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-11-15      | 0.0000%  | 0.0000% | $69000.00          | $67352.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-15      | 0.0000%  | 0.0000% | $69000.00          | $65990.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-11-15      | 0.0000%  | 0.0000% | $69000.00          | $64651.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-15      | 0.0000%  | 0.0000% | $69000.00          | $62195.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $69000.00          | $58380.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-15      | 0.0000%  | 0.0000% | $1460000.00        | $867116.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $6000000.00        | $4757378.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.0000%  | 0.0000% | $250000.00         | $235736.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-23      | 0.0000%  | 0.0000% | $8212000.00        | $7604501.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-03-30      | 4.0000%  | 0.0000% | $14500000.00       | $14494577.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-01-01      | 3.5000%  | 0.0000% | $1322000.00        | $266748.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 6.5000%  | 0.0000% | $1457922.00        | $175263.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $2032076.00        | $599075.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1168556.00        | $615757.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.0000%  | 0.0000% | $1254372.00        | $1243294.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 7.0000%  | 0.0000% | $1097290.00        | $833368.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 7.0000%  | 0.0000% | $1256320.00        | $887187.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $61000.00          | $55417.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1725228.00        | $1053647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $2657592.00        | $2648303.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1012920.00        | $1034427.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $64442.00          | $66437.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $1269324.00        | $1302767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $1436060.00        | $1115484.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1313500.00        | $1004583.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $3389680.00        | $3203013.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1219000.00        | $1236786.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $3231484.00        | $3273863.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $150509312.00      | $33368400.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.5000%  | 0.0000% | $17314560.00       | $3540258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $117990.00         | $64719.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $10278940.00       | $6304215.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $10000.00          | $7539.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $139984.00         | $99200.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $91500.00          | $61048.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $38855936.00       | $29265746.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $20635680.00       | $16587443.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-01-01      | 6.0000%  | 0.0000% | $1717260.00        | $1758243.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 6.0000%  | 0.0000% | $1105530.00        | $1148230.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 5.0000%  | 0.0000% | $2630744.00        | $2615935.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 5.5000%  | 0.0000% | $2243016.00        | $2277144.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.5000%  | 0.0000% | $5020192.00        | $4567651.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 5.0000%  | 0.0000% | $13095328.00       | $11122819.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.5000%  | 0.0000% | $666999.00         | $369085.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.5000%  | 0.0000% | $14000.00          | $5022.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $461000.00         | $286815.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $37000000.00       | $36433223.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-01-01      | 5.0000%  | 0.0000% | $940783.00         | $26862.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 4.0000%  | 0.0000% | $1681000.00        | $152003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-06-01      | 3.0000%  | 0.0000% | $1900000.00        | $115254.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $434244.00         | $257676.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $462000.00         | $256288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $48000.00          | $32400.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $22155.00          | $15663.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $313697.00         | $283182.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-02-01      | 5.0000%  | 0.0000% | $13000.00          | $8679.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-03-01      | 4.5000%  | 0.0000% | $14809680.00       | $14280493.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.0000%  | 0.0000% | $2604568.00        | $2542282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $3154024.00        | $3295080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $517093.00         | $534486.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1451724.00        | $1496492.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1442686.00        | $1468161.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $467840.00         | $477269.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $580991.00         | $620262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $2366480.00        | $2389329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $5826.00           | $5742.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 4.0000%  | 0.0000% | $306000.00         | $287851.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $36498000.00       | $31302956.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $8384.00           | $7100.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 4.5000%  | 0.0000% | $75000.00          | $62131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 4.5000%  | 0.0000% | $1406678.00        | $1358808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $1057720.00        | $1084242.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 7.0000%  | 0.0000% | $1198118.00        | $1020705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $10628688.00       | $10791472.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-01-01      | 6.0000%  | 0.0000% | $1323428.00        | $1378013.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $1644682.00        | $1686216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 5.5000%  | 0.0000% | $3722930.00        | $3855481.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-02-01      | 6.0000%  | 0.0000% | $1090898.00        | $1134460.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2056-04-01      | 5.5000%  | 0.0000% | $499579.00         | $505724.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-07-15      | 3.5000%  | 0.0000% | $879684.00         | $28132.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-06-20      | 3.0000%  | 0.0000% | $2776210.00        | $22907.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 3.5000%  | 0.0000% | $78000.00          | $9316.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 5.5000%  | 0.0000% | $157000.00         | $13486.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-08-20      | 3.0000%  | 0.0000% | $579507.00         | $75262.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-05-20      | 2.5000%  | 0.0000% | $36022.00          | $18217.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 4.5000%  | 0.0000% | $15000.00          | $10698.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.5000%  | 0.0000% | $14000.00          | $6389.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 5.5000%  | 0.0000% | $10571120.00       | $8003922.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.0000%  | 0.0000% | $28000.00          | $15251.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 5.5000%  | 0.0000% | $26000.00          | $19539.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 4.0000%  | 0.0000% | $5495208.00        | $3757807.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-15      | 4.0000%  | 0.0000% | $1727828.00        | $749758.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-15      | 3.5000%  | 0.0000% | $38000.00          | $10359.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $7934328.00        | $7617864.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $3542928.00        | $1880306.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.0000%  | 0.0000% | $15016608.00       | $15367654.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $20374912.00       | $20669863.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3042316.00        | $3129406.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $1420790.00        | $1488638.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $14221728.00       | $14591813.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1010734.00        | $1069325.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $7033176.00        | $7270828.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $10304832.00       | $10845876.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1446200.00        | $1512104.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2407460.00        | $2526535.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1653408.00        | $1735809.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $2683368.00        | $2653607.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $3204488.00        | $3326697.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1024738.00        | $1076580.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $1174902.00        | $1218933.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1506102.00        | $1288488.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.5000%  | 0.0000% | $3121412.00        | $3359847.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $3336684.00        | $3458983.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $3154836.00        | $3267012.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 5.5000%  | 0.0000% | $2175080.00        | $2251734.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $1976832.00        | $2039907.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $1222662.00        | $1312604.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-02-20      | 6.0000%  | 0.0000% | $1063272.00        | $1096158.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $1282674.00        | $1363100.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.5000%  | 0.0000% | $10555280.00       | $11369922.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.0000%  | 0.0000% | $7003.00           | $6375.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $7073.00           | $6649.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.0000%  | 0.0000% | $2617744.00        | $2568121.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 6.0000%  | 0.0000% | $10144176.00       | $9943939.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $3400476.00        | $3491786.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $2236156.00        | $2317407.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $1694640.00        | $1344108.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $2182348.00        | $2250320.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $4511816.00        | $4635765.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1640770.00        | $1700469.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $3833740.00        | $3906398.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $5895590.00        | $6067580.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 6.0000%  | 0.0000% | $3995724.00        | $4113676.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 5.5000%  | 0.0000% | $9373232.00        | $9528237.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-01-20      | 6.0000%  | 0.0000% | $5042128.00        | $5179782.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-12-20      | 5.5000%  | 0.0000% | $2510624.00        | $2550067.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 5.5000%  | 0.0000% | $2872112.00        | $2956289.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $4462096.00        | $4600675.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2056-03-20      | 6.0000%  | 0.0000% | $6188120.00        | $6385577.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.5000%  | 0.0000% | $9958704.00        | $1490566.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-08-20      | 5.0000%  | 0.0000% | $899000.00         | $33461.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-15      | 4.5000%  | 0.0000% | $660000.00         | $20954.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $98000.00          | $72672.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2082017.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.5000%  | 0.0000% | $298000.00         | $203938.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $298000.00         | $221660.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 5.0000%  | 0.0000% | $398000.00         | $297240.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-07-20      | 3.0000%  | 0.0000% | $11000.00          | $8014.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-10-15      | 6.5000%  | 0.0000% | $4353272.00        | $35250.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-15      | 4.5000%  | 0.0000% | $1156876.00        | $18545.00          | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2037-01-15      | 0.0000%  | 0.0000% | $1000000.00        | $597051.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2038-01-15      | 0.0000%  | 0.0000% | $1175000.00        | $666482.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2035-06-15      | 0.0000%  | 0.0000% | $1000000.00        | $643996.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 2.2500%  | 0.0000% | $9424600.00        | $5701174.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 4.7500%  | 0.0000% | $2244400.00        | $2221187.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-01-15      | 1.7500%  | 0.0000% | $42321600.00       | $44746028.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-15      | 0.0000%  | 0.0000% | $2337748.00        | $1903602.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 0.0000%  | 0.0000% | $26459668.00       | $10018398.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-02-15      | 0.0000%  | 0.0000% | $1163146.00        | $274536.00         | U.S. Treasuries (including strips)  |

### Security 350: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062B1, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: TPR1062B1779156ING
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $3920.00           | $56.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 5.0000%  | 0.0000% | $3060.00           | $289.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.0000%  | 0.0000% | $12999.00          | $7116.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1120.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $123999.00         | $23511.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $1120.00           | $707.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $12931.00          | $11119.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $67780224.00       | $14499507.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.5000%  | 0.0000% | $2205400.00        | $776224.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $10345232.00       | $9117293.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $750.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $299657.00         | $209498.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $47939000.00       | $42601722.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2913.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $18580672.00       | $2030381.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $15795680.00       | $1906838.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1633396.00        | $1678120.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1076.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $3089284.00        | $472260.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 3.5400%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 4.2700%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $9674112.00        | $8314611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $2841820.00        | $2774225.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 4.6800%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $890.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1024.00           | $833.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $3249384.00        | $2926234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $14461184.00       | $14145426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1280.00           | $1269.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $679047.00         | $482238.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1898.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $892.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities |

### Security 351: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062B2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1062B27791568JP
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 8.5000%  | 0.0000% | $5472767.00        | $6532.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $410000.00         | $39099.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%  | 0.0000% | $105000.00         | $15732.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $900000.00         | $83074.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 6.0000%  | 0.0000% | $346228480.00      | $488448.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-08-01      | 4.7660%  | 0.0000% | $1000000.00        | $722394.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $163000.00         | $26686.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 4.5000%  | 0.0000% | $253225.00         | $43369.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.5000%  | 0.0000% | $460308.00         | $49647.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 2.5000%  | 0.0000% | $167200.00         | $29183.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $150000.00         | $35521.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $724015.00         | $87339.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 2.7750%  | 0.0000% | $854781.00         | $131817.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 7.0000%  | 0.0000% | $6764632.00        | $42757.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 5.5000%  | 0.0000% | $69220000.00       | $462000.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 5.5000%  | 0.0000% | $1794040.00        | $57650.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 4.5000%  | 0.0000% | $4562944.00        | $122627.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 7.5000%  | 0.0000% | $701797.00         | $24592.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 7.5000%  | 0.0000% | $1421790.00        | $8834.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $809953.00         | $749833.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $922706.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1216318.00        | $1143620.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $427949.00         | $407954.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $2007676.00        | $2028419.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $1360552.00        | $1154688.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $377290.00         | $328072.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1035186.00        | $1088441.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $640187.00         | $481107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $3749124.00        | $3483113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.0000%  | 0.0000% | $1075582.00        | $1009792.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $7941712.00        | $7884535.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $1002594.00        | $960209.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1300750.00        | $1252062.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1318652.00        | $1275744.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $2632924.00        | $2557014.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 4.5000%  | 0.0000% | $2070328.00        | $481073.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-06-01      | 4.0000%  | 0.0000% | $3714000.00        | $991368.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.5000%  | 0.0000% | $32131600.00       | $8902521.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $355949.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $644577.00         | $475079.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $167638.00         | $13683.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.0000%  | 0.0000% | $350000.00         | $155834.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $652574.00         | $166995.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $427000.00         | $76835.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 5.0000%  | 0.0000% | $8549471.00        | $17691.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $1410874.00        | $388213.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $79243.00          | $17111.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $699549.00         | $464989.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $12761920.00       | $11982169.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $57995.00          | $24465.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2811940.00        | $2858052.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 6.0000%  | 0.0000% | $1993308.00        | $1769618.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1001212.00        | $966361.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $6295600.00        | $2272613.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $116833.00         | $69212.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $32390.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $260011.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $2745000.00        | $630694.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1065000.00        | $159020.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.0000%  | 0.0000% | $7181000.00        | $1308716.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%  | 0.0000% | $1006216.00        | $54433.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.5000%  | 0.0000% | $2050852.00        | $459924.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $1324470.00        | $435864.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $825000.00         | $370581.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $5650000.00        | $2409125.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $380000.00         | $165423.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $26019.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 2.5000%  | 0.0000% | $136450.00         | $61464.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 1.5000%  | 0.0000% | $2413644.00        | $1115194.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $151000.00         | $106863.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $401249.00         | $285948.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $757192.00         | $619508.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $153986.00         | $87156.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 6.5000%  | 0.0000% | $1163434.00        | $725580.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $101640.00         | $81666.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $2359276.00        | $1927903.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $160000.00         | $126450.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1145652.00        | $996656.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $3508672.00        | $2792125.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $2972950.00        | $1724042.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 7.0000%  | 0.0000% | $1245122.00        | $182133.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $3277372.00        | $2991883.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 6.5000%  | 0.0000% | $2663104.00        | $2164632.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1100000.00        | $990567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $145000.00         | $131417.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $263000.00         | $235813.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $195000.00         | $174192.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $5020000.00        | $4769151.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $2521616.00        | $2417932.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $465000.00         | $439895.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1971192.00        | $1952473.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1592642.00        | $1544187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $2153820.00        | $2080576.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $2628060.00        | $2687410.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1402242.00        | $1366771.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $2059096.00        | $1991103.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $5430528.00        | $4974581.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1825000.00        | $1404700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $215000.00         | $196513.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $15979000.00       | $15247584.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $310000.00         | $284945.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $50537472.00       | $42448293.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.0000%  | 0.0000% | $20528864.00       | $17708314.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $17000.00          | $6711.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $105072.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $224111.00         | $134293.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $2575000.00        | $1337124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $28871000.00       | $14442508.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 2.5000%  | 0.0000% | $170000.00         | $91236.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $345000.00         | $221524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $222930.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $740000.00         | $510197.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $144998.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1036846.00        | $627431.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 1.5000%  | 0.0000% | $2190124.00        | $1432460.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $461000.00         | $346759.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $400000.00         | $290596.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $500000.00         | $411004.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1126800.00        | $1111820.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $134775.00         | $26303.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $125000.00         | $16433.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 3.0000%  | 0.0000% | $48000.00          | $8148.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $79265.00          | $26367.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 3.5000%  | 0.0000% | $400000.00         | $41769.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $564695.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $309941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $500000.00         | $48476.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 1.5000%  | 0.0000% | $264000.00         | $152578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $14000.00          | $7476.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $350000.00         | $249964.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.0000%  | 0.0000% | $25000.00          | $13549.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.5000%  | 0.0000% | $40000.00          | $22647.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 6.5000%  | 0.0000% | $343710.00         | $124992.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $400000.00         | $357734.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 6.5000%  | 0.0000% | $58603.00          | $19865.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.0000%  | 0.0000% | $305000.00         | $212059.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 3.5000%  | 0.0000% | $24000.00          | $21356.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $1484970.00        | $1369810.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 5.0000%  | 0.0000% | $659046.00         | $588030.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15523.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 5.5000%  | 0.0000% | $229197568.00      | $806998.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $8452864.00        | $7664180.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $88409856.00       | $86360853.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $4671480.00        | $4512027.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2328768.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.5000%  | 0.0000% | $299993.00         | $21977.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.5000%  | 0.0000% | $800000.00         | $56924.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $399583.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.0000%  | 0.0000% | $1977862.00        | $1161226.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $37406698.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 7.0000%  | 0.0000% | $255367.00         | $114957.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $3601704.00        | $3058522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.0000%  | 0.0000% | $4264992.00        | $3834105.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-20      | 7.0000%  | 0.0000% | $52913.00          | $40528.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $145710.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $1100066.00        | $890563.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1670546.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $5806248.00        | $4661806.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2445760.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2626409.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1148996.00        | $1230558.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1236815.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1083657.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.5000%  | 0.0000% | $1529602.00        | $1439831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3295041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1500272.00        | $1569481.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $14846683.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8170497.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1768932.00        | $1481845.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 6.5000%  | 0.0000% | $887500.00         | $928308.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $4440096.00        | $3865271.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2092654.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2000539.00        | $2054100.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2161496.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $6294568.00        | $6215977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1477166.00        | $1465931.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2542360.00        | $2683211.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1298220.00        | $1306446.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1653404.00        | $1688746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1706056.00        | $1694705.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1513394.00        | $1550594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1095472.00        | $1131589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 3.5000%  | 0.0000% | $46311168.00       | $41735740.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $299395072.00      | $186943195.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $221581.00         | $187106.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.5000%  | 0.0000% | $303952.00         | $168744.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $979833.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1442047.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2140283.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1461994.00        | $1320469.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1458506.00        | $1450673.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $3288040.00        | $3478867.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $3985560.00        | $3957152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $33020.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $15620350.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $71396.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $17194304.00       | $15545615.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2634259.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2390921.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1751547.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $22811.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $14520688.00       | $3161256.00        | Agency Mortgage-Backed Securities |

### Security 352: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062B5, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR1062B57791562NO
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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 BANKS FUNDING CORPORATION | 2027-05-13      | 2.9900%  | 0.0000% | $62500000.00       | $62642604.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-07-15      | 5.5000%  | 0.0000% | $36365000.00       | $40036524.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $73166000.00       | $60689441.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $96771000.00       | $56724354.00       | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 3.0000%  | 0.0000% | $43322600.00       | $32056359.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-04-30      | 3.8750%  | 0.0000% | $2808400.00        | $2850733.00        | U.S. Treasuries (including strips)  |

### Security 353: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062BC, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR1062BC7791561BO
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $393559900.00      | $101155127.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $12500.00          | $12821.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $62930200.00       | $62990613.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $297776000.00      | $298043701.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $93810822.00       | $47797740.00       | U.S. Treasuries (including strips) |

### Security 354: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062BD, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1062BD779156GCG
- **C.18 - Value (incl. sponsor support):** $2450000000.00
- **C.18.a - Value (excl. sponsor support):** $2450000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $106000.00         | $105925.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $534000.00         | $390860.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $60396857.00       | $43108559.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $30915435.00       | $21532724.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $76694863.00       | $52079493.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $24968458.00       | $16529219.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $23560296.00       | $15174480.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $3883032.00        | $2433492.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $5459748.00        | $3326635.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $115.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $9695648.00        | $7185978.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $84558700.00       | $61157249.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $77773200.00       | $54848227.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $21677446.00       | $14903504.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $40064278.00       | $26868747.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $19257300.00       | $12583644.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $8997300.00        | $5717334.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $2900242.00        | $1793347.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $9119766.00        | $5402020.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $11689577.00       | $6724453.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $5895200.00        | $1594333.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $37361600.00       | $21811777.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $6212334.00        | $3519585.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $66502151.00       | $36015503.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $35937555.00       | $9601365.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $14505500.00       | $3729654.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $49430900.00       | $24062468.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $4944451.00        | $2299575.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $50461581.00       | $23128309.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $5536267.00        | $2420783.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $70420267.00       | $29015896.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $90724812.00       | $36832459.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $43615828.00       | $17463472.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $8894367.00        | $3457294.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $111222589.00      | $42057932.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $35772000.00       | $12996468.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $1291383.00        | $450655.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $33780204.00       | $11652785.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $25510900.00       | $8470231.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $55261783.00       | $17930128.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $15493200.00       | $4902637.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $61986754.00       | $19376749.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $35177642.00       | $10595260.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $41133200.00       | $12246053.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $20768271.00       | $5945146.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $1995189.00        | $557504.00         | U.S. Treasuries (including strips) |

### Security 355: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062C6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1062C67791561CR
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $26729200.00       | $22499955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $25210300.00       | $22499990.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $22338100.00       | $22499922.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $22148300.00       | $22499932.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $22381600.00       | $22499926.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $6089400.00        | $6130544.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $5635800.00        | $5561571.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $22609900.00       | $22499993.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $6337209.00        | $6308254.00        | U.S. Treasuries (including strips) |

### Security 356: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062CC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1062CC779156FCG
- **C.18 - Value (incl. sponsor support):** $490400000.00
- **C.18.a - Value (excl. sponsor support):** $490400000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $148.00            | U.S. Treasuries (including strips) |

### Security 357: BNP PARIBAS

- **C.1 - Title:** Joint Account I 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062DB, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR1062DB779156BNP
- **C.18 - Value (incl. sponsor support):** $999052631.58
- **C.18.a - Value (excl. sponsor support):** $999052631.58
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $16957319.94       | $8836713.44        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $238174.15         | $113523.35         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $9122049.86        | $3960913.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 0.0000%  | 0.0000% | $99.91             | $39.96             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $299.72            | $115.89            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $92112.65          | $32513.17          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $1298.77           | $446.58            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $2352369.33        | $767241.45         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $4595.64           | $1480.60           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $6838415.36        | $2117228.30        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $3196.97           | $946.10            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $299.72            | $86.92             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $99.91             | $25.98             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $2701538.22        | $691987.81         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $100904.32         | $25041.25          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $4447082.98        | $1032070.32        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $4065944.40        | $3892699.68        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $12597354.35       | $12493326.99       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $399.62            | $379.64            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $199.81            | $189.82            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $799.24            | $762.28            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $99.91             | $93.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $249763157.90      | $234761010.90      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $99.91             | $95.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $216557645.60      | $219814708.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $6059853.64        | $6334666.05        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $18931547.84       | $19590532.95       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $199.81            | $202.81            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.8134%  | 0.0000% | $999.05            | $1006.05           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $235776421.10      | $233693664.10      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $200097753.90      | $201116685.70      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $6969.39           | $5112.15           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $61880734.56       | $44247076.97       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $28431775.09       | $18845035.88       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $13.99             | $8.99              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $35.97             | $34.97             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $883.16            | $838.21            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $37964.00          | $35667.18          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $26.97             | $24.98             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $48.95             | $44.96             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $4995.26           | $4515.72           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $7515577.23        | $6453378.48        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $35.97             | $28.97             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $7.99              | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $130.88            | $68.93             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $175.83            | $89.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $2288.83           | $1065.99           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $387624.43         | $159827.44         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $943.11            | $346.67            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $336.68            | $116.89            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $5.99              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $106.90            | $31.97             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $10.99             | $3.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $62.94             | $17.98             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $18.98             | $5.00              | U.S. Treasuries (including strips) |

### Security 358: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** Joint Account I 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062DB, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1062DB779156CRE
- **C.18 - Value (incl. sponsor support):** $299715789.47
- **C.18.a - Value (excl. sponsor support):** $299715789.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $11589.01          | $11529.07          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $99.91             | $89.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $9209067.35        | $7893663.70        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $99.91             | $71.93             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $50590526.68       | $42261552.77       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $3500680.42        | $3149625.32        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $15741872.51       | $14922061.90       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $11370218.00       | $10243062.84       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $9190484.97        | $8282977.53        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $6385544.80        | $6075948.38        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $1098.96           | $1056.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $30440734.06       | $30044592.71       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $9698103.61        | $12899584.75       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $912534.67         | $897450.98         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $99.91             | $123.88            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $42157023.89       | $50869112.51       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $2576157.12        | $2536110.09        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $199.81            | $191.82            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $91413.32          | $84697.68          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $199.81            | $224.79            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $99.91             | $104.90            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $599.43            | $578.45            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $999.05            | $1007.05           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $21895237.47       | $22037289.77       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $20142499.54       | $20202887.27       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $12188442.11       | $12367261.54       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $699.34            | $707.33            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $46706409.86       | $47027796.10       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $799.24            | $806.24            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $8179162.97        | $4983580.24        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $36901342.68       | $8914367.80        | U.S. Treasuries (including strips) |

### Security 359: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** Joint Account I 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1062DB, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: TPR1062DB779156THE
- **C.18 - Value (incl. sponsor support):** $599431578.95
- **C.18.a - Value (excl. sponsor support):** $599431578.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $99.91             | $99.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $99.91             | $96.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $799.24            | $771.27            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $183178697.70      | $181397651.60      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $99.91             | $84.92             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $99.91             | $82.92             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $99.91             | $95.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $699.34            | $451.57            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $899.15            | $561.47            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $99.91             | $59.94             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $899.15            | $754.28            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $335041990.80      | $307970137.20      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $199.81            | $179.83            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $899.15            | $809.23            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $799.24            | $768.27            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $99.91             | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $999.05            | $1007.05           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $120553283.30      | $122107679.30      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $999.05            | $992.06            | U.S. Treasuries (including strips) |

### Security 360: BANK OF MONTREAL

- **C.1 - Title:** Joint Account III 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062DD, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR1062DD7791561BA
- **C.18 - Value (incl. sponsor support):** $72400000.00
- **C.18.a - Value (excl. sponsor support):** $72400000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $3234470.00        | $2305814.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $3629412.00        | $2620529.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $3216769.29        | $2385285.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $12160972.61       | $2573921.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $2269091.66        | $2316159.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $2224349.18        | $2251093.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2341910.49        | $2429136.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $2405585.93        | $2447264.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2478633.91        | $2579509.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2272445.23        | $2235964.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2435139.25        | $2525034.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2189995.02        | $2265126.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2116304.13        | $2203629.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2257635.44        | $2199623.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2313176.38        | $2358670.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $1230707.33        | $1278319.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2137608.19        | $2237729.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $2750108.57        | $2638616.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2415971.71        | $2381970.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $2087997.18        | $2221415.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2349537.83        | $2437337.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2573666.15        | $2620201.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $2610103.26        | $2693386.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $3359509.51        | $2632503.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.5000%  | 0.0000% | $1141562.66        | $1059486.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $2290830.48        | $2340425.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2319445.13        | $2302254.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2695466.84        | $2674668.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2263334.05        | $2255111.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2185998.18        | $2289479.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2431427.66        | $2491079.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $2228097.69        | $2321250.07        | Agency Mortgage-Backed Securities |

### Security 361: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** Joint Account III 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062DD, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR1062DD779156BAN
- **C.18 - Value (incl. sponsor support):** $108600000.00
- **C.18.a - Value (excl. sponsor support):** $108600000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $49346427.11       | $10892169.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $91402822.93       | $11282466.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $77825044.58       | $10763578.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $47260706.19       | $11269862.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $14019483.51       | $6988701.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | 0.0000% | $72974360.78       | $10854773.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $63598855.45       | $6245226.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $90418076.87       | $10778696.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $90433006.11       | $10831280.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $90325387.49       | $11109644.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $88073827.13       | $10841601.35       | Agency Mortgage-Backed Securities |

### Security 362: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** Joint Account III 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1062DD, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR1062DD779156WEL
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $1155851.16        | $77508.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.0000%  | 0.0000% | $362000.00         | $29628.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 3.5000%  | 0.0000% | $976314.00         | $71110.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.0000%  | 0.0000% | $896674.00         | $118228.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $103083487.80      | $7588485.45        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-20      | 2.5000%  | 0.0000% | $751150.00         | $280080.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $33244794.90       | $8007802.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $5127004.91        | $1179296.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $1825573.96        | $411443.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $28792073.27       | $19884572.03       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $59182253.82       | $40247326.88       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.5000%  | 0.0000% | $17298430.28       | $9603674.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $47512.50          | $28764.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-20      | 6.5000%  | 0.0000% | $41609.37          | $5933.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.0000%  | 0.0000% | $157437.42         | $48936.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $362.00            | $257.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.0000%  | 0.0000% | $2381993.30        | $1625594.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 3.0000%  | 0.0000% | $78485.94          | $53314.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.5000%  | 0.0000% | $30770.00          | $27275.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 4.5000%  | 0.0000% | $1423027.79        | $97649.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 5.0000%  | 0.0000% | $168330.00         | $7261.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.0000%  | 0.0000% | $941200.00         | $217629.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $362350.42         | $164450.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $368360.70         | $80495.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1120129.72        | $800608.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $578634.19         | $287744.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $590762.64         | $447439.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $617631.01         | $635372.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $509162.05         | $453638.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $1356524.05        | $1350032.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $863818.52         | $771650.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $528668.78         | $554043.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.5000%  | 0.0000% | $2017263.10        | $2178054.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $523564.94         | $546640.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $385002.93         | $392565.47         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1354138.47        | $1386764.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $736114.69         | $767645.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $501947.03         | $527568.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $388458.58         | $385917.70         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $401001.16         | $423112.84         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1063629.49        | $1123260.30        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1714923.60        | $1826579.96        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2098370.65        | $2103922.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 5.5000%  | 0.0000% | $3335375.33        | $2371575.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $624562.94         | $543546.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $65160.00          | $59117.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $15652130.66       | $16420911.15       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $383085.78         | $391882.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.5000%  | 0.0000% | $4606229.18        | $956223.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 7.0000%  | 0.0000% | $38915.00          | $1047.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 7.0000%  | 0.0000% | $420765.27         | $5163.21           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.7524%  | 0.0000% | $57953412.60       | $58289811.24       | U.S. Treasuries (including strips) |

### Security 363: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10630C, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR10630C7791562BA
- **C.18 - Value (incl. sponsor support):** $29400000.00
- **C.18.a - Value (excl. sponsor support):** $29400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $29022200.00       | $29988024.00       | U.S. Treasuries (including strips) |

### Security 364: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10630E, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10630E7791567JP
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $25037100.00       | $24482528.00       | U.S. Treasuries (including strips) |

### Security 365: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR106319, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR1063197791561NO
- **C.18 - Value (incl. sponsor support):** $92700000.00
- **C.18.a - Value (excl. sponsor support):** $92700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2027-10-04      | 3.5000%  | 0.0000% | $430000.00         | $434884.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-06      | 3.7950%  | 0.0000% | $22000.00          | $22130.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-30      | 4.3000%  | 0.0000% | $43000.00          | $43476.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.0000%  | 0.0000% | $33000.00          | $31117.00          | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-09-10      | 0.0000%  | 0.0000% | $158100.00         | $155542.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2056-02-15      | 2.3750%  | 0.0000% | $12999900.00       | $12150792.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-07-15      | 0.1250%  | 0.0000% | $3473100.00        | $3940222.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-06-30      | 4.0000%  | 0.0000% | $16398900.00       | $16630448.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-10-31      | 4.8750%  | 0.0000% | $3725100.00        | $3945954.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-10-15      | 2.3750%  | 0.0000% | $4938100.00        | $5488301.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-09-30      | 3.5000%  | 0.0000% | $5112300.00        | $5050881.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 0.0000%  | 0.0000% | $488266.00         | $454342.00         | U.S. Treasuries (including strips)  |

### Security 366: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10631E, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR10631E7791562DE
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $57940900.00       | $57199256.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| CASH COLLATERAL                          | 2026-03-31      | 0.0000%  | 0.0000% | $343922202.70      | $343922202.70      | Cash                               |

### Security 367: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR106326, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR1063267791561BN
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $24257800.00       | $23963795.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-24      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $121470000.00      | $167184339.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $700.00            | $692.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $12221600.00       | $14676954.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $9086300.00        | $9207437.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $14048200.00       | $14090317.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $968600.00         | $967292.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $847500.00         | $859345.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $102990800.00      | $104259209.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $127536000.00      | $128591131.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $46446000.00       | $46199372.00       | U.S. Treasuries (including strips) |

### Security 368: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10632B, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR10632B7791561DE
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $67902100.00       | $67032953.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $36123600.00       | $34966922.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $86.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $65.00             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2026-04-07

**By:** Allison Fracchiolla

**Name of Signing Officer:** Allison Fracchiolla

**Title of Signing Officer:** Assistant Treasurer